ECBOT 5 Year T-Note Future December 2018


Trading Metrics calculated at close of trading on 18-Oct-2018
Day Change Summary
Previous Current
17-Oct-2018 18-Oct-2018 Change Change % Previous Week
Open 112-055 112-007 -0-048 -0.1% 111-305
High 112-087 112-090 0-003 0.0% 112-120
Low 112-005 111-307 -0-018 0.0% 111-265
Close 112-038 112-062 0-025 0.1% 112-102
Range 0-082 0-103 0-020 24.3% 0-175
ATR 0-071 0-073 0-002 3.2% 0-000
Volume 727,817 1,143,002 415,185 57.0% 5,734,459
Daily Pivots for day following 18-Oct-2018
Classic Woodie Camarilla DeMark
R4 113-034 112-311 112-119
R3 112-252 112-208 112-091
R2 112-149 112-149 112-081
R1 112-106 112-106 112-072 112-128
PP 112-047 112-047 112-047 112-058
S1 112-003 112-003 112-053 112-025
S2 111-264 111-264 112-044
S3 111-162 111-221 112-034
S4 111-059 111-118 112-006
Weekly Pivots for week ending 12-Oct-2018
Classic Woodie Camarilla DeMark
R4 113-261 113-197 112-199
R3 113-086 113-022 112-151
R2 112-231 112-231 112-135
R1 112-167 112-167 112-119 112-199
PP 112-056 112-056 112-056 112-072
S1 111-312 111-312 112-086 112-024
S2 111-201 111-201 112-070
S3 111-026 111-137 112-054
S4 110-171 110-282 112-006
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 112-120 111-307 0-133 0.4% 0-070 0.2% 57% False True 882,858
10 112-120 111-265 0-175 0.5% 0-076 0.2% 67% False False 1,031,947
20 112-190 111-265 0-245 0.7% 0-070 0.2% 48% False False 973,946
40 113-187 111-265 1-242 1.6% 0-065 0.2% 21% False False 952,967
60 113-198 111-265 1-253 1.6% 0-062 0.2% 21% False False 649,791
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-024
Widest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 113-206
2.618 113-038
1.618 112-256
1.000 112-193
0.618 112-153
HIGH 112-090
0.618 112-051
0.500 112-039
0.382 112-027
LOW 111-307
0.618 111-244
1.000 111-205
1.618 111-142
2.618 111-039
4.250 110-192
Fisher Pivots for day following 18-Oct-2018
Pivot 1 day 3 day
R1 112-055 112-055
PP 112-047 112-047
S1 112-039 112-039

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

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