ECBOT 5 Year T-Note Future December 2018


Trading Metrics calculated at close of trading on 26-Nov-2018
Day Change Summary
Previous Current
23-Nov-2018 26-Nov-2018 Change Change % Previous Week
Open 112-260 112-287 0-027 0.1% 112-287
High 112-307 112-295 -0-012 0.0% 113-000
Low 112-250 112-235 -0-015 0.0% 112-220
Close 112-282 112-247 -0-035 -0.1% 112-282
Range 0-057 0-060 0-003 4.4% 0-100
ATR 0-080 0-079 -0-001 -1.8% 0-000
Volume 854,299 1,890,424 1,036,125 121.3% 4,747,671
Daily Pivots for day following 26-Nov-2018
Classic Woodie Camarilla DeMark
R4 113-119 113-083 112-280
R3 113-059 113-023 112-264
R2 112-319 112-319 112-258
R1 112-283 112-283 112-253 112-271
PP 112-259 112-259 112-259 112-253
S1 112-223 112-223 112-242 112-211
S2 112-199 112-199 112-236
S3 112-139 112-163 112-231
S4 112-079 112-103 112-214
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
5 113-000 112-220 0-100 0.3% 0-062 0.2% 27% False False 1,327,619
10 113-000 112-042 0-278 0.8% 0-078 0.2% 74% False False 1,224,705
20 113-000 111-278 1-042 1.0% 0-076 0.2% 80% False False 1,102,194
40 113-000 111-265 1-055 1.0% 0-080 0.2% 81% False False 1,104,132
60 113-138 111-265 1-193 1.4% 0-073 0.2% 59% False False 1,008,281
80 113-198 111-265 1-253 1.6% 0-070 0.2% 53% False False 854,743
100 113-198 111-265 1-253 1.6% 0-063 0.2% 53% False False 684,171
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
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 0-018
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 113-230
2.618 113-132
1.618 113-072
1.000 113-035
0.618 113-012
HIGH 112-295
0.618 112-272
0.500 112-265
0.382 112-258
LOW 112-235
0.618 112-198
1.000 112-175
1.618 112-138
2.618 112-078
4.250 111-300
Fisher Pivots for day following 26-Nov-2018
Pivot 1 day 3 day
R1 112-265 112-264
PP 112-259 112-258
S1 112-253 112-253

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

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