ECBOT 5 Year T-Note Future June 2019


Trading Metrics calculated at close of trading on 27-Mar-2019
Day Change Summary
Previous Current
26-Mar-2019 27-Mar-2019 Change Change % Previous Week
Open 116-040 115-315 -0-045 -0.1% 115-018
High 116-042 116-142 0-100 0.3% 115-285
Low 115-262 115-307 0-045 0.1% 114-282
Close 116-020 116-065 0-045 0.1% 115-240
Range 0-100 0-155 0-055 55.0% 1-002
ATR 0-095 0-099 0-004 4.5% 0-000
Volume 1,171,218 1,621,062 449,844 38.4% 4,852,646
Daily Pivots for day following 27-Mar-2019
Classic Woodie Camarilla DeMark
R4 117-210 117-133 116-150
R3 117-055 116-298 116-108
R2 116-220 116-220 116-093
R1 116-142 116-142 116-079 116-181
PP 116-065 116-065 116-065 116-084
S1 115-307 115-307 116-051 116-026
S2 115-230 115-230 116-037
S3 115-075 115-152 116-022
S4 114-240 114-317 115-300
Weekly Pivots for week ending 22-Mar-2019
Classic Woodie Camarilla DeMark
R4 118-170 118-047 116-097
R3 117-167 117-045 116-009
R2 116-165 116-165 115-299
R1 116-042 116-042 115-270 116-104
PP 115-162 115-162 115-162 115-193
S1 115-040 115-040 115-210 115-101
S2 114-160 114-160 115-181
S3 113-158 114-038 115-151
S4 112-155 113-035 115-063
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 116-142 115-093 1-050 1.0% 0-138 0.4% 79% True False 1,310,076
10 116-142 114-270 1-192 1.4% 0-111 0.3% 85% True False 1,035,602
20 116-142 114-073 2-070 1.9% 0-096 0.3% 89% True False 960,372
40 116-142 114-073 2-070 1.9% 0-086 0.2% 89% True False 702,321
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 0-016
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 118-161
2.618 117-228
1.618 117-073
1.000 116-298
0.618 116-238
HIGH 116-142
0.618 116-083
0.500 116-065
0.382 116-047
LOW 115-307
0.618 115-212
1.000 115-152
1.618 115-057
2.618 114-222
4.250 113-289
Fisher Pivots for day following 27-Mar-2019
Pivot 1 day 3 day
R1 116-065 116-050
PP 116-065 116-034
S1 116-065 116-019

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

View Archives - Comment on this page... - Back to Index of Symbols