ECBOT 5 Year T-Note Future December 2018


Trading Metrics calculated at close of trading on 20-Dec-2018
Day Change Summary
Previous Current
19-Dec-2018 20-Dec-2018 Change Change % Previous Week
Open 113-287 113-287 0-000 0.0% 113-227
High 114-022 114-002 -0-020 -0.1% 113-245
Low 113-225 113-255 0-030 0.1% 113-095
Close 113-310 113-273 -0-038 -0.1% 113-162
Range 0-118 0-067 -0-050 -42.6% 0-150
ATR 0-079 0-078 -0-001 -1.0% 0-000
Volume 21,730 676 -21,054 -96.9% 71,200
Daily Pivots for day following 20-Dec-2018
Classic Woodie Camarilla DeMark
R4 114-166 114-127 113-310
R3 114-098 114-059 113-291
R2 114-031 114-031 113-285
R1 113-312 113-312 113-279 113-298
PP 113-283 113-283 113-283 113-276
S1 113-244 113-244 113-266 113-230
S2 113-216 113-216 113-260
S3 113-148 113-177 113-254
S4 113-081 113-109 113-235
Weekly Pivots for week ending 14-Dec-2018
Classic Woodie Camarilla DeMark
R4 114-297 114-220 113-245
R3 114-147 114-070 113-204
R2 113-317 113-317 113-190
R1 113-240 113-240 113-176 113-204
PP 113-167 113-167 113-167 113-149
S1 113-090 113-090 113-149 113-054
S2 113-018 113-018 113-135
S3 112-188 112-260 113-121
S4 112-038 112-110 113-080
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 114-022 113-142 0-200 0.5% 0-077 0.2% 65% False False 11,092
10 114-022 113-093 0-250 0.7% 0-074 0.2% 72% False False 15,294
20 114-022 112-235 1-107 1.2% 0-074 0.2% 84% False False 536,924
40 114-022 111-278 2-065 1.9% 0-077 0.2% 90% False False 818,816
60 114-022 111-265 2-078 2.0% 0-078 0.2% 90% False False 900,262
80 114-022 111-265 2-078 2.0% 0-073 0.2% 90% False False 886,383
100 114-022 111-265 2-078 2.0% 0-071 0.2% 90% False False 763,997
120 114-022 111-265 2-078 2.0% 0-065 0.2% 90% False False 636,758
Crabel Price Patterns
NR True
NR4 True
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-019
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 114-289
2.618 114-179
1.618 114-112
1.000 114-070
0.618 114-044
HIGH 114-002
0.618 113-297
0.500 113-289
0.382 113-281
LOW 113-255
0.618 113-213
1.000 113-188
1.618 113-146
2.618 113-078
4.250 112-288
Fisher Pivots for day following 20-Dec-2018
Pivot 1 day 3 day
R1 113-289 113-275
PP 113-283 113-274
S1 113-278 113-273

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

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