ECBOT 5 Year T-Note Future December 2018


Trading Metrics calculated at close of trading on 26-Oct-2018
Day Change Summary
Previous Current
25-Oct-2018 26-Oct-2018 Change Change % Previous Week
Open 112-187 112-165 -0-022 -0.1% 112-025
High 112-205 112-280 0-075 0.2% 112-280
Low 112-120 112-165 0-045 0.1% 112-010
Close 112-135 112-242 0-107 0.3% 112-242
Range 0-085 0-115 0-030 35.3% 0-270
ATR 0-079 0-083 0-005 6.0% 0-000
Volume 1,074,052 1,640,949 566,897 52.8% 6,389,175
Daily Pivots for day following 26-Oct-2018
Classic Woodie Camarilla DeMark
R4 113-254 113-203 112-306
R3 113-139 113-088 112-274
R2 113-024 113-024 112-264
R1 112-293 112-293 112-253 112-319
PP 112-229 112-229 112-229 112-242
S1 112-178 112-178 112-232 112-204
S2 112-114 112-114 112-221
S3 111-319 112-063 112-211
S4 111-204 111-268 112-179
Weekly Pivots for week ending 26-Oct-2018
Classic Woodie Camarilla DeMark
R4 115-027 114-245 113-071
R3 114-077 113-295 112-317
R2 113-127 113-127 112-292
R1 113-025 113-025 112-267 113-076
PP 112-178 112-178 112-178 112-203
S1 112-075 112-075 112-218 112-126
S2 111-228 111-228 112-193
S3 110-278 111-125 112-168
S4 110-008 110-175 112-094
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 112-280 112-010 0-270 0.7% 0-100 0.3% 86% True False 1,277,835
10 112-280 111-307 0-293 0.8% 0-083 0.2% 87% True False 1,074,352
20 112-280 111-265 1-015 0.9% 0-083 0.2% 89% True False 1,106,070
40 113-138 111-265 1-193 1.4% 0-071 0.2% 58% False False 961,324
60 113-198 111-265 1-253 1.6% 0-067 0.2% 52% False False 772,260
80 113-198 111-265 1-253 1.6% 0-060 0.2% 52% False False 579,666
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 0-012
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 114-129
2.618 113-261
1.618 113-146
1.000 113-075
0.618 113-031
HIGH 112-280
0.618 112-236
0.500 112-222
0.382 112-209
LOW 112-165
0.618 112-094
1.000 112-050
1.618 111-299
2.618 111-184
4.250 110-316
Fisher Pivots for day following 26-Oct-2018
Pivot 1 day 3 day
R1 112-236 112-221
PP 112-229 112-199
S1 112-222 112-178

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

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