ECBOT 5 Year T-Note Future December 2018


Trading Metrics calculated at close of trading on 11-Oct-2018
Day Change Summary
Previous Current
10-Oct-2018 11-Oct-2018 Change Change % Previous Week
Open 112-000 112-093 0-093 0.3% 112-138
High 112-090 112-118 0-027 0.1% 112-190
Low 111-282 112-033 0-070 0.2% 111-275
Close 112-005 112-107 0-102 0.3% 111-305
Range 0-128 0-085 -0-043 -33.4% 0-235
ATR 0-071 0-074 0-003 4.1% 0-000
Volume 1,342,146 2,029,973 687,827 51.2% 5,643,431
Daily Pivots for day following 11-Oct-2018
Classic Woodie Camarilla DeMark
R4 113-021 112-309 112-154
R3 112-256 112-224 112-131
R2 112-171 112-171 112-123
R1 112-139 112-139 112-115 112-155
PP 112-086 112-086 112-086 112-094
S1 112-054 112-054 112-100 112-070
S2 112-001 112-001 112-092
S3 111-236 111-289 112-084
S4 111-151 111-204 112-061
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
5 112-118 111-265 0-173 0.5% 0-082 0.2% 94% True False 1,181,037
10 112-190 111-265 0-245 0.7% 0-080 0.2% 66% False False 1,130,433
20 112-250 111-265 0-305 0.8% 0-069 0.2% 53% False False 952,504
40 113-198 111-265 1-253 1.6% 0-064 0.2% 28% False False 855,574
60 113-198 111-265 1-253 1.6% 0-063 0.2% 28% False False 576,263
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 0-019
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 113-159
2.618 113-020
1.618 112-255
1.000 112-202
0.618 112-170
HIGH 112-118
0.618 112-085
0.500 112-075
0.382 112-065
LOW 112-033
0.618 111-300
1.000 111-268
1.618 111-215
2.618 111-130
4.250 110-311
Fisher Pivots for day following 11-Oct-2018
Pivot 1 day 3 day
R1 112-097 112-085
PP 112-086 112-062
S1 112-075 112-040

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

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