ECBOT 10 Year T-Note Future December 2018


Trading Metrics calculated at close of trading on 26-Nov-2018
Day Change Summary
Previous Current
23-Nov-2018 26-Nov-2018 Change Change % Previous Week
Open 119-065 119-105 0-040 0.1% 119-080
High 119-145 119-115 -0-030 -0.1% 119-145
Low 119-040 119-020 -0-020 -0.1% 119-005
Close 119-090 119-045 -0-045 -0.1% 119-090
Range 0-105 0-095 -0-010 -9.5% 0-140
ATR 0-130 0-127 -0-002 -1.9% 0-000
Volume 1,247,520 2,513,332 1,265,812 101.5% 6,963,685
Daily Pivots for day following 26-Nov-2018
Classic Woodie Camarilla DeMark
R4 120-025 119-290 119-097
R3 119-250 119-195 119-071
R2 119-155 119-155 119-062
R1 119-100 119-100 119-054 119-080
PP 119-060 119-060 119-060 119-050
S1 119-005 119-005 119-036 118-305
S2 118-285 118-285 119-028
S3 118-190 118-230 119-019
S4 118-095 118-135 118-313
Weekly Pivots for week ending 23-Nov-2018
Classic Woodie Camarilla DeMark
R4 120-180 120-115 119-167
R3 120-040 119-295 119-129
R2 119-220 119-220 119-116
R1 119-155 119-155 119-103 119-188
PP 119-080 119-080 119-080 119-096
S1 119-015 119-015 119-077 119-048
S2 118-260 118-260 119-064
S3 118-120 118-195 119-052
S4 117-300 118-055 119-013
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 119-145 119-005 0-140 0.4% 0-095 0.2% 29% False False 1,895,403
10 119-145 118-035 1-110 1.1% 0-121 0.3% 77% False False 1,832,724
20 119-145 117-225 1-240 1.5% 0-124 0.3% 82% False False 1,804,487
40 119-145 117-135 2-010 1.7% 0-134 0.4% 85% False False 1,954,299
60 120-125 117-135 2-310 2.5% 0-123 0.3% 58% False False 1,788,887
80 120-200 117-135 3-065 2.7% 0-118 0.3% 54% False False 1,443,461
100 120-200 117-135 3-065 2.7% 0-113 0.3% 54% False False 1,155,044
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 True
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-026
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 120-199
2.618 120-044
1.618 119-269
1.000 119-210
0.618 119-174
HIGH 119-115
0.618 119-079
0.500 119-068
0.382 119-056
LOW 119-020
0.618 118-281
1.000 118-245
1.618 118-186
2.618 118-091
4.250 117-256
Fisher Pivots for day following 26-Nov-2018
Pivot 1 day 3 day
R1 119-068 119-075
PP 119-060 119-065
S1 119-052 119-055

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

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