ECBOT 10 Year T-Note Future December 2018


Trading Metrics calculated at close of trading on 27-Nov-2018
Day Change Summary
Previous Current
26-Nov-2018 27-Nov-2018 Change Change % Previous Week
Open 119-105 119-080 -0-025 -0.1% 119-080
High 119-115 119-105 -0-010 0.0% 119-145
Low 119-020 119-035 0-015 0.0% 119-005
Close 119-045 119-080 0-035 0.1% 119-090
Range 0-095 0-070 -0-025 -26.3% 0-140
ATR 0-127 0-123 -0-004 -3.2% 0-000
Volume 2,513,332 3,153,782 640,450 25.5% 6,963,685
Daily Pivots for day following 27-Nov-2018
Classic Woodie Camarilla DeMark
R4 119-283 119-252 119-118
R3 119-213 119-182 119-099
R2 119-143 119-143 119-093
R1 119-112 119-112 119-086 119-115
PP 119-073 119-073 119-073 119-075
S1 119-042 119-042 119-074 119-045
S2 119-003 119-003 119-067
S3 118-253 118-292 119-061
S4 118-183 118-222 119-042
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% 0-086 0.2% 54% False False 2,192,807
10 119-145 118-075 1-070 1.0% 0-116 0.3% 83% False False 2,091,775
20 119-145 117-225 1-240 1.5% 0-120 0.3% 88% False False 1,864,740
40 119-145 117-135 2-010 1.7% 0-133 0.3% 90% False False 2,001,570
60 120-095 117-135 2-280 2.4% 0-123 0.3% 64% False False 1,811,174
80 120-200 117-135 3-065 2.7% 0-118 0.3% 57% False False 1,482,817
100 120-200 117-135 3-065 2.7% 0-113 0.3% 57% False False 1,186,579
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR True
3BNR True
4BNR True
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-026
Narrowest range in 15 trading days
Fibonacci Retracements and Extensions
4.250 120-082
2.618 119-288
1.618 119-218
1.000 119-175
0.618 119-148
HIGH 119-105
0.618 119-078
0.500 119-070
0.382 119-062
LOW 119-035
0.618 118-312
1.000 118-285
1.618 118-242
2.618 118-172
4.250 118-058
Fisher Pivots for day following 27-Nov-2018
Pivot 1 day 3 day
R1 119-077 119-082
PP 119-073 119-082
S1 119-070 119-081

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

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