ECBOT 5 Year T-Note Future March 2019


Trading Metrics calculated at close of trading on 24-Jan-2019
Day Change Summary
Previous Current
23-Jan-2019 24-Jan-2019 Change Change % Previous Week
Open 114-078 114-080 0-002 0.0% 114-165
High 114-090 114-145 0-055 0.2% 114-238
Low 114-030 114-065 0-035 0.1% 113-315
Close 114-060 114-127 0-067 0.2% 114-018
Range 0-060 0-080 0-020 33.3% 0-242
ATR 0-101 0-100 -0-001 -1.1% 0-000
Volume 802,380 841,571 39,191 4.9% 4,501,844
Daily Pivots for day following 24-Jan-2019
Classic Woodie Camarilla DeMark
R4 115-032 115-000 114-171
R3 114-272 114-240 114-149
R2 114-192 114-192 114-142
R1 114-160 114-160 114-135 114-176
PP 114-112 114-112 114-112 114-121
S1 114-080 114-080 114-120 114-096
S2 114-032 114-032 114-113
S3 113-272 114-000 114-105
S4 113-192 113-240 114-083
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
5 114-185 113-315 0-190 0.5% 0-091 0.2% 70% False False 898,468
10 114-238 113-315 0-242 0.7% 0-087 0.2% 55% False False 892,392
20 115-122 113-305 1-138 1.2% 0-113 0.3% 31% False False 947,125
40 115-122 112-230 2-212 2.3% 0-099 0.3% 63% False False 1,051,803
60 115-122 111-242 3-200 3.2% 0-091 0.2% 73% False False 753,854
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 0-017
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 115-165
2.618 115-034
1.618 114-274
1.000 114-225
0.618 114-194
HIGH 114-145
0.618 114-114
0.500 114-105
0.382 114-096
LOW 114-065
0.618 114-016
1.000 113-305
1.618 113-256
2.618 113-176
4.250 113-045
Fisher Pivots for day following 24-Jan-2019
Pivot 1 day 3 day
R1 114-120 114-111
PP 114-112 114-095
S1 114-105 114-079

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

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