ECBOT 5 Year T-Note Future December 2018


Trading Metrics calculated at close of trading on 14-Nov-2018
Day Change Summary
Previous Current
13-Nov-2018 14-Nov-2018 Change Change % Previous Week
Open 112-102 112-120 0-018 0.0% 112-055
High 112-135 112-222 0-087 0.2% 112-087
Low 112-073 112-098 0-025 0.1% 111-278
Close 112-120 112-173 0-053 0.1% 112-038
Range 0-062 0-125 0-062 100.0% 0-130
ATR 0-079 0-082 0-003 4.2% 0-000
Volume 1,091,851 1,457,363 365,512 33.5% 4,343,589
Daily Pivots for day following 14-Nov-2018
Classic Woodie Camarilla DeMark
R4 113-219 113-161 112-241
R3 113-094 113-036 112-207
R2 112-289 112-289 112-195
R1 112-231 112-231 112-184 112-260
PP 112-164 112-164 112-164 112-179
S1 112-106 112-106 112-161 112-135
S2 112-039 112-039 112-150
S3 111-234 111-301 112-138
S4 111-109 111-176 112-104
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
5 112-222 111-278 0-265 0.7% 0-080 0.2% 81% True False 922,001
10 112-222 111-278 0-265 0.7% 0-080 0.2% 81% True False 942,328
20 112-280 111-278 1-002 0.9% 0-084 0.2% 67% False False 1,059,212
40 112-280 111-265 1-015 0.9% 0-076 0.2% 68% False False 1,009,036
60 113-198 111-265 1-253 1.6% 0-071 0.2% 40% False False 974,237
80 113-198 111-265 1-253 1.6% 0-067 0.2% 40% False False 737,883
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-017
Widest range in 8 trading days
Fibonacci Retracements and Extensions
4.250 114-114
2.618 113-230
1.618 113-105
1.000 113-027
0.618 112-300
HIGH 112-222
0.618 112-175
0.500 112-160
0.382 112-145
LOW 112-098
0.618 112-020
1.000 111-293
1.618 111-215
2.618 111-090
4.250 110-206
Fisher Pivots for day following 14-Nov-2018
Pivot 1 day 3 day
R1 112-168 112-159
PP 112-164 112-146
S1 112-160 112-132

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

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