ECBOT 5 Year T-Note Future December 2018


Trading Metrics calculated at close of trading on 20-Nov-2018
Day Change Summary
Previous Current
19-Nov-2018 20-Nov-2018 Change Change % Previous Week
Open 112-287 112-293 0-005 0.0% 112-050
High 113-000 113-000 0-000 0.0% 112-285
Low 112-242 112-262 0-020 0.1% 112-042
Close 112-302 112-293 -0-010 0.0% 112-262
Range 0-078 0-058 -0-020 -25.8% 0-242
ATR 0-085 0-083 -0-002 -2.3% 0-000
Volume 1,122,775 1,418,371 295,596 26.3% 5,608,956
Daily Pivots for day following 20-Nov-2018
Classic Woodie Camarilla DeMark
R4 113-144 113-116 113-004
R3 113-087 113-058 112-308
R2 113-029 113-029 112-303
R1 113-001 113-001 112-298 113-001
PP 112-292 112-292 112-292 112-292
S1 112-263 112-263 112-287 112-264
S2 112-234 112-234 112-282
S3 112-177 112-206 112-277
S4 112-119 112-148 112-261
Weekly Pivots for week ending 16-Nov-2018
Classic Woodie Camarilla DeMark
R4 114-284 114-196 113-076
R3 114-042 113-273 113-009
R2 113-119 113-119 112-307
R1 113-031 113-031 112-285 113-075
PP 112-197 112-197 112-197 112-219
S1 112-108 112-108 112-240 112-152
S2 111-274 111-274 112-218
S3 111-032 111-186 112-196
S4 110-109 110-263 112-129
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 113-000 112-098 0-222 0.6% 0-093 0.3% 88% True False 1,349,118
10 113-000 111-278 1-042 1.0% 0-085 0.2% 92% True False 1,109,230
20 113-000 111-278 1-042 1.0% 0-084 0.2% 92% True False 1,112,103
40 113-000 111-265 1-055 1.0% 0-080 0.2% 93% True False 1,069,847
60 113-138 111-265 1-193 1.4% 0-073 0.2% 68% False False 1,015,228
80 113-198 111-265 1-253 1.6% 0-070 0.2% 61% False False 803,909
100 113-200 111-265 1-255 1.6% 0-063 0.2% 60% False False 643,202
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 0-021
Narrowest range in 8 trading days
Fibonacci Retracements and Extensions
4.250 113-244
2.618 113-151
1.618 113-093
1.000 113-058
0.618 113-036
HIGH 113-000
0.618 112-298
0.500 112-291
0.382 112-284
LOW 112-262
0.618 112-227
1.000 112-205
1.618 112-169
2.618 112-112
4.250 112-018
Fisher Pivots for day following 20-Nov-2018
Pivot 1 day 3 day
R1 112-292 112-278
PP 112-292 112-263
S1 112-291 112-249

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

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