ECBOT 5 Year T-Note Future March 2019


Trading Metrics calculated at close of trading on 18-Jan-2019
Day Change Summary
Previous Current
17-Jan-2019 18-Jan-2019 Change Change % Previous Week
Open 114-147 114-093 -0-055 -0.2% 114-165
High 114-185 114-105 -0-080 -0.2% 114-238
Low 114-073 113-315 -0-078 -0.2% 113-315
Close 114-095 114-018 -0-078 -0.2% 114-018
Range 0-112 0-110 -0-002 -2.2% 0-242
ATR 0-104 0-105 0-000 0.4% 0-000
Volume 898,426 985,070 86,644 9.6% 4,501,844
Daily Pivots for day following 18-Jan-2019
Classic Woodie Camarilla DeMark
R4 115-049 114-303 114-078
R3 114-259 114-193 114-048
R2 114-149 114-149 114-038
R1 114-083 114-083 114-028 114-061
PP 114-039 114-039 114-039 114-028
S1 113-293 113-293 114-007 113-271
S2 113-249 113-249 113-317
S3 113-139 113-183 113-307
S4 113-029 113-073 113-277
Weekly Pivots for week ending 18-Jan-2019
Classic Woodie Camarilla DeMark
R4 116-171 116-017 114-151
R3 115-248 115-094 114-084
R2 115-006 115-006 114-062
R1 114-172 114-172 114-040 114-128
PP 114-083 114-083 114-083 114-061
S1 113-249 113-249 113-315 113-205
S2 113-161 113-161 113-293
S3 112-238 113-007 113-271
S4 111-316 112-084 113-204
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 114-238 113-315 0-242 0.7% 0-088 0.2% 9% False True 900,368
10 114-280 113-315 0-285 0.8% 0-094 0.3% 8% False True 907,469
20 115-122 113-250 1-192 1.4% 0-114 0.3% 17% False False 955,795
40 115-122 112-200 2-242 2.4% 0-097 0.3% 52% False False 1,039,478
60 115-122 111-242 3-200 3.2% 0-093 0.3% 63% False False 711,398
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 0-024
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 115-252
2.618 115-073
1.618 114-283
1.000 114-215
0.618 114-173
HIGH 114-105
0.618 114-063
0.500 114-050
0.382 114-037
LOW 113-315
0.618 113-247
1.000 113-205
1.618 113-137
2.618 113-027
4.250 112-168
Fisher Pivots for day following 18-Jan-2019
Pivot 1 day 3 day
R1 114-050 114-090
PP 114-039 114-066
S1 114-028 114-042

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

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