ECBOT 5 Year T-Note Future December 2018


Trading Metrics calculated at close of trading on 29-Oct-2018
Day Change Summary
Previous Current
26-Oct-2018 29-Oct-2018 Change Change % Previous Week
Open 112-165 112-245 0-080 0.2% 112-025
High 112-280 112-267 -0-013 0.0% 112-280
Low 112-165 112-178 0-013 0.0% 112-010
Close 112-242 112-225 -0-018 0.0% 112-242
Range 0-115 0-090 -0-025 -21.8% 0-270
ATR 0-083 0-084 0-000 0.6% 0-000
Volume 1,640,949 1,138,238 -502,711 -30.6% 6,389,175
Daily Pivots for day following 29-Oct-2018
Classic Woodie Camarilla DeMark
R4 113-173 113-129 112-274
R3 113-083 113-039 112-250
R2 112-313 112-313 112-241
R1 112-269 112-269 112-233 112-246
PP 112-223 112-223 112-223 112-212
S1 112-179 112-179 112-217 112-156
S2 112-133 112-133 112-208
S3 112-043 112-089 112-200
S4 111-273 111-319 112-176
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
5 112-280 112-022 0-258 0.7% 0-110 0.3% 79% False False 1,373,528
10 112-280 111-307 0-293 0.8% 0-088 0.2% 81% False False 1,117,800
20 112-280 111-265 1-015 0.9% 0-085 0.2% 84% False False 1,129,783
40 113-135 111-265 1-190 1.4% 0-072 0.2% 55% False False 964,612
60 113-198 111-265 1-253 1.6% 0-068 0.2% 49% False False 790,594
80 113-198 111-265 1-253 1.6% 0-061 0.2% 49% False False 593,894
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-014
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 114-010
2.618 113-183
1.618 113-093
1.000 113-037
0.618 113-003
HIGH 112-267
0.618 112-233
0.500 112-222
0.382 112-212
LOW 112-178
0.618 112-122
1.000 112-088
1.618 112-032
2.618 111-262
4.250 111-115
Fisher Pivots for day following 29-Oct-2018
Pivot 1 day 3 day
R1 112-224 112-217
PP 112-223 112-208
S1 112-222 112-200

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

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