ECBOT 5 Year T-Note Future March 2019


Trading Metrics calculated at close of trading on 31-Jan-2019
Day Change Summary
Previous Current
30-Jan-2019 31-Jan-2019 Change Change % Previous Week
Open 114-120 114-210 0-090 0.2% 114-015
High 114-222 114-300 0-078 0.2% 114-145
Low 114-080 114-200 0-120 0.3% 114-013
Close 114-187 114-275 0-088 0.2% 114-060
Range 0-142 0-100 -0-042 -29.8% 0-132
ATR 0-098 0-099 0-001 1.1% 0-000
Volume 1,241,314 1,379,359 138,045 11.1% 3,456,338
Daily Pivots for day following 31-Jan-2019
Classic Woodie Camarilla DeMark
R4 115-238 115-197 115-010
R3 115-138 115-097 114-303
R2 115-038 115-038 114-293
R1 114-317 114-317 114-284 115-018
PP 114-258 114-258 114-258 114-269
S1 114-217 114-217 114-266 114-238
S2 114-158 114-158 114-257
S3 114-058 114-117 114-248
S4 113-278 114-017 114-220
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
5 114-300 114-030 0-270 0.7% 0-093 0.3% 91% True False 1,035,133
10 114-300 113-315 0-305 0.8% 0-092 0.2% 92% True False 966,800
20 115-122 113-315 1-127 1.2% 0-104 0.3% 63% False False 1,005,089
40 115-122 112-318 2-125 2.1% 0-101 0.3% 78% False False 967,783
60 115-122 111-242 3-200 3.2% 0-092 0.3% 86% False False 838,407
80 115-122 111-210 3-232 3.2% 0-088 0.2% 86% False False 631,805
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 0-016
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 116-085
2.618 115-242
1.618 115-142
1.000 115-080
0.618 115-042
HIGH 114-300
0.618 114-262
0.500 114-250
0.382 114-238
LOW 114-200
0.618 114-138
1.000 114-100
1.618 114-038
2.618 113-258
4.250 113-095
Fisher Pivots for day following 31-Jan-2019
Pivot 1 day 3 day
R1 114-267 114-245
PP 114-258 114-214
S1 114-250 114-184

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

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