ECBOT 10 Year T-Note Future March 2019


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 119-025 119-025 0-000 0.0% 117-310
High 119-060 119-085 0-025 0.1% 119-020
Low 118-270 119-005 0-055 0.1% 117-285
Close 119-040 119-055 0-015 0.0% 118-310
Range 0-110 0-080 -0-030 -27.3% 1-055
ATR 0-134 0-130 -0-004 -2.9% 0-000
Volume 95,110 168,608 73,498 77.3% 180,683
Daily Pivots for day following 20-Nov-2018
Classic Woodie Camarilla DeMark
R4 119-288 119-252 119-099
R3 119-208 119-172 119-077
R2 119-128 119-128 119-070
R1 119-092 119-092 119-062 119-110
PP 119-048 119-048 119-048 119-057
S1 119-012 119-012 119-048 119-030
S2 118-288 118-288 119-040
S3 118-208 118-252 119-033
S4 118-128 118-172 119-011
Weekly Pivots for week ending 16-Nov-2018
Classic Woodie Camarilla DeMark
R4 122-050 121-235 119-196
R3 120-315 120-180 119-093
R2 119-260 119-260 119-059
R1 119-125 119-125 119-024 119-193
PP 118-205 118-205 118-205 118-239
S1 118-070 118-070 118-276 118-138
S2 117-150 117-150 118-241
S3 116-095 117-015 118-207
S4 115-040 115-280 118-104
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 119-085 118-050 1-035 0.9% 0-137 0.4% 92% True False 82,612
10 119-085 117-150 1-255 1.5% 0-131 0.3% 95% True False 53,437
20 119-085 117-150 1-255 1.5% 0-132 0.3% 95% True False 34,357
40 119-085 117-055 2-030 1.8% 0-127 0.3% 96% True False 18,900
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 0-033
Narrowest range in 11 trading days
Fibonacci Retracements and Extensions
4.250 120-105
2.618 119-294
1.618 119-214
1.000 119-165
0.618 119-134
HIGH 119-085
0.618 119-054
0.500 119-045
0.382 119-036
LOW 119-005
0.618 118-276
1.000 118-245
1.618 118-196
2.618 118-116
4.250 117-305
Fisher Pivots for day following 20-Nov-2018
Pivot 1 day 3 day
R1 119-052 119-029
PP 119-048 119-003
S1 119-045 118-298

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

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