ECBOT 5 Year T-Note Future June 2019


Trading Metrics calculated at close of trading on 27-Feb-2019
Day Change Summary
Previous Current
26-Feb-2019 27-Feb-2019 Change Change % Previous Week
Open 114-245 114-285 0-040 0.1% 114-210
High 114-293 114-298 0-005 0.0% 114-280
Low 114-240 114-207 -0-033 -0.1% 114-178
Close 114-290 114-218 -0-073 -0.2% 114-258
Range 0-053 0-090 0-038 71.4% 0-102
ATR 0-078 0-079 0-001 1.1% 0-000
Volume 1,884,914 1,475,873 -409,041 -21.7% 2,817,841
Daily Pivots for day following 27-Feb-2019
Classic Woodie Camarilla DeMark
R4 115-191 115-134 114-267
R3 115-101 115-044 114-242
R2 115-011 115-011 114-234
R1 114-274 114-274 114-226 114-258
PP 114-241 114-241 114-241 114-232
S1 114-184 114-184 114-209 114-167
S2 114-151 114-151 114-201
S3 114-061 114-094 114-193
S4 113-291 114-004 114-168
Weekly Pivots for week ending 22-Feb-2019
Classic Woodie Camarilla DeMark
R4 115-226 115-184 114-314
R3 115-123 115-082 114-286
R2 115-021 115-021 114-276
R1 114-299 114-299 114-267 115-000
PP 114-238 114-238 114-238 114-249
S1 114-197 114-197 114-248 114-218
S2 114-136 114-136 114-239
S3 114-033 114-094 114-229
S4 113-251 113-312 114-201
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 114-298 114-178 0-120 0.3% 0-071 0.2% 33% True False 1,565,852
10 114-298 114-147 0-150 0.4% 0-072 0.2% 47% True False 857,245
20 115-018 114-120 0-218 0.6% 0-076 0.2% 45% False False 444,269
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-009
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 116-040
2.618 115-213
1.618 115-123
1.000 115-068
0.618 115-033
HIGH 114-298
0.618 114-263
0.500 114-252
0.382 114-242
LOW 114-207
0.618 114-152
1.000 114-117
1.618 114-062
2.618 113-292
4.250 113-145
Fisher Pivots for day following 27-Feb-2019
Pivot 1 day 3 day
R1 114-252 114-252
PP 114-241 114-241
S1 114-229 114-229

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

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