ECBOT 10 Year T-Note Future December 2018


Trading Metrics calculated at close of trading on 20-Nov-2018
Day Change Summary
Previous Current
19-Nov-2018 20-Nov-2018 Change Change % Previous Week
Open 119-080 119-075 -0-005 0.0% 118-055
High 119-120 119-140 0-020 0.1% 119-080
Low 119-005 119-060 0-055 0.1% 118-035
Close 119-095 119-110 0-015 0.0% 119-050
Range 0-115 0-080 -0-035 -30.4% 1-045
ATR 0-138 0-134 -0-004 -3.0% 0-000
Volume 1,666,762 2,225,246 558,484 33.5% 8,850,228
Daily Pivots for day following 20-Nov-2018
Classic Woodie Camarilla DeMark
R4 120-023 119-307 119-154
R3 119-263 119-227 119-132
R2 119-183 119-183 119-125
R1 119-147 119-147 119-117 119-165
PP 119-103 119-103 119-103 119-113
S1 119-067 119-067 119-103 119-085
S2 119-023 119-023 119-095
S3 118-263 118-307 119-088
S4 118-183 118-227 119-066
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
5 119-140 118-120 1-020 0.9% 0-140 0.4% 91% True False 2,060,106
10 119-140 117-225 1-235 1.5% 0-134 0.4% 95% True False 1,809,643
20 119-140 117-225 1-235 1.5% 0-135 0.4% 95% True False 1,905,773
40 119-140 117-135 2-005 1.7% 0-135 0.4% 95% True False 1,933,811
60 120-125 117-135 2-310 2.5% 0-124 0.3% 65% False False 1,786,206
80 120-200 117-135 3-065 2.7% 0-119 0.3% 60% False False 1,373,794
100 120-200 117-135 3-065 2.7% 0-114 0.3% 60% False False 1,099,201
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 0-030
Narrowest range in 11 trading days
Fibonacci Retracements and Extensions
4.250 120-160
2.618 120-029
1.618 119-269
1.000 119-220
0.618 119-189
HIGH 119-140
0.618 119-109
0.500 119-100
0.382 119-091
LOW 119-060
0.618 119-011
1.000 118-300
1.618 118-251
2.618 118-171
4.250 118-040
Fisher Pivots for day following 20-Nov-2018
Pivot 1 day 3 day
R1 119-107 119-084
PP 119-103 119-058
S1 119-100 119-032

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

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