ECBOT 5 Year T-Note Future December 2018


Trading Metrics calculated at close of trading on 15-Nov-2018
Day Change Summary
Previous Current
14-Nov-2018 15-Nov-2018 Change Change % Previous Week
Open 112-120 112-160 0-040 0.1% 112-055
High 112-222 112-245 0-022 0.1% 112-087
Low 112-098 112-145 0-047 0.1% 111-278
Close 112-173 112-185 0-012 0.0% 112-038
Range 0-125 0-100 -0-025 -20.0% 0-130
ATR 0-082 0-083 0-001 1.5% 0-000
Volume 1,457,363 1,343,359 -114,004 -7.8% 4,343,589
Daily Pivots for day following 15-Nov-2018
Classic Woodie Camarilla DeMark
R4 113-172 113-118 112-240
R3 113-072 113-018 112-212
R2 112-292 112-292 112-203
R1 112-238 112-238 112-194 112-265
PP 112-192 112-192 112-192 112-205
S1 112-138 112-138 112-176 112-165
S2 112-092 112-092 112-167
S3 111-312 112-038 112-157
S4 111-212 111-258 112-130
Weekly Pivots for week ending 09-Nov-2018
Classic Woodie Camarilla DeMark
R4 113-097 113-037 112-109
R3 112-287 112-227 112-073
R2 112-157 112-157 112-061
R1 112-097 112-097 112-049 112-062
PP 112-027 112-027 112-027 112-010
S1 111-288 111-288 112-026 111-253
S2 111-218 111-218 112-014
S3 111-088 111-158 112-002
S4 110-278 111-028 111-286
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 112-245 111-287 0-278 0.8% 0-089 0.2% 78% True False 1,020,601
10 112-245 111-278 0-287 0.8% 0-084 0.2% 79% True False 982,941
20 112-280 111-278 1-002 0.9% 0-084 0.2% 71% False False 1,069,230
40 112-280 111-265 1-015 0.9% 0-077 0.2% 72% False False 1,021,588
60 113-187 111-265 1-242 1.6% 0-071 0.2% 43% False False 991,721
80 113-198 111-265 1-253 1.6% 0-068 0.2% 42% False False 754,651
Crabel Price Patterns
NR True
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 0-016
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 114-030
2.618 113-187
1.618 113-087
1.000 113-025
0.618 112-307
HIGH 112-245
0.618 112-207
0.500 112-195
0.382 112-183
LOW 112-145
0.618 112-083
1.000 112-045
1.618 111-303
2.618 111-203
4.250 111-040
Fisher Pivots for day following 15-Nov-2018
Pivot 1 day 3 day
R1 112-195 112-176
PP 112-192 112-167
S1 112-188 112-159

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

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