It may not feel like it, but you do have nerves in the tip of your elbow. The skin is thick, and the nerves are weak, that's why you can't feel light objects such as a feather.
Fun trick to play on somebody, if they're not aware you're there, you can lightly lick somebodies elbow, and they won't even know
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Yes, there are approximently five nerve endings in your elbow. but those are just the basics. If you would like to know all of the nerves in your elbow i would go ask a doctor.