ECBOT 5 Year T-Note Future December 2018


Trading Metrics calculated at close of trading on 05-Oct-2018
Day Change Summary
Previous Current
04-Oct-2018 05-Oct-2018 Change Change % Previous Week
Open 112-025 112-018 -0-007 0.0% 112-138
High 112-035 112-030 -0-005 0.0% 112-190
Low 111-285 111-275 -0-010 0.0% 111-275
Close 112-007 111-305 -0-022 -0.1% 111-305
Range 0-070 0-075 0-005 7.1% 0-235
ATR 0-067 0-068 0-001 0.8% 0-000
Volume 1,457,172 1,224,029 -233,143 -16.0% 5,643,431
Daily Pivots for day following 05-Oct-2018
Classic Woodie Camarilla DeMark
R4 112-215 112-175 112-026
R3 112-140 112-100 112-006
R2 112-065 112-065 111-319
R1 112-025 112-025 111-312 112-008
PP 111-310 111-310 111-310 111-301
S1 111-270 111-270 111-298 111-252
S2 111-235 111-235 111-291
S3 111-160 111-195 111-284
S4 111-085 111-120 111-264
Weekly Pivots for week ending 05-Oct-2018
Classic Woodie Camarilla DeMark
R4 114-108 113-282 112-114
R3 113-193 113-047 112-050
R2 112-278 112-278 112-028
R1 112-132 112-132 112-007 112-088
PP 112-043 112-043 112-043 112-021
S1 111-217 111-217 111-283 111-172
S2 111-128 111-128 111-262
S3 110-213 110-302 111-240
S4 109-298 110-067 111-176
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 112-190 111-275 0-235 0.7% 0-083 0.2% 13% False True 1,128,686
10 112-190 111-275 0-235 0.7% 0-068 0.2% 13% False True 983,976
20 113-010 111-275 1-055 1.0% 0-062 0.2% 8% False True 867,742
40 113-198 111-275 1-242 1.6% 0-064 0.2% 5% False True 742,482
60 113-198 111-275 1-242 1.6% 0-058 0.2% 5% False True 498,255
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 0-011
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 113-029
2.618 112-226
1.618 112-151
1.000 112-105
0.618 112-076
HIGH 112-030
0.618 112-001
0.500 111-313
0.382 111-304
LOW 111-275
0.618 111-229
1.000 111-200
1.618 111-154
2.618 111-079
4.250 110-276
Fisher Pivots for day following 05-Oct-2018
Pivot 1 day 3 day
R1 111-313 112-066
PP 111-310 112-039
S1 111-307 112-012

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

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