ECBOT 5 Year T-Note Future December 2018


Trading Metrics calculated at close of trading on 25-Oct-2018
Day Change Summary
Previous Current
24-Oct-2018 25-Oct-2018 Change Change % Previous Week
Open 112-085 112-187 0-102 0.3% 112-073
High 112-207 112-205 -0-002 0.0% 112-105
Low 112-075 112-120 0-045 0.1% 111-307
Close 112-155 112-135 -0-020 -0.1% 112-020
Range 0-132 0-085 -0-047 -35.8% 0-118
ATR 0-078 0-079 0-000 0.6% 0-000
Volume 1,580,126 1,074,052 -506,074 -32.0% 4,354,346
Daily Pivots for day following 25-Oct-2018
Classic Woodie Camarilla DeMark
R4 113-088 113-037 112-182
R3 113-003 112-272 112-158
R2 112-238 112-238 112-151
R1 112-187 112-187 112-143 112-170
PP 112-153 112-153 112-153 112-145
S1 112-102 112-102 112-127 112-085
S2 112-068 112-068 112-119
S3 111-303 112-017 112-112
S4 111-218 111-252 112-088
Weekly Pivots for week ending 19-Oct-2018
Classic Woodie Camarilla DeMark
R4 113-070 113-003 112-085
R3 112-273 112-205 112-052
R2 112-155 112-155 112-042
R1 112-087 112-087 112-031 112-062
PP 112-037 112-037 112-037 112-025
S1 111-290 111-290 112-009 111-265
S2 111-240 111-240 111-318
S3 111-122 111-172 111-308
S4 111-005 111-055 111-275
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 112-207 112-010 0-197 0.5% 0-089 0.2% 63% False False 1,148,316
10 112-207 111-307 0-220 0.6% 0-079 0.2% 67% False False 1,015,587
20 112-207 111-265 0-262 0.7% 0-079 0.2% 72% False False 1,073,010
40 113-138 111-265 1-193 1.4% 0-070 0.2% 37% False False 948,752
60 113-198 111-265 1-253 1.6% 0-066 0.2% 33% False False 745,135
80 113-198 111-265 1-253 1.6% 0-059 0.2% 33% False False 559,154
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-016
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 113-246
2.618 113-108
1.618 113-023
1.000 112-290
0.618 112-258
HIGH 112-205
0.618 112-173
0.500 112-162
0.382 112-152
LOW 112-120
0.618 112-067
1.000 112-035
1.618 111-302
2.618 111-217
4.250 111-079
Fisher Pivots for day following 25-Oct-2018
Pivot 1 day 3 day
R1 112-162 112-128
PP 112-153 112-122
S1 112-144 112-115

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

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