ECBOT 5 Year T-Note Future June 2019

Trading Metrics calculated at close of trading on 21-Mar-2019

Day Change Summary
	Previous	Current
	20-Mar-2019	21-Mar-2019	Change	Change %	Previous Week
Open	114-298	115-122	0-145	0.4%	114-287
High	115-150	115-170	0-020	0.1%	115-047
Low	114-293	115-093	0-120	0.3%	114-225
Close	115-118	115-105	-0-013	0.0%	115-020
Range	0-178	0-078	-0-100	-56.3%	0-142
ATR	0-081	0-081	0-000	-0.3%	0-000
Volume	1,114,442	1,072,885	-41,557	-3.7%	3,408,702

Daily Pivots for day following 21-Mar-2019
	Classic	Woodie	Camarilla	DeMark
R4	116-035	115-308	115-148
R3	115-278	115-230	115-126
R2	115-200	115-200	115-119
R1	115-153	115-153	115-112	115-138
PP	115-123	115-123	115-123	115-115
S1	115-075	115-075	115-098	115-060
S2	115-045	115-045	115-091
S3	114-287	114-317	115-084
S4	114-210	114-240	115-062

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	115-170	114-280	0-210	0.6%	0-088	0.2%	69%	True	False	851,473
10	115-170	114-225	0-265	0.7%	0-077	0.2%	75%	True	False	786,358
20	115-170	114-073	1-098	1.1%	0-079	0.2%	84%	True	False	1,016,707
40	115-170	114-058	1-113	1.2%	0-076	0.2%	85%	True	False	567,395

Crabel Price Patterns
NR	True
NR4	False
NR5	False
NR7	False
WS	False
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	0-018
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	116-179
2.618	116-053
1.618	115-295
1.000	115-248
0.618	115-218
HIGH	115-170
0.618	115-140
0.500	115-131
0.382	115-122
LOW	115-093
0.618	115-045
1.000	115-015
1.618	114-287
2.618	114-210
4.250	114-083

Fisher Pivots for day following 21-Mar-2019
Pivot	1 day	3 day
R1	115-131	115-092
PP	115-123	115-079
S1	115-114	115-066

Download as Excel Spreadsheet

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

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