ECBOT 5 Year T-Note Future December 2018


Trading Metrics calculated at close of trading on 16-Oct-2018
Day Change Summary
Previous Current
15-Oct-2018 16-Oct-2018 Change Change % Previous Week
Open 112-073 112-078 0-005 0.0% 111-305
High 112-105 112-082 -0-022 -0.1% 112-120
Low 112-065 112-042 -0-022 -0.1% 111-265
Close 112-067 112-073 0-005 0.0% 112-102
Range 0-040 0-040 0-000 0.0% 0-175
ATR 0-072 0-070 -0-002 -3.2% 0-000
Volume 703,755 786,417 82,662 11.7% 5,734,459
Daily Pivots for day following 16-Oct-2018
Classic Woodie Camarilla DeMark
R4 112-186 112-169 112-095
R3 112-146 112-129 112-084
R2 112-106 112-106 112-080
R1 112-089 112-089 112-076 112-078
PP 112-066 112-066 112-066 112-060
S1 112-049 112-049 112-069 112-038
S2 112-026 112-026 112-065
S3 111-306 112-009 112-062
S4 111-266 111-289 112-051
Weekly Pivots for week ending 12-Oct-2018
Classic Woodie Camarilla DeMark
R4 113-261 113-197 112-199
R3 113-086 113-022 112-151
R2 112-231 112-231 112-135
R1 112-167 112-167 112-119 112-199
PP 112-056 112-056 112-056 112-072
S1 111-312 111-312 112-086 112-024
S2 111-201 111-201 112-070
S3 111-026 111-137 112-054
S4 110-171 110-282 112-006
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 112-120 111-282 0-158 0.4% 0-075 0.2% 70% False False 1,183,118
10 112-178 111-265 0-233 0.6% 0-081 0.2% 55% False False 1,132,069
20 112-190 111-265 0-245 0.7% 0-067 0.2% 52% False False 967,042
40 113-198 111-265 1-253 1.6% 0-063 0.2% 22% False False 915,509
60 113-198 111-265 1-253 1.6% 0-061 0.2% 22% False False 618,643
Crabel Price Patterns
NR False
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 0-022
Fibonacci Retracements and Extensions
4.250 112-252
2.618 112-187
1.618 112-147
1.000 112-122
0.618 112-107
HIGH 112-082
0.618 112-067
0.500 112-062
0.382 112-058
LOW 112-042
0.618 112-018
1.000 112-002
1.618 111-298
2.618 111-258
4.250 111-192
Fisher Pivots for day following 16-Oct-2018
Pivot 1 day 3 day
R1 112-069 112-079
PP 112-066 112-077
S1 112-062 112-075

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

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