ECBOT 5 Year T-Note Future March 2019


Trading Metrics calculated at close of trading on 13-Nov-2018
Day Change Summary
Previous Current
12-Nov-2018 13-Nov-2018 Change Change % Previous Week
Open 112-020 112-062 0-042 0.1% 112-022
High 112-080 112-102 0-022 0.1% 112-050
Low 112-013 112-042 0-030 0.1% 111-242
Close 112-067 112-090 0-023 0.1% 112-002
Range 0-067 0-060 -0-007 -11.1% 0-128
ATR 0-080 0-079 -0-001 -1.8% 0-000
Volume 8,270 60,894 52,624 636.3% 207,292
Daily Pivots for day following 13-Nov-2018
Classic Woodie Camarilla DeMark
R4 112-258 112-234 112-123
R3 112-198 112-174 112-107
R2 112-138 112-138 112-101
R1 112-114 112-114 112-096 112-126
PP 112-078 112-078 112-078 112-084
S1 112-054 112-054 112-085 112-066
S2 112-018 112-018 112-079
S3 111-278 111-314 112-074
S4 111-218 111-254 112-057
Weekly Pivots for week ending 09-Nov-2018
Classic Woodie Camarilla DeMark
R4 113-054 112-316 112-073
R3 112-247 112-188 112-038
R2 112-119 112-119 112-026
R1 112-061 112-061 112-014 112-026
PP 111-312 111-312 111-312 111-294
S1 111-253 111-253 111-311 111-219
S2 111-184 111-184 111-299
S3 111-057 111-126 111-287
S4 110-249 110-318 111-252
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 112-102 111-242 0-180 0.5% 0-073 0.2% 93% True False 45,440
10 112-142 111-242 0-220 0.6% 0-072 0.2% 76% False False 33,950
20 112-253 111-242 1-010 0.9% 0-079 0.2% 51% False False 24,806
Crabel Price Patterns
NR True
NR4 False
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 3 trading days
Fibonacci Retracements and Extensions
4.250 113-037
2.618 112-260
1.618 112-200
1.000 112-162
0.618 112-140
HIGH 112-102
0.618 112-080
0.500 112-072
0.382 112-065
LOW 112-042
0.618 112-005
1.000 111-302
1.618 111-265
2.618 111-205
4.250 111-107
Fisher Pivots for day following 13-Nov-2018
Pivot 1 day 3 day
R1 112-084 112-065
PP 112-078 112-041
S1 112-072 112-016

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

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