ECBOT 10 Year T-Note Future March 2019


Trading Metrics calculated at close of trading on 06-Dec-2018
Day Change Summary
Previous Current
05-Dec-2018 06-Dec-2018 Change Change % Previous Week
Open 120-005 120-015 0-010 0.0% 119-055
High 120-005 120-275 0-270 0.7% 119-215
Low 120-005 120-000 -0-005 0.0% 118-295
Close 120-005 120-130 0-125 0.3% 119-145
Range 0-000 0-275 0-275 0-240
ATR 0-125 0-135 0-011 8.6% 0-000
Volume 10,653 3,445,434 3,434,781 32,242.4% 9,427,771
Daily Pivots for day following 06-Dec-2018
Classic Woodie Camarilla DeMark
R4 123-000 122-180 120-281
R3 122-045 121-225 120-206
R2 121-090 121-090 120-180
R1 120-270 120-270 120-155 121-020
PP 120-135 120-135 120-135 120-170
S1 119-315 119-315 120-105 120-065
S2 119-180 119-180 120-080
S3 118-225 119-040 120-054
S4 117-270 118-085 119-299
Weekly Pivots for week ending 30-Nov-2018
Classic Woodie Camarilla DeMark
R4 121-192 121-088 119-277
R3 120-272 120-168 119-211
R2 120-032 120-032 119-189
R1 119-248 119-248 119-167 119-300
PP 119-112 119-112 119-112 119-138
S1 119-008 119-008 119-123 119-060
S2 118-192 118-192 119-101
S3 117-272 118-088 119-079
S4 117-032 117-168 119-013
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 120-275 119-045 1-230 1.4% 0-154 0.4% 74% True False 1,339,712
10 120-275 118-295 1-300 1.6% 0-131 0.3% 77% True False 1,487,004
20 120-275 117-150 3-125 2.8% 0-126 0.3% 87% True False 781,624
40 120-275 117-150 3-125 2.8% 0-126 0.3% 87% True False 396,936
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-021
Widest range in 45 trading days
Fibonacci Retracements and Extensions
4.250 124-164
2.618 123-035
1.618 122-080
1.000 121-230
0.618 121-125
HIGH 120-275
0.618 120-170
0.500 120-138
0.382 120-105
LOW 120-000
0.618 119-150
1.000 119-045
1.618 118-195
2.618 117-240
4.250 116-111
Fisher Pivots for day following 06-Dec-2018
Pivot 1 day 3 day
R1 120-138 120-116
PP 120-135 120-102
S1 120-133 120-088

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

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