ECBOT 5 Year T-Note Future June 2019


Trading Metrics calculated at close of trading on 01-Apr-2019
Day Change Summary
Previous Current
29-Mar-2019 01-Apr-2019 Change Change % Previous Week
Open 115-310 115-250 -0-060 -0.2% 115-253
High 116-005 115-267 -0-058 -0.2% 116-142
Low 115-238 115-138 -0-100 -0.3% 115-215
Close 115-265 115-165 -0-100 -0.3% 115-265
Range 0-087 0-130 0-042 48.6% 0-247
ATR 0-101 0-103 0-002 2.0% 0-000
Volume 1,299,455 1,043,231 -256,224 -19.7% 6,517,218
Daily Pivots for day following 01-Apr-2019
Classic Woodie Camarilla DeMark
R4 116-260 116-182 115-236
R3 116-130 116-052 115-201
R2 116-000 116-000 115-189
R1 115-242 115-242 115-177 115-216
PP 115-190 115-190 115-190 115-177
S1 115-113 115-113 115-153 115-086
S2 115-060 115-060 115-141
S3 114-250 114-303 115-129
S4 114-120 114-173 115-094
Weekly Pivots for week ending 29-Mar-2019
Classic Woodie Camarilla DeMark
R4 118-097 117-268 116-081
R3 117-169 117-021 116-013
R2 116-242 116-242 115-310
R1 116-093 116-093 115-288 116-167
PP 115-314 115-314 115-314 116-031
S1 115-166 115-166 115-242 115-240
S2 115-067 115-067 115-220
S3 114-139 114-238 115-197
S4 113-212 113-311 115-129
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 116-142 115-138 1-005 0.9% 0-121 0.3% 8% False True 1,250,977
10 116-142 114-282 1-180 1.4% 0-128 0.3% 40% False False 1,183,776
20 116-142 114-093 2-050 1.9% 0-098 0.3% 57% False False 974,379
40 116-142 114-073 2-070 1.9% 0-085 0.2% 58% False False 786,685
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-018
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 117-180
2.618 116-288
1.618 116-158
1.000 116-077
0.618 116-028
HIGH 115-267
0.618 115-218
0.500 115-202
0.382 115-187
LOW 115-138
0.618 115-057
1.000 115-008
1.618 114-247
2.618 114-117
4.250 113-225
Fisher Pivots for day following 01-Apr-2019
Pivot 1 day 3 day
R1 115-202 115-286
PP 115-190 115-246
S1 115-177 115-205

These figures are updated between 7pm and 10pm EST after a trading day.

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