ECBOT 5 Year T-Note Future March 2019


Trading Metrics calculated at close of trading on 08-Jan-2019
Day Change Summary
Previous Current
07-Jan-2019 08-Jan-2019 Change Change % Previous Week
Open 114-215 114-160 -0-055 -0.1% 114-150
High 114-280 114-180 -0-100 -0.3% 115-122
Low 114-155 114-085 -0-070 -0.2% 114-125
Close 114-187 114-107 -0-080 -0.2% 114-242
Range 0-125 0-095 -0-030 -24.0% 0-318
ATR 0-117 0-116 -0-001 -0.9% 0-000
Volume 956,687 822,403 -134,284 -14.0% 4,843,977
Daily Pivots for day following 08-Jan-2019
Classic Woodie Camarilla DeMark
R4 115-089 115-033 114-160
R3 114-314 114-258 114-134
R2 114-219 114-219 114-125
R1 114-163 114-163 114-116 114-144
PP 114-124 114-124 114-124 114-114
S1 114-068 114-068 114-099 114-049
S2 114-029 114-029 114-090
S3 113-254 113-293 114-081
S4 113-159 113-198 114-055
Weekly Pivots for week ending 04-Jan-2019
Classic Woodie Camarilla DeMark
R4 117-263 117-090 115-097
R3 116-265 116-093 115-010
R2 115-267 115-267 114-301
R1 115-095 115-095 114-272 115-181
PP 114-270 114-270 114-270 114-313
S1 114-097 114-097 114-213 114-184
S2 113-272 113-272 114-184
S3 112-275 113-100 114-155
S4 111-277 112-102 114-068
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 115-122 114-085 1-038 1.0% 0-157 0.4% 6% False True 1,197,119
10 115-122 113-305 1-138 1.3% 0-140 0.4% 27% False False 944,903
20 115-122 113-113 2-010 1.8% 0-110 0.3% 48% False False 1,009,356
40 115-122 111-250 3-192 3.1% 0-096 0.3% 71% False False 877,071
60 115-122 111-242 3-200 3.2% 0-089 0.2% 71% False False 590,937
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 0-025
Narrowest range in 10 trading days
Fibonacci Retracements and Extensions
4.250 115-264
2.618 115-109
1.618 115-014
1.000 114-275
0.618 114-239
HIGH 114-180
0.618 114-144
0.500 114-132
0.382 114-121
LOW 114-085
0.618 114-026
1.000 113-310
1.618 113-251
2.618 113-156
4.250 113-001
Fisher Pivots for day following 08-Jan-2019
Pivot 1 day 3 day
R1 114-132 114-260
PP 114-124 114-209
S1 114-116 114-158

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

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