ECBOT 5 Year T-Note Future March 2019


Trading Metrics calculated at close of trading on 28-Nov-2018
Day Change Summary
Previous Current
27-Nov-2018 28-Nov-2018 Change Change % Previous Week
Open 112-255 112-250 -0-005 0.0% 112-273
High 112-278 112-305 0-027 0.1% 112-302
Low 112-233 112-230 -0-002 0.0% 112-200
Close 112-258 112-295 0-038 0.1% 112-267
Range 0-045 0-075 0-030 66.6% 0-102
ATR 0-077 0-077 0-000 -0.2% 0-000
Volume 2,197,261 2,469,834 272,573 12.4% 1,185,377
Daily Pivots for day following 28-Nov-2018
Classic Woodie Camarilla DeMark
R4 113-182 113-153 113-016
R3 113-107 113-078 112-316
R2 113-032 113-032 112-309
R1 113-003 113-003 112-302 113-017
PP 112-277 112-277 112-277 112-284
S1 112-248 112-248 112-288 112-263
S2 112-202 112-202 112-281
S3 112-127 112-173 112-274
S4 112-052 112-098 112-254
Weekly Pivots for week ending 23-Nov-2018
Classic Woodie Camarilla DeMark
R4 113-244 113-198 113-004
R3 113-142 113-096 112-296
R2 113-039 113-039 112-286
R1 112-313 112-313 112-277 112-285
PP 112-257 112-257 112-257 112-242
S1 112-211 112-211 112-258 112-182
S2 112-154 112-154 112-249
S3 112-052 112-108 112-239
S4 111-269 112-006 112-211
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 112-305 112-200 0-105 0.3% 0-059 0.2% 90% True False 1,356,589
10 112-305 112-067 0-238 0.7% 0-077 0.2% 96% True False 744,725
20 112-305 111-242 1-062 1.1% 0-075 0.2% 97% True False 389,337
40 112-305 111-210 1-095 1.1% 0-076 0.2% 98% True False 199,169
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR True
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-019
Widest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 113-304
2.618 113-181
1.618 113-106
1.000 113-060
0.618 113-031
HIGH 112-305
0.618 112-276
0.500 112-268
0.382 112-259
LOW 112-230
0.618 112-184
1.000 112-155
1.618 112-109
2.618 112-034
4.250 111-231
Fisher Pivots for day following 28-Nov-2018
Pivot 1 day 3 day
R1 112-286 112-285
PP 112-277 112-274
S1 112-268 112-264

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

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