ECBOT 5 Year T-Note Future December 2018


Trading Metrics calculated at close of trading on 29-Nov-2018
Day Change Summary
Previous Current
28-Nov-2018 29-Nov-2018 Change Change % Previous Week
Open 112-262 112-298 0-035 0.1% 112-287
High 112-315 113-053 0-058 0.2% 113-000
Low 112-240 112-282 0-042 0.1% 112-220
Close 112-305 112-302 -0-002 0.0% 112-282
Range 0-075 0-090 0-015 20.0% 0-100
ATR 0-076 0-077 0-001 1.3% 0-000
Volume 2,922,573 1,652,466 -1,270,107 -43.5% 4,747,671
Daily Pivots for day following 29-Nov-2018
Classic Woodie Camarilla DeMark
R4 113-269 113-216 113-032
R3 113-179 113-126 113-007
R2 113-089 113-089 112-319
R1 113-036 113-036 112-311 113-063
PP 112-319 112-319 112-319 113-013
S1 112-266 112-266 112-294 112-292
S2 112-229 112-229 112-286
S3 112-139 112-176 112-278
S4 112-049 112-086 112-253
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
5 113-053 112-235 0-138 0.4% 0-066 0.2% 49% True False 2,038,650
10 113-053 112-145 0-228 0.6% 0-073 0.2% 69% True False 1,683,370
20 113-053 111-278 1-095 1.1% 0-076 0.2% 83% True False 1,312,849
40 113-053 111-265 1-108 1.2% 0-078 0.2% 84% True False 1,216,289
60 113-127 111-265 1-182 1.4% 0-074 0.2% 71% False False 1,087,787
80 113-198 111-265 1-253 1.6% 0-070 0.2% 62% False False 946,809
100 113-198 111-265 1-253 1.6% 0-065 0.2% 62% False False 758,657
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
4.250 114-115
2.618 113-288
1.618 113-198
1.000 113-143
0.618 113-108
HIGH 113-053
0.618 113-018
0.500 113-008
0.382 112-317
LOW 112-282
0.618 112-227
1.000 112-192
1.618 112-137
2.618 112-047
4.250 111-220
Fisher Pivots for day following 29-Nov-2018
Pivot 1 day 3 day
R1 113-008 112-306
PP 112-319 112-305
S1 112-311 112-304

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

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