ECBOT 5 Year T-Note Future June 2019

Trading Metrics calculated at close of trading on 12-Mar-2019

Day Change Summary
	Previous	Current
	11-Mar-2019	12-Mar-2019	Change	Change %	Previous Week
Open	114-287	114-267	-0-020	-0.1%	114-093
High	114-302	115-018	0-035	0.1%	115-022
Low	114-262	114-225	-0-038	-0.1%	114-073
Close	114-275	114-318	0-042	0.1%	114-300
Range	0-040	0-113	0-073	181.3%	0-270
ATR	0-079	0-081	0-002	3.0%	0-000
Volume	571,357	850,954	279,597	48.9%	4,459,136

Daily Pivots for day following 12-Mar-2019
	Classic	Woodie	Camarilla	DeMark
R4	115-311	115-267	115-059
R3	115-198	115-154	115-028
R2	115-086	115-086	115-018
R1	115-042	115-042	115-008	115-064
PP	114-293	114-293	114-293	114-304
S1	114-249	114-249	114-307	114-271
S2	114-181	114-181	114-297
S3	114-068	114-137	114-287
S4	113-276	114-024	114-256

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	114-138	0-205	0.6%	0-081	0.2%	88%	False	False	873,524
10	115-022	114-073	0-270	0.7%	0-085	0.2%	91%	False	False	974,644
20	115-022	114-073	0-270	0.7%	0-077	0.2%	91%	False	False	844,177
40	115-022	114-022	1-000	0.9%	0-076	0.2%	92%	False	False	433,113

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	True
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0-017
Widest range in 8 trading days

Fibonacci Retracements and Extensions
4.250	116-176
2.618	115-312
1.618	115-200
1.000	115-130
0.618	115-087
HIGH	115-018
0.618	114-295
0.500	114-281
0.382	114-268
LOW	114-225
0.618	114-155
1.000	114-112
1.618	114-043
2.618	113-250
4.250	113-067

Fisher Pivots for day following 12-Mar-2019
Pivot	1 day	3 day
R1	114-305	114-306
PP	114-293	114-295
S1	114-281	114-284

Download as Excel Spreadsheet

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

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