ECBOT 10 Year T-Note Future March 2019


Trading Metrics calculated at close of trading on 04-Dec-2018
Day Change Summary
Previous Current
03-Dec-2018 04-Dec-2018 Change Change % Previous Week
Open 119-090 119-240 0-150 0.4% 119-055
High 119-250 120-090 0-160 0.4% 119-215
Low 119-045 119-220 0-175 0.5% 118-295
Close 119-190 120-005 0-135 0.4% 119-145
Range 0-205 0-190 -0-015 -7.3% 0-240
ATR 0-128 0-134 0-007 5.2% 0-000
Volume 1,668,787 10,653 -1,658,134 -99.4% 9,427,771
Daily Pivots for day following 04-Dec-2018
Classic Woodie Camarilla DeMark
R4 121-248 121-157 120-110
R3 121-058 120-287 120-057
R2 120-188 120-188 120-040
R1 120-097 120-097 120-022 120-143
PP 119-318 119-318 119-318 120-021
S1 119-227 119-227 119-308 119-272
S2 119-128 119-128 119-290
S3 118-258 119-037 119-273
S4 118-068 118-167 119-220
Weekly Pivots for week ending 30-Nov-2018
Classic Woodie Camarilla DeMark
R4 121-192 121-088 119-277
R3 120-272 120-168 119-211
R2 120-032 120-032 119-189
R1 119-248 119-248 119-167 119-300
PP 119-112 119-112 119-112 119-138
S1 119-008 119-008 119-123 119-060
S2 118-192 118-192 119-101
S3 117-272 118-088 119-079
S4 117-032 117-168 119-013
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 120-090 118-305 1-105 1.1% 0-154 0.4% 80% True False 1,505,332
10 120-090 118-270 1-140 1.2% 0-118 0.3% 82% True False 1,185,571
20 120-090 117-150 2-260 2.3% 0-126 0.3% 91% True False 611,785
40 120-090 117-060 3-030 2.6% 0-127 0.3% 91% True False 310,697
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 False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-022
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 122-258
2.618 121-267
1.618 121-077
1.000 120-280
0.618 120-207
HIGH 120-090
0.618 120-017
0.500 119-315
0.382 119-293
LOW 119-220
0.618 119-103
1.000 119-030
1.618 118-233
2.618 118-043
4.250 117-052
Fisher Pivots for day following 04-Dec-2018
Pivot 1 day 3 day
R1 120-002 119-292
PP 119-318 119-260
S1 119-315 119-228

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

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