ECBOT 5 Year T-Note Future December 2018


Trading Metrics calculated at close of trading on 03-Dec-2018
Day Change Summary
Previous Current
30-Nov-2018 03-Dec-2018 Change Change % Previous Week
Open 112-310 112-298 -0-013 0.0% 112-287
High 113-038 113-025 -0-013 0.0% 113-053
Low 112-302 112-253 -0-050 -0.1% 112-235
Close 112-313 112-318 0-005 0.0% 112-313
Range 0-055 0-092 0-037 68.1% 0-138
ATR 0-076 0-077 0-001 1.6% 0-000
Volume 190,396 137,346 -53,050 -27.9% 9,529,350
Daily Pivots for day following 03-Dec-2018
Classic Woodie Camarilla DeMark
R4 113-262 113-222 113-048
R3 113-170 113-130 113-023
R2 113-077 113-077 113-014
R1 113-037 113-037 113-006 113-057
PP 112-305 112-305 112-305 112-315
S1 112-265 112-265 112-309 112-285
S2 112-213 112-213 112-301
S3 112-120 112-173 112-292
S4 112-028 112-080 112-267
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
5 113-053 112-240 0-133 0.4% 0-072 0.2% 58% False False 1,555,254
10 113-053 112-220 0-153 0.4% 0-067 0.2% 64% False False 1,441,436
20 113-053 111-278 1-095 1.1% 0-074 0.2% 87% False False 1,218,345
40 113-053 111-265 1-108 1.2% 0-078 0.2% 87% False False 1,157,453
60 113-053 111-265 1-108 1.2% 0-073 0.2% 87% False False 1,060,883
80 113-198 111-265 1-253 1.6% 0-071 0.2% 65% False False 949,967
100 113-198 111-265 1-253 1.6% 0-066 0.2% 65% False False 761,934
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-020
Widest range in 10 trading days
Fibonacci Retracements and Extensions
4.250 114-098
2.618 113-267
1.618 113-175
1.000 113-117
0.618 113-082
HIGH 113-025
0.618 112-310
0.500 112-299
0.382 112-288
LOW 112-253
0.618 112-195
1.000 112-160
1.618 112-103
2.618 112-010
4.250 111-179
Fisher Pivots for day following 03-Dec-2018
Pivot 1 day 3 day
R1 112-311 112-316
PP 112-305 112-314
S1 112-299 112-313

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

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