ECBOT 5 Year T-Note Future December 2018


Trading Metrics calculated at close of trading on 05-Nov-2018
Day Change Summary
Previous Current
02-Nov-2018 05-Nov-2018 Change Change % Previous Week
Open 112-175 112-055 -0-120 -0.3% 112-245
High 112-175 112-087 -0-088 -0.2% 112-267
Low 112-038 112-053 0-015 0.0% 112-038
Close 112-050 112-065 0-015 0.0% 112-050
Range 0-138 0-035 -0-103 -74.6% 0-230
ATR 0-085 0-081 -0-003 -4.0% 0-000
Volume 1,280,587 674,417 -606,170 -47.3% 5,453,247
Daily Pivots for day following 05-Nov-2018
Classic Woodie Camarilla DeMark
R4 112-173 112-154 112-084
R3 112-138 112-119 112-075
R2 112-103 112-103 112-071
R1 112-084 112-084 112-068 112-094
PP 112-068 112-068 112-068 112-073
S1 112-049 112-049 112-062 112-059
S2 112-033 112-033 112-059
S3 111-318 112-014 112-055
S4 111-283 111-299 112-046
Weekly Pivots for week ending 02-Nov-2018
Classic Woodie Camarilla DeMark
R4 114-168 114-019 112-177
R3 113-258 113-109 112-113
R2 113-028 113-028 112-092
R1 112-199 112-199 112-071 112-159
PP 112-118 112-118 112-118 112-098
S1 111-289 111-289 112-029 111-249
S2 111-208 111-208 112-008
S3 110-298 111-059 111-307
S4 110-068 110-149 111-244
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 112-227 112-038 0-190 0.5% 0-070 0.2% 14% False False 997,885
10 112-280 112-022 0-258 0.7% 0-090 0.3% 17% False False 1,185,706
20 112-280 111-282 0-318 0.9% 0-080 0.2% 32% False False 1,116,610
40 112-315 111-265 1-050 1.0% 0-073 0.2% 32% False False 986,587
60 113-198 111-265 1-253 1.6% 0-069 0.2% 21% False False 871,016
80 113-198 111-265 1-253 1.6% 0-065 0.2% 21% False False 656,262
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-009
Narrowest range in 38 trading days
Fibonacci Retracements and Extensions
4.250 112-236
2.618 112-179
1.618 112-144
1.000 112-122
0.618 112-109
HIGH 112-087
0.618 112-074
0.500 112-070
0.382 112-066
LOW 112-053
0.618 112-031
1.000 112-018
1.618 111-316
2.618 111-281
4.250 111-224
Fisher Pivots for day following 05-Nov-2018
Pivot 1 day 3 day
R1 112-070 112-106
PP 112-068 112-093
S1 112-067 112-079

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

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