ECBOT 5 Year T-Note Future December 2018


Trading Metrics calculated at close of trading on 23-Nov-2018
Day Change Summary
Previous Current
21-Nov-2018 23-Nov-2018 Change Change % Previous Week
Open 112-265 112-260 -0-005 0.0% 112-287
High 112-278 112-307 0-030 0.1% 113-000
Low 112-220 112-250 0-030 0.1% 112-220
Close 112-265 112-282 0-018 0.0% 112-282
Range 0-058 0-057 0-000 -0.1% 0-100
ATR 0-082 0-080 -0-002 -2.1% 0-000
Volume 1,352,226 854,299 -497,927 -36.8% 4,747,671
Daily Pivots for day following 23-Nov-2018
Classic Woodie Camarilla DeMark
R4 113-132 113-105 112-314
R3 113-075 113-047 112-298
R2 113-017 113-017 112-293
R1 112-310 112-310 112-288 113-004
PP 112-280 112-280 112-280 112-287
S1 112-253 112-253 112-277 112-266
S2 112-223 112-223 112-272
S3 112-165 112-195 112-267
S4 112-108 112-138 112-251
Weekly Pivots for week ending 23-Nov-2018
Classic Woodie Camarilla DeMark
R4 113-254 113-208 113-017
R3 113-154 113-108 112-310
R2 113-054 113-054 112-301
R1 113-008 113-008 112-292 112-301
PP 112-274 112-274 112-274 112-261
S1 112-228 112-228 112-273 112-201
S2 112-174 112-174 112-264
S3 112-074 112-128 112-255
S4 111-294 112-028 112-227
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 113-000 112-178 0-142 0.4% 0-071 0.2% 74% False False 1,230,278
10 113-000 111-287 1-033 1.0% 0-080 0.2% 89% False False 1,125,439
20 113-000 111-278 1-042 1.0% 0-079 0.2% 90% False False 1,089,720
40 113-000 111-265 1-055 1.0% 0-079 0.2% 90% False False 1,081,365
60 113-138 111-265 1-193 1.4% 0-073 0.2% 66% False False 995,741
80 113-198 111-265 1-253 1.6% 0-070 0.2% 59% False False 831,281
100 113-198 111-265 1-253 1.6% 0-063 0.2% 59% False False 665,267
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR True
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-017
Narrowest range in 10 trading days
Fibonacci Retracements and Extensions
4.250 113-232
2.618 113-138
1.618 113-080
1.000 113-045
0.618 113-023
HIGH 112-307
0.618 112-286
0.500 112-279
0.382 112-272
LOW 112-250
0.618 112-214
1.000 112-193
1.618 112-157
2.618 112-100
4.250 112-006
Fisher Pivots for day following 23-Nov-2018
Pivot 1 day 3 day
R1 112-281 112-278
PP 112-280 112-274
S1 112-279 112-270

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

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