ECBOT 5 Year T-Note Future June 2019

Trading Metrics calculated at close of trading on 15-Mar-2019

Day Change Summary
	Previous	Current
	14-Mar-2019	15-Mar-2019	Change	Change %	Previous Week
Open	114-290	114-293	0-002	0.0%	114-287
High	115-002	115-047	0-045	0.1%	115-047
Low	114-270	114-280	0-010	0.0%	114-225
Close	114-295	115-020	0-045	0.1%	115-020
Range	0-052	0-087	0-035	66.7%	0-142
ATR	0-077	0-078	0-001	1.0%	0-000
Volume	621,161	784,377	163,216	26.3%	3,408,702

Daily Pivots for day following 15-Mar-2019
	Classic	Woodie	Camarilla	DeMark
R4	115-272	115-233	115-068
R3	115-184	115-146	115-044
R2	115-097	115-097	115-036
R1	115-058	115-058	115-028	115-077
PP	115-009	115-009	115-009	115-019
S1	114-291	114-291	115-012	114-310
S2	114-242	114-242	115-004
S3	114-154	114-203	114-316
S4	114-067	114-116	114-292

Weekly Pivots for week ending 15-Mar-2019
	Classic	Woodie	Camarilla	DeMark
R4	116-098	116-042	115-098
R3	115-276	115-219	115-059
R2	115-133	115-133	115-046
R1	115-077	115-077	115-033	115-105
PP	114-311	114-311	114-311	115-005
S1	114-254	114-254	115-007	114-282
S2	114-168	114-168	114-314
S3	114-026	114-112	114-301
S4	113-203	113-289	114-262

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	115-047	114-225	0-142	0.4%	0-067	0.2%	81%	True	False	681,740
10	115-047	114-073	0-295	0.8%	0-073	0.2%	91%	True	False	786,783
20	115-047	114-073	0-295	0.8%	0-074	0.2%	91%	True	False	937,462
40	115-047	114-022	1-025	0.9%	0-076	0.2%	92%	True	False	482,114

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	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0-015
Widest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	116-099
2.618	115-277
1.618	115-189
1.000	115-135
0.618	115-102
HIGH	115-047
0.618	115-014
0.500	115-004
0.382	114-313
LOW	114-280
0.618	114-226
1.000	114-193
1.618	114-138
2.618	114-051
4.250	113-228

Fisher Pivots for day following 15-Mar-2019
Pivot	1 day	3 day
R1	115-015	115-013
PP	115-009	115-006
S1	115-004	114-319

Download as Excel Spreadsheet

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

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