ECBOT 5 Year T-Note Future June 2019


Trading Metrics calculated at close of trading on 14-Mar-2019
Day Change Summary
Previous Current
13-Mar-2019 14-Mar-2019 Change Change % Previous Week
Open 115-000 114-290 -0-030 -0.1% 114-093
High 115-005 115-002 -0-002 0.0% 115-022
Low 114-282 114-270 -0-012 0.0% 114-073
Close 114-318 114-295 -0-022 -0.1% 114-300
Range 0-042 0-052 0-010 23.5% 0-270
ATR 0-079 0-077 -0-002 -2.4% 0-000
Volume 580,853 621,161 40,308 6.9% 4,459,136
Daily Pivots for day following 14-Mar-2019
Classic Woodie Camarilla DeMark
R4 115-133 115-107 115-004
R3 115-081 115-054 114-309
R2 115-028 115-028 114-305
R1 115-002 115-002 114-300 115-015
PP 114-296 114-296 114-296 114-303
S1 114-269 114-269 114-290 114-283
S2 114-243 114-243 114-285
S3 114-191 114-217 114-281
S4 114-138 114-164 114-266
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
5 115-022 114-225 0-118 0.3% 0-066 0.2% 60% False False 721,243
10 115-022 114-073 0-270 0.7% 0-073 0.2% 82% False False 803,707
20 115-022 114-073 0-270 0.7% 0-076 0.2% 82% False False 900,502
40 115-022 114-022 1-000 0.9% 0-075 0.2% 85% False False 462,735
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR True
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-014
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 115-226
2.618 115-140
1.618 115-087
1.000 115-055
0.618 115-035
HIGH 115-002
0.618 114-302
0.500 114-296
0.382 114-290
LOW 114-270
0.618 114-238
1.000 114-218
1.618 114-185
2.618 114-133
4.250 114-047
Fisher Pivots for day following 14-Mar-2019
Pivot 1 day 3 day
R1 114-296 114-290
PP 114-296 114-286
S1 114-295 114-281

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

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