ECBOT 5 Year T-Note Future March 2019


Trading Metrics calculated at close of trading on 22-Oct-2018
Day Change Summary
Previous Current
19-Oct-2018 22-Oct-2018 Change Change % Previous Week
Open 112-010 112-000 -0-010 0.0% 112-020
High 112-013 112-002 -0-010 0.0% 112-042
Low 111-290 111-285 -0-005 0.0% 111-262
Close 111-293 111-305 0-012 0.0% 111-293
Range 0-042 0-038 -0-005 -11.7% 0-100
ATR 0-072 0-070 -0-002 -3.4% 0-000
Volume 2,385 4,025 1,640 68.8% 37,604
Daily Pivots for day following 22-Oct-2018
Classic Woodie Camarilla DeMark
R4 112-097 112-078 112-006
R3 112-059 112-041 111-315
R2 112-022 112-022 111-312
R1 112-003 112-003 111-308 111-314
PP 111-304 111-304 111-304 111-299
S1 111-286 111-286 111-302 111-276
S2 111-267 111-267 111-298
S3 111-229 111-248 111-295
S4 111-192 111-211 111-284
Weekly Pivots for week ending 19-Oct-2018
Classic Woodie Camarilla DeMark
R4 112-286 112-229 112-028
R3 112-186 112-129 112-000
R2 112-086 112-086 111-311
R1 112-029 112-029 111-302 112-008
PP 111-306 111-306 111-306 111-295
S1 111-249 111-249 111-283 111-228
S2 111-206 111-206 111-274
S3 111-106 111-149 111-265
S4 111-006 111-049 111-238
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 112-042 111-262 0-100 0.3% 0-058 0.2% 42% False False 6,590
10 112-067 111-230 0-157 0.4% 0-060 0.2% 48% False False 5,015
Crabel Price Patterns
NR True
NR4 True
NR5 False
NR7 False
WS False
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 0-010
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 112-162
2.618 112-101
1.618 112-063
1.000 112-040
0.618 112-026
HIGH 112-002
0.618 111-308
0.500 111-304
0.382 111-299
LOW 111-285
0.618 111-262
1.000 111-247
1.618 111-224
2.618 111-187
4.250 111-126
Fisher Pivots for day following 22-Oct-2018
Pivot 1 day 3 day
R1 111-305 111-312
PP 111-304 111-310
S1 111-304 111-307

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

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