ECBOT 5 Year T-Note Future June 2019


Trading Metrics calculated at close of trading on 28-Mar-2019
Day Change Summary
Previous Current
27-Mar-2019 28-Mar-2019 Change Change % Previous Week
Open 115-315 116-070 0-075 0.2% 115-018
High 116-142 116-115 -0-027 -0.1% 115-285
Low 115-307 115-302 -0-005 0.0% 114-282
Close 116-065 116-018 -0-047 -0.1% 115-240
Range 0-155 0-133 -0-022 -14.5% 1-002
ATR 0-099 0-101 0-002 2.4% 0-000
Volume 1,621,062 1,119,922 -501,140 -30.9% 4,852,646
Daily Pivots for day following 28-Mar-2019
Classic Woodie Camarilla DeMark
R4 117-116 117-039 116-090
R3 116-303 116-227 116-054
R2 116-171 116-171 116-042
R1 116-094 116-094 116-030 116-066
PP 116-038 116-038 116-038 116-024
S1 115-282 115-282 116-005 115-254
S2 115-226 115-226 115-313
S3 115-093 115-149 115-301
S4 114-281 115-017 115-265
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
5 116-142 115-105 1-038 1.0% 0-149 0.4% 65% False False 1,319,483
10 116-142 114-280 1-182 1.4% 0-119 0.3% 75% False False 1,085,478
20 116-142 114-073 2-070 1.9% 0-096 0.3% 82% False False 944,593
40 116-142 114-073 2-070 1.9% 0-086 0.2% 82% False False 729,425
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
4.250 118-038
2.618 117-142
1.618 117-009
1.000 116-248
0.618 116-197
HIGH 116-115
0.618 116-064
0.500 116-049
0.382 116-033
LOW 115-302
0.618 115-221
1.000 115-170
1.618 115-088
2.618 114-276
4.250 114-059
Fisher Pivots for day following 28-Mar-2019
Pivot 1 day 3 day
R1 116-049 116-042
PP 116-038 116-034
S1 116-028 116-026

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

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