ECBOT 5 Year T-Note Future March 2019


Trading Metrics calculated at close of trading on 01-Mar-2019
Day Change Summary
Previous Current
28-Feb-2019 01-Mar-2019 Change Change % Previous Week
Open 114-187 114-140 -0-047 -0.1% 114-195
High 114-225 114-150 -0-075 -0.2% 114-247
Low 114-118 114-067 -0-050 -0.1% 114-067
Close 114-150 114-080 -0-070 -0.2% 114-080
Range 0-107 0-083 -0-025 -23.2% 0-180
ATR 0-081 0-081 0-000 0.1% 0-000
Volume 229,655 83,960 -145,695 -63.4% 6,407,067
Daily Pivots for day following 01-Mar-2019
Classic Woodie Camarilla DeMark
R4 115-027 114-296 114-125
R3 114-264 114-213 114-103
R2 114-182 114-182 114-095
R1 114-131 114-131 114-088 114-115
PP 114-099 114-099 114-099 114-091
S1 114-048 114-048 114-072 114-032
S2 114-017 114-017 114-065
S3 113-254 113-286 114-057
S4 113-172 113-203 114-035
Weekly Pivots for week ending 01-Mar-2019
Classic Woodie Camarilla DeMark
R4 116-032 115-236 114-179
R3 115-172 115-056 114-130
R2 114-312 114-312 114-113
R1 114-196 114-196 114-096 114-164
PP 114-132 114-132 114-132 114-116
S1 114-016 114-016 114-064 113-304
S2 113-272 113-272 114-047
S3 113-092 113-156 114-030
S4 112-232 112-296 113-301
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 114-247 114-067 0-180 0.5% 0-072 0.2% 7% False True 1,281,413
10 114-247 114-067 0-180 0.5% 0-071 0.2% 7% False True 1,264,432
20 114-287 114-067 0-220 0.6% 0-075 0.2% 6% False True 1,055,822
40 115-122 113-315 1-127 1.2% 0-089 0.2% 19% False False 1,030,456
60 115-122 112-318 2-125 2.1% 0-092 0.3% 53% False False 997,130
80 115-122 111-242 3-200 3.2% 0-088 0.2% 69% False False 892,760
100 115-122 111-210 3-232 3.3% 0-085 0.2% 70% False False 716,609
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 0-012
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 115-181
2.618 115-046
1.618 114-284
1.000 114-233
0.618 114-201
HIGH 114-150
0.618 114-118
0.500 114-109
0.382 114-099
LOW 114-067
0.618 114-016
1.000 113-305
1.618 113-254
2.618 113-171
4.250 113-037
Fisher Pivots for day following 01-Mar-2019
Pivot 1 day 3 day
R1 114-109 114-157
PP 114-099 114-132
S1 114-090 114-106

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

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