ECBOT 5 Year T-Note Future March 2019


Trading Metrics calculated at close of trading on 05-Mar-2019
Day Change Summary
Previous Current
04-Mar-2019 05-Mar-2019 Change Change % Previous Week
Open 114-060 114-120 0-060 0.2% 114-195
High 114-130 114-130 0-000 0.0% 114-247
Low 114-055 114-075 0-020 0.1% 114-067
Close 114-122 114-120 -0-002 0.0% 114-080
Range 0-075 0-055 -0-020 -26.7% 0-180
ATR 0-081 0-079 -0-002 -2.3% 0-000
Volume 56,033 35,033 -21,000 -37.5% 6,407,067
Daily Pivots for day following 05-Mar-2019
Classic Woodie Camarilla DeMark
R4 114-273 114-252 114-150
R3 114-218 114-197 114-135
R2 114-163 114-163 114-130
R1 114-142 114-142 114-125 114-148
PP 114-108 114-108 114-108 114-111
S1 114-087 114-087 114-115 114-092
S2 114-053 114-053 114-110
S3 113-318 114-032 114-105
S4 113-263 113-297 114-090
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
5 114-247 114-055 0-192 0.5% 0-080 0.2% 34% False False 335,269
10 114-247 114-055 0-192 0.5% 0-071 0.2% 34% False False 1,112,694
20 114-282 114-055 0-227 0.6% 0-071 0.2% 29% False False 950,831
40 114-300 113-315 0-305 0.8% 0-082 0.2% 41% False False 951,667
60 115-122 113-045 2-078 2.0% 0-093 0.3% 55% False False 998,576
80 115-122 111-242 3-200 3.2% 0-088 0.2% 72% False False 893,283
100 115-122 111-230 3-212 3.2% 0-086 0.2% 72% False False 717,443
Crabel Price Patterns
NR True
NR4 True
NR5 True
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 0-011
Narrowest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 115-044
2.618 114-274
1.618 114-219
1.000 114-185
0.618 114-164
HIGH 114-130
0.618 114-109
0.500 114-103
0.382 114-096
LOW 114-075
0.618 114-041
1.000 114-020
1.618 113-306
2.618 113-251
4.250 113-161
Fisher Pivots for day following 05-Mar-2019
Pivot 1 day 3 day
R1 114-114 114-114
PP 114-108 114-108
S1 114-103 114-103

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

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