ECBOT 5 Year T-Note Future June 2019

Trading Metrics calculated at close of trading on 20-Mar-2019

Day Change Summary
	Previous	Current
	19-Mar-2019	20-Mar-2019	Change	Change %	Previous Week
Open	115-000	114-298	-0-022	-0.1%	114-287
High	115-020	115-150	0-130	0.4%	115-047
Low	114-282	114-293	0-010	0.0%	114-225
Close	114-302	115-118	0-135	0.4%	115-020
Range	0-058	0-178	0-120	208.7%	0-142
ATR	0-074	0-081	0-007	10.0%	0-000
Volume	710,334	1,114,442	404,108	56.9%	3,408,702

Daily Pivots for day following 20-Mar-2019
	Classic	Woodie	Camarilla	DeMark
R4	116-293	116-223	115-215
R3	116-115	116-045	115-166
R2	115-258	115-258	115-150
R1	115-188	115-188	115-134	115-223
PP	115-080	115-080	115-080	115-098
S1	115-010	115-010	115-101	115-045
S2	114-223	114-223	115-085
S3	114-045	114-153	115-069
S4	113-187	113-295	115-020

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	115-150	114-270	0-200	0.5%	0-083	0.2%	84%	True	False	761,128
10	115-150	114-185	0-285	0.8%	0-079	0.2%	89%	True	False	782,941
20	115-150	114-073	1-078	1.1%	0-079	0.2%	92%	True	False	1,024,316
40	115-150	114-058	1-093	1.1%	0-076	0.2%	92%	True	False	540,981

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
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 51 trading days

Fibonacci Retracements and Extensions
4.250	117-264
2.618	116-295
1.618	116-117
1.000	116-008
0.618	115-260
HIGH	115-150
0.618	115-082
0.500	115-061
0.382	115-040
LOW	114-293
0.618	114-183
1.000	114-115
1.618	114-005
2.618	113-148
4.250	112-178

Fisher Pivots for day following 20-Mar-2019
Pivot	1 day	3 day
R1	115-099	115-097
PP	115-080	115-077
S1	115-061	115-056

Download as Excel Spreadsheet

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

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