ECBOT 5 Year T-Note Future March 2019


Trading Metrics calculated at close of trading on 30-Jan-2019
Day Change Summary
Previous Current
29-Jan-2019 30-Jan-2019 Change Change % Previous Week
Open 114-070 114-120 0-050 0.1% 114-015
High 114-133 114-222 0-090 0.2% 114-145
Low 114-067 114-080 0-013 0.0% 114-013
Close 114-122 114-187 0-065 0.2% 114-060
Range 0-065 0-142 0-077 119.1% 0-132
ATR 0-094 0-098 0-003 3.6% 0-000
Volume 792,013 1,241,314 449,301 56.7% 3,456,338
Daily Pivots for day following 30-Jan-2019
Classic Woodie Camarilla DeMark
R4 115-271 115-212 114-266
R3 115-128 115-069 114-227
R2 114-306 114-306 114-214
R1 114-247 114-247 114-201 114-276
PP 114-163 114-163 114-163 114-178
S1 114-104 114-104 114-174 114-134
S2 114-021 114-021 114-161
S3 113-198 113-282 114-148
S4 113-056 113-139 114-109
Weekly Pivots for week ending 25-Jan-2019
Classic Woodie Camarilla DeMark
R4 115-150 115-077 114-133
R3 115-017 114-265 114-096
R2 114-205 114-205 114-084
R1 114-132 114-132 114-072 114-169
PP 114-073 114-073 114-073 114-091
S1 114-000 114-000 114-048 114-036
S2 113-260 113-260 114-036
S3 113-128 113-188 114-024
S4 112-315 113-055 113-307
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 114-222 114-030 0-192 0.5% 0-089 0.2% 82% True False 927,575
10 114-222 113-315 0-227 0.6% 0-087 0.2% 85% True False 907,360
20 115-122 113-315 1-127 1.2% 0-105 0.3% 43% False False 984,317
40 115-122 112-245 2-198 2.3% 0-101 0.3% 70% False False 960,563
60 115-122 111-242 3-200 3.2% 0-093 0.3% 78% False False 815,777
80 115-122 111-210 3-232 3.3% 0-088 0.2% 79% False False 614,600
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-016
Widest range in 17 trading days
Fibonacci Retracements and Extensions
4.250 116-188
2.618 115-276
1.618 115-133
1.000 115-045
0.618 114-311
HIGH 114-222
0.618 114-168
0.500 114-151
0.382 114-134
LOW 114-080
0.618 113-312
1.000 113-258
1.618 113-169
2.618 113-027
4.250 112-114
Fisher Pivots for day following 30-Jan-2019
Pivot 1 day 3 day
R1 114-175 114-167
PP 114-163 114-147
S1 114-151 114-126

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

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