ECBOT 5 Year T-Note Future December 2018


Trading Metrics calculated at close of trading on 30-Nov-2018
Day Change Summary
Previous Current
29-Nov-2018 30-Nov-2018 Change Change % Previous Week
Open 112-298 112-310 0-013 0.0% 112-287
High 113-053 113-038 -0-015 0.0% 113-053
Low 112-282 112-302 0-020 0.1% 112-235
Close 112-302 112-313 0-010 0.0% 112-313
Range 0-090 0-055 -0-035 -38.9% 0-138
ATR 0-077 0-076 -0-002 -2.1% 0-000
Volume 1,652,466 190,396 -1,462,070 -88.5% 9,529,350
Daily Pivots for day following 30-Nov-2018
Classic Woodie Camarilla DeMark
R4 113-169 113-136 113-023
R3 113-114 113-081 113-008
R2 113-059 113-059 113-003
R1 113-026 113-026 112-318 113-043
PP 113-004 113-004 113-004 113-013
S1 112-291 112-291 112-307 112-308
S2 112-269 112-269 112-302
S3 112-214 112-236 112-297
S4 112-159 112-181 112-282
Weekly Pivots for week ending 30-Nov-2018
Classic Woodie Camarilla DeMark
R4 114-079 114-013 113-068
R3 113-262 113-196 113-030
R2 113-124 113-124 113-018
R1 113-058 113-058 113-005 113-091
PP 112-307 112-307 112-307 113-003
S1 112-241 112-241 112-300 112-274
S2 112-169 112-169 112-287
S3 112-032 112-103 112-275
S4 111-214 111-286 112-237
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 113-053 112-235 0-138 0.4% 0-066 0.2% 56% False False 1,905,870
10 113-053 112-178 0-195 0.5% 0-069 0.2% 69% False False 1,568,074
20 113-053 111-278 1-095 1.1% 0-076 0.2% 86% False False 1,275,507
40 113-053 111-265 1-108 1.2% 0-078 0.2% 86% False False 1,184,620
60 113-127 111-265 1-182 1.4% 0-074 0.2% 73% False False 1,077,886
80 113-198 111-265 1-253 1.6% 0-070 0.2% 64% False False 948,892
100 113-198 111-265 1-253 1.6% 0-065 0.2% 64% False False 760,561
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 0-017
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 113-271
2.618 113-182
1.618 113-127
1.000 113-093
0.618 113-071
HIGH 113-038
0.618 113-016
0.500 113-010
0.382 113-004
LOW 112-302
0.618 112-269
1.000 112-247
1.618 112-213
2.618 112-158
4.250 112-069
Fisher Pivots for day following 30-Nov-2018
Pivot 1 day 3 day
R1 113-010 112-310
PP 113-004 112-308
S1 112-318 112-306

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

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