ECBOT 5 Year T-Note Future December 2018


Trading Metrics calculated at close of trading on 31-Oct-2018
Day Change Summary
Previous Current
30-Oct-2018 31-Oct-2018 Change Change % Previous Week
Open 112-220 112-165 -0-055 -0.2% 112-025
High 112-227 112-170 -0-057 -0.2% 112-280
Low 112-167 112-105 -0-062 -0.2% 112-010
Close 112-193 112-122 -0-070 -0.2% 112-242
Range 0-060 0-065 0-005 8.4% 0-270
ATR 0-082 0-083 0-000 0.5% 0-000
Volume 1,008,989 1,088,198 79,209 7.9% 6,389,175
Daily Pivots for day following 31-Oct-2018
Classic Woodie Camarilla DeMark
R4 113-008 112-290 112-158
R3 112-263 112-225 112-140
R2 112-198 112-198 112-134
R1 112-160 112-160 112-128 112-146
PP 112-133 112-133 112-133 112-126
S1 112-095 112-095 112-117 112-081
S2 112-067 112-067 112-111
S3 112-002 112-030 112-105
S4 111-257 111-285 112-087
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
5 112-280 112-105 0-175 0.5% 0-083 0.2% 10% False True 1,190,085
10 112-280 111-307 0-293 0.8% 0-088 0.2% 46% False False 1,176,095
20 112-280 111-265 1-015 0.9% 0-080 0.2% 53% False False 1,119,730
40 113-127 111-265 1-182 1.4% 0-073 0.2% 35% False False 975,256
60 113-198 111-265 1-253 1.6% 0-068 0.2% 31% False False 824,796
80 113-198 111-265 1-253 1.6% 0-062 0.2% 31% False False 620,109
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
4.250 113-126
2.618 113-020
1.618 112-275
1.000 112-235
0.618 112-210
HIGH 112-170
0.618 112-145
0.500 112-138
0.382 112-130
LOW 112-105
0.618 112-065
1.000 112-040
1.618 112-000
2.618 111-255
4.250 111-149
Fisher Pivots for day following 31-Oct-2018
Pivot 1 day 3 day
R1 112-138 112-186
PP 112-133 112-165
S1 112-127 112-144

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

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