ECBOT 5 Year T-Note Future June 2019

Trading Metrics calculated at close of trading on 11-Mar-2019

Day Change Summary
	Previous	Current
	08-Mar-2019	11-Mar-2019	Change	Change %	Previous Week
Open	114-270	114-287	0-017	0.0%	114-093
High	115-022	114-302	-0-040	-0.1%	115-022
Low	114-260	114-262	0-002	0.0%	114-073
Close	114-300	114-275	-0-025	-0.1%	114-300
Range	0-082	0-040	-0-042	-51.5%	0-270
ATR	0-082	0-079	-0-003	-3.7%	0-000
Volume	981,890	571,357	-410,533	-41.8%	4,459,136

Daily Pivots for day following 11-Mar-2019
	Classic	Woodie	Camarilla	DeMark
R4	115-080	115-058	114-297
R3	115-040	115-018	114-286
R2	115-000	115-000	114-282
R1	114-298	114-298	114-279	114-289
PP	114-280	114-280	114-280	114-276
S1	114-258	114-258	114-271	114-249
S2	114-240	114-240	114-268
S3	114-200	114-218	114-264
S4	114-160	114-178	114-253

Weekly Pivots for week ending 08-Mar-2019
	Classic	Woodie	Camarilla	DeMark
R4	117-088	116-304	115-128
R3	116-138	116-034	115-054
R2	115-188	115-188	115-029
R1	115-084	115-084	115-005	115-136
PP	114-238	114-238	114-238	114-264
S1	114-134	114-134	114-275	114-186
S2	113-288	113-288	114-251
S3	113-018	113-184	114-226
S4	112-068	112-234	114-152

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	115-022	114-093	0-250	0.7%	0-070	0.2%	73%	False	False	847,431
10	115-022	114-073	0-270	0.7%	0-079	0.2%	75%	False	False	1,078,040
20	115-022	114-073	0-270	0.7%	0-075	0.2%	75%	False	False	803,848
40	115-022	114-022	1-000	0.9%	0-076	0.2%	79%	False	False	412,010

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	True
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0-013
Narrowest range in 10 trading days

Fibonacci Retracements and Extensions
4.250	115-152
2.618	115-087
1.618	115-047
1.000	115-022
0.618	115-007
HIGH	114-302
0.618	114-287
0.500	114-282
0.382	114-278
LOW	114-262
0.618	114-238
1.000	114-222
1.618	114-198
2.618	114-158
4.250	114-092

Fisher Pivots for day following 11-Mar-2019
Pivot	1 day	3 day
R1	114-282	114-271
PP	114-280	114-267
S1	114-278	114-264

Download as Excel Spreadsheet

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

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