ECBOT 5 Year T-Note Future June 2019


Trading Metrics calculated at close of trading on 11-Feb-2019
Day Change Summary
Previous Current
08-Feb-2019 11-Feb-2019 Change Change % Previous Week
Open 114-267 114-293 0-025 0.1% 114-180
High 115-002 114-300 -0-022 -0.1% 115-002
Low 114-262 114-233 -0-030 -0.1% 114-138
Close 114-300 114-242 -0-058 -0.2% 114-300
Range 0-060 0-067 0-007 12.5% 0-185
ATR 0-090 0-088 -0-002 -1.8% 0-000
Volume 25,672 44,378 18,706 72.9% 140,003
Daily Pivots for day following 11-Feb-2019
Classic Woodie Camarilla DeMark
R4 115-141 115-099 114-280
R3 115-073 115-032 114-261
R2 115-006 115-006 114-255
R1 114-284 114-284 114-249 114-271
PP 114-258 114-258 114-258 114-252
S1 114-217 114-217 114-236 114-204
S2 114-191 114-191 114-230
S3 114-123 114-149 114-224
S4 114-056 114-082 114-205
Weekly Pivots for week ending 08-Feb-2019
Classic Woodie Camarilla DeMark
R4 116-168 116-099 115-082
R3 115-303 115-234 115-031
R2 115-118 115-118 115-014
R1 115-049 115-049 114-317 115-084
PP 114-253 114-253 114-253 114-271
S1 114-184 114-184 114-283 114-219
S2 114-068 114-068 114-266
S3 113-203 113-319 114-249
S4 113-018 113-134 114-198
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 115-002 114-138 0-185 0.5% 0-061 0.2% 57% False False 35,779
10 115-018 114-100 0-238 0.6% 0-081 0.2% 60% False False 29,658
20 115-018 114-022 0-315 0.9% 0-075 0.2% 70% False False 22,050
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR True
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-013
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 115-267
2.618 115-157
1.618 115-089
1.000 115-047
0.618 115-022
HIGH 114-300
0.618 114-274
0.500 114-266
0.382 114-258
LOW 114-233
0.618 114-191
1.000 114-165
1.618 114-123
2.618 114-056
4.250 113-266
Fisher Pivots for day following 11-Feb-2019
Pivot 1 day 3 day
R1 114-266 114-272
PP 114-258 114-262
S1 114-250 114-252

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

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