ECBOT 5 Year T-Note Future March 2019


Trading Metrics calculated at close of trading on 18-Mar-2019
Day Change Summary
Previous Current
15-Mar-2019 18-Mar-2019 Change Change % Previous Week
Open 114-267 114-302 0-035 0.1% 114-260
High 115-013 115-005 -0-008 0.0% 115-013
Low 114-253 114-285 0-032 0.1% 114-202
Close 114-307 114-287 -0-020 -0.1% 114-307
Range 0-080 0-040 -0-040 -50.0% 0-130
ATR 0-073 0-071 -0-002 -3.2% 0-000
Volume 27,098 3,593 -23,505 -86.7% 58,746
Daily Pivots for day following 18-Mar-2019
Classic Woodie Camarilla DeMark
R4 115-099 115-073 114-309
R3 115-059 115-033 114-298
R2 115-019 115-019 114-295
R1 114-313 114-313 114-291 114-306
PP 114-299 114-299 114-299 114-296
S1 114-273 114-273 114-284 114-266
S2 114-259 114-259 114-280
S3 114-219 114-233 114-276
S4 114-179 114-193 114-265
Weekly Pivots for week ending 15-Mar-2019
Classic Woodie Camarilla DeMark
R4 116-031 115-299 115-059
R3 115-221 115-169 115-023
R2 115-091 115-091 115-011
R1 115-039 115-039 114-319 115-065
PP 114-281 114-281 114-281 114-294
S1 114-229 114-229 114-296 114-255
S2 114-151 114-151 114-284
S3 114-021 114-099 114-272
S4 113-211 113-289 114-236
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 115-013 114-202 0-130 0.4% 0-061 0.2% 65% False False 8,552
10 115-013 114-075 0-258 0.7% 0-063 0.2% 83% False False 19,839
20 115-013 114-055 0-278 0.8% 0-068 0.2% 84% False False 612,159
40 115-013 113-315 1-018 0.9% 0-075 0.2% 87% False False 753,511
60 115-122 113-222 1-220 1.5% 0-089 0.2% 71% False False 829,055
80 115-122 112-200 2-242 2.4% 0-085 0.2% 82% False False 886,854
100 115-122 111-242 3-200 3.2% 0-086 0.2% 87% False False 718,651
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 False
2BNR False
3BNR False
4BNR True
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-013
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 115-175
2.618 115-110
1.618 115-070
1.000 115-045
0.618 115-030
HIGH 115-005
0.618 114-310
0.500 114-305
0.382 114-300
LOW 114-285
0.618 114-260
1.000 114-245
1.618 114-220
2.618 114-180
4.250 114-115
Fisher Pivots for day following 18-Mar-2019
Pivot 1 day 3 day
R1 114-305 114-288
PP 114-299 114-287
S1 114-293 114-287

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

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