ECBOT 5 Year T-Note Future December 2018


Trading Metrics calculated at close of trading on 13-Nov-2018
Day Change Summary
Previous Current
12-Nov-2018 13-Nov-2018 Change Change % Previous Week
Open 112-050 112-102 0-052 0.1% 112-055
High 112-115 112-135 0-020 0.1% 112-087
Low 112-042 112-073 0-030 0.1% 111-278
Close 112-100 112-120 0-020 0.1% 112-038
Range 0-073 0-062 -0-010 -13.8% 0-130
ATR 0-080 0-079 -0-001 -1.6% 0-000
Volume 312,661 1,091,851 779,190 249.2% 4,343,589
Daily Pivots for day following 13-Nov-2018
Classic Woodie Camarilla DeMark
R4 112-297 112-271 112-154
R3 112-234 112-208 112-137
R2 112-172 112-172 112-131
R1 112-146 112-146 112-126 112-159
PP 112-109 112-109 112-109 112-116
S1 112-083 112-083 112-114 112-096
S2 112-047 112-047 112-109
S3 111-304 112-021 112-103
S4 111-242 111-278 112-086
Weekly Pivots for week ending 09-Nov-2018
Classic Woodie Camarilla DeMark
R4 113-097 113-037 112-109
R3 112-287 112-227 112-073
R2 112-157 112-157 112-061
R1 112-097 112-097 112-049 112-062
PP 112-027 112-027 112-027 112-010
S1 111-288 111-288 112-026 111-253
S2 111-218 111-218 112-014
S3 111-088 111-158 112-002
S4 110-278 111-028 111-286
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 112-135 111-278 0-178 0.5% 0-076 0.2% 92% True False 869,342
10 112-175 111-278 0-218 0.6% 0-074 0.2% 75% False False 905,412
20 112-280 111-278 1-002 0.9% 0-082 0.2% 50% False False 1,022,734
40 112-280 111-265 1-015 0.9% 0-074 0.2% 52% False False 994,888
60 113-198 111-265 1-253 1.6% 0-069 0.2% 31% False False 951,251
80 113-198 111-265 1-253 1.6% 0-066 0.2% 31% False False 719,666
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 0-015
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 113-081
2.618 112-299
1.618 112-236
1.000 112-198
0.618 112-174
HIGH 112-135
0.618 112-111
0.500 112-104
0.382 112-096
LOW 112-073
0.618 112-034
1.000 112-010
1.618 111-291
2.618 111-229
4.250 111-127
Fisher Pivots for day following 13-Nov-2018
Pivot 1 day 3 day
R1 112-115 112-097
PP 112-109 112-074
S1 112-104 112-051

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

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