ECBOT 5 Year T-Note Future December 2018


Trading Metrics calculated at close of trading on 27-Nov-2018
Day Change Summary
Previous Current
26-Nov-2018 27-Nov-2018 Change Change % Previous Week
Open 112-287 112-270 -0-017 0.0% 112-287
High 112-295 112-290 -0-005 0.0% 113-000
Low 112-235 112-242 0-007 0.0% 112-220
Close 112-247 112-273 0-025 0.1% 112-282
Range 0-060 0-048 -0-012 -20.8% 0-100
ATR 0-079 0-077 -0-002 -2.8% 0-000
Volume 1,890,424 2,873,491 983,067 52.0% 4,747,671
Daily Pivots for day following 27-Nov-2018
Classic Woodie Camarilla DeMark
R4 113-091 113-069 112-299
R3 113-043 113-022 112-286
R2 112-316 112-316 112-281
R1 112-294 112-294 112-277 112-305
PP 112-268 112-268 112-268 112-274
S1 112-247 112-247 112-268 112-258
S2 112-221 112-221 112-264
S3 112-173 112-199 112-259
S4 112-126 112-152 112-246
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% 0-056 0.2% 53% False False 1,677,762
10 113-000 112-073 0-247 0.7% 0-075 0.2% 81% False False 1,480,788
20 113-000 111-278 1-042 1.0% 0-074 0.2% 87% False False 1,188,957
40 113-000 111-265 1-055 1.0% 0-080 0.2% 87% False False 1,159,370
60 113-135 111-265 1-190 1.4% 0-073 0.2% 64% False False 1,039,393
80 113-198 111-265 1-253 1.6% 0-069 0.2% 57% False False 890,185
100 113-198 111-265 1-253 1.6% 0-063 0.2% 57% False False 712,906
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR True
3BNR True
4BNR True
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-019
Narrowest range in 15 trading days
Fibonacci Retracements and Extensions
4.250 113-172
2.618 113-094
1.618 113-047
1.000 113-018
0.618 112-319
HIGH 112-290
0.618 112-272
0.500 112-266
0.382 112-261
LOW 112-242
0.618 112-213
1.000 112-195
1.618 112-166
2.618 112-118
4.250 112-041
Fisher Pivots for day following 27-Nov-2018
Pivot 1 day 3 day
R1 112-270 112-272
PP 112-268 112-272
S1 112-266 112-271

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

View Archives - Comment on this page... - Back to Index of Symbols