ECBOT 10 Year T-Note Future December 2018


Trading Metrics calculated at close of trading on 19-Nov-2018
Day Change Summary
Previous Current
16-Nov-2018 19-Nov-2018 Change Change % Previous Week
Open 118-260 119-080 0-140 0.4% 118-055
High 119-080 119-120 0-040 0.1% 119-080
Low 118-245 119-005 0-080 0.2% 118-035
Close 119-050 119-095 0-045 0.1% 119-050
Range 0-155 0-115 -0-040 -25.8% 1-045
ATR 0-140 0-138 -0-002 -1.3% 0-000
Volume 1,826,749 1,666,762 -159,987 -8.8% 8,850,228
Daily Pivots for day following 19-Nov-2018
Classic Woodie Camarilla DeMark
R4 120-098 120-052 119-158
R3 119-303 119-257 119-127
R2 119-188 119-188 119-116
R1 119-142 119-142 119-106 119-165
PP 119-073 119-073 119-073 119-085
S1 119-027 119-027 119-084 119-050
S2 118-278 118-278 119-074
S3 118-163 118-232 119-063
S4 118-048 118-117 119-032
Weekly Pivots for week ending 16-Nov-2018
Classic Woodie Camarilla DeMark
R4 122-083 121-272 119-251
R3 121-038 120-227 119-150
R2 119-313 119-313 119-117
R1 119-182 119-182 119-083 119-248
PP 118-268 118-268 118-268 118-301
S1 118-137 118-137 119-017 118-203
S2 117-223 117-223 118-303
S3 116-178 117-092 118-270
S4 115-133 116-047 118-169
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 119-120 118-075 1-045 1.0% 0-146 0.4% 93% True False 1,990,743
10 119-120 117-225 1-215 1.4% 0-138 0.4% 95% True False 1,708,618
20 119-120 117-225 1-215 1.4% 0-142 0.4% 95% True False 1,940,705
40 119-120 117-135 1-305 1.6% 0-135 0.4% 96% True False 1,907,034
60 120-175 117-135 3-040 2.6% 0-124 0.3% 60% False False 1,763,692
80 120-200 117-135 3-065 2.7% 0-119 0.3% 59% False False 1,345,992
100 120-200 117-135 3-065 2.7% 0-113 0.3% 59% False False 1,076,953
Crabel Price Patterns
NR True
NR4 True
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 0-032
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 120-289
2.618 120-101
1.618 119-306
1.000 119-235
0.618 119-191
HIGH 119-120
0.618 119-076
0.500 119-062
0.382 119-049
LOW 119-005
0.618 118-254
1.000 118-210
1.618 118-139
2.618 118-024
4.250 117-156
Fisher Pivots for day following 19-Nov-2018
Pivot 1 day 3 day
R1 119-084 119-063
PP 119-073 119-030
S1 119-062 118-318

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

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