ECBOT 5 Year T-Note Future December 2018


Trading Metrics calculated at close of trading on 12-Dec-2018
Day Change Summary
Previous Current
11-Dec-2018 12-Dec-2018 Change Change % Previous Week
Open 113-180 113-130 -0-050 -0.1% 112-298
High 113-195 113-145 -0-050 -0.1% 113-220
Low 113-120 113-095 -0-025 -0.1% 112-253
Close 113-140 113-110 -0-030 -0.1% 113-207
Range 0-075 0-050 -0-025 -33.4% 0-287
ATR 0-082 0-079 -0-002 -2.8% 0-000
Volume 32,986 5,107 -27,879 -84.5% 236,398
Daily Pivots for day following 12-Dec-2018
Classic Woodie Camarilla DeMark
R4 113-267 113-238 113-138
R3 113-217 113-188 113-124
R2 113-167 113-167 113-119
R1 113-138 113-138 113-115 113-128
PP 113-117 113-117 113-117 113-111
S1 113-088 113-088 113-105 113-078
S2 113-067 113-067 113-101
S3 113-017 113-038 113-096
S4 112-287 112-308 113-083
Weekly Pivots for week ending 07-Dec-2018
Classic Woodie Camarilla DeMark
R4 116-022 115-242 114-046
R3 115-055 114-275 113-287
R2 114-087 114-087 113-260
R1 113-307 113-307 113-234 114-037
PP 113-120 113-120 113-120 113-145
S1 113-020 113-020 113-181 113-070
S2 112-153 112-153 113-155
S3 111-185 112-053 113-128
S4 110-218 111-085 113-049
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 113-245 113-038 0-207 0.6% 0-099 0.3% 35% False False 30,066
10 113-245 112-253 0-312 0.9% 0-082 0.2% 57% False False 213,773
20 113-245 112-098 1-147 1.3% 0-079 0.2% 71% False False 938,816
40 113-245 111-278 1-287 1.7% 0-080 0.2% 78% False False 980,775
60 113-245 111-265 1-300 1.7% 0-076 0.2% 78% False False 976,198
80 113-245 111-265 1-300 1.7% 0-072 0.2% 78% False False 948,142
100 113-245 111-265 1-300 1.7% 0-069 0.2% 78% False False 763,496
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-017
Narrowest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 114-037
2.618 113-276
1.618 113-226
1.000 113-195
0.618 113-176
HIGH 113-145
0.618 113-126
0.500 113-120
0.382 113-114
LOW 113-095
0.618 113-064
1.000 113-045
1.618 113-014
2.618 112-284
4.250 112-203
Fisher Pivots for day following 12-Dec-2018
Pivot 1 day 3 day
R1 113-120 113-170
PP 113-117 113-150
S1 113-113 113-130

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

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