ECBOT 5 Year T-Note Future March 2019


Trading Metrics calculated at close of trading on 23-Oct-2018
Day Change Summary
Previous Current
22-Oct-2018 23-Oct-2018 Change Change % Previous Week
Open 112-000 112-053 0-053 0.1% 112-020
High 112-002 112-113 0-110 0.3% 112-042
Low 111-285 111-302 0-018 0.0% 111-262
Close 111-305 112-045 0-060 0.2% 111-293
Range 0-038 0-130 0-093 246.7% 0-100
ATR 0-070 0-074 0-004 6.2% 0-000
Volume 4,025 25,880 21,855 543.0% 37,604
Daily Pivots for day following 23-Oct-2018
Classic Woodie Camarilla DeMark
R4 113-117 113-051 112-117
R3 112-307 112-241 112-081
R2 112-177 112-177 112-069
R1 112-111 112-111 112-057 112-079
PP 112-047 112-047 112-047 112-031
S1 111-301 111-301 112-033 111-269
S2 111-237 111-237 112-021
S3 111-107 111-171 112-009
S4 110-297 111-041 111-293
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
5 112-113 111-262 0-170 0.5% 0-078 0.2% 60% True False 11,136
10 112-113 111-230 0-202 0.6% 0-069 0.2% 67% True False 6,843
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-014
Widest range in 14 trading days
Fibonacci Retracements and Extensions
4.250 114-025
2.618 113-133
1.618 113-003
1.000 112-243
0.618 112-193
HIGH 112-113
0.618 112-063
0.500 112-048
0.382 112-032
LOW 111-302
0.618 111-222
1.000 111-172
1.618 111-092
2.618 110-282
4.250 110-070
Fisher Pivots for day following 23-Oct-2018
Pivot 1 day 3 day
R1 112-048 112-043
PP 112-047 112-041
S1 112-046 112-039

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

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