ECBOT 5 Year T-Note Future March 2019


Trading Metrics calculated at close of trading on 02-Nov-2018
Day Change Summary
Previous Current
01-Nov-2018 02-Nov-2018 Change Change % Previous Week
Open 112-090 112-140 0-050 0.1% 112-220
High 112-135 112-142 0-007 0.0% 112-240
Low 112-080 112-000 -0-080 -0.2% 112-000
Close 112-122 112-010 -0-112 -0.3% 112-010
Range 0-055 0-142 0-087 159.0% 0-240
ATR 0-081 0-085 0-004 5.4% 0-000
Volume 18,388 21,574 3,186 17.3% 102,516
Daily Pivots for day following 02-Nov-2018
Classic Woodie Camarilla DeMark
R4 113-158 113-067 112-088
R3 113-016 112-244 112-049
R2 112-193 112-193 112-036
R1 112-102 112-102 112-023 112-076
PP 112-051 112-051 112-051 112-038
S1 111-279 111-279 111-317 111-254
S2 111-228 111-228 111-304
S3 111-086 111-137 111-291
S4 110-263 110-314 111-252
Weekly Pivots for week ending 02-Nov-2018
Classic Woodie Camarilla DeMark
R4 114-163 114-007 112-142
R3 113-243 113-087 112-076
R2 113-003 113-003 112-054
R1 112-167 112-167 112-032 112-125
PP 112-083 112-083 112-083 112-063
S1 111-247 111-247 111-308 111-205
S2 111-163 111-163 111-286
S3 110-243 111-007 111-264
S4 110-003 110-087 111-198
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 112-240 112-000 0-240 0.7% 0-082 0.2% 4% False True 20,503
10 112-253 111-285 0-288 0.8% 0-091 0.3% 16% False False 19,390
20 112-253 111-210 1-042 1.0% 0-077 0.2% 33% False False 12,001
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-023
Widest range in 22 trading days
Fibonacci Retracements and Extensions
4.250 114-108
2.618 113-196
1.618 113-053
1.000 112-285
0.618 112-231
HIGH 112-142
0.618 112-088
0.500 112-071
0.382 112-054
LOW 112-000
0.618 111-232
1.000 111-178
1.618 111-089
2.618 110-267
4.250 110-034
Fisher Pivots for day following 02-Nov-2018
Pivot 1 day 3 day
R1 112-071 112-071
PP 112-051 112-051
S1 112-030 112-030

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

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