ECBOT 5 Year T-Note Future December 2018
Trading Metrics calculated at close of trading on 10-Oct-2018 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Oct-2018 |
10-Oct-2018 |
Change |
Change % |
Previous Week |
Open |
111-315 |
112-000 |
0-005 |
0.0% |
112-138 |
High |
112-020 |
112-090 |
0-070 |
0.2% |
112-190 |
Low |
111-293 |
111-282 |
-0-010 |
0.0% |
111-275 |
Close |
112-005 |
112-005 |
0-000 |
0.0% |
111-305 |
Range |
0-047 |
0-128 |
0-080 |
168.5% |
0-235 |
ATR |
0-067 |
0-071 |
0-004 |
6.5% |
0-000 |
Volume |
1,035,601 |
1,342,146 |
306,545 |
29.6% |
5,643,431 |
|
Daily Pivots for day following 10-Oct-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
113-082 |
113-011 |
112-075 |
|
R3 |
112-274 |
112-203 |
112-040 |
|
R2 |
112-147 |
112-147 |
112-028 |
|
R1 |
112-076 |
112-076 |
112-017 |
112-111 |
PP |
112-019 |
112-019 |
112-019 |
112-037 |
S1 |
111-268 |
111-268 |
111-313 |
111-304 |
S2 |
111-212 |
111-212 |
111-302 |
|
S3 |
111-084 |
111-141 |
111-290 |
|
S4 |
110-277 |
111-013 |
111-255 |
|
|
Weekly Pivots for week ending 05-Oct-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
114-108 |
113-282 |
112-114 |
|
R3 |
113-193 |
113-047 |
112-050 |
|
R2 |
112-278 |
112-278 |
112-028 |
|
R1 |
112-132 |
112-132 |
112-007 |
112-088 |
PP |
112-043 |
112-043 |
112-043 |
112-021 |
S1 |
111-217 |
111-217 |
111-283 |
111-172 |
S2 |
111-128 |
111-128 |
111-262 |
|
S3 |
110-213 |
110-302 |
111-240 |
|
S4 |
109-298 |
110-067 |
111-176 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
112-090 |
111-265 |
0-145 |
0.4% |
0-079 |
0.2% |
41% |
True |
False |
1,066,476 |
10 |
112-190 |
111-265 |
0-245 |
0.7% |
0-078 |
0.2% |
24% |
False |
False |
1,015,127 |
20 |
112-285 |
111-265 |
1-020 |
0.9% |
0-068 |
0.2% |
18% |
False |
False |
898,255 |
40 |
113-198 |
111-265 |
1-253 |
1.6% |
0-064 |
0.2% |
10% |
False |
False |
805,954 |
60 |
113-198 |
111-265 |
1-253 |
1.6% |
0-062 |
0.2% |
10% |
False |
False |
542,435 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
113-312 |
2.618 |
113-104 |
1.618 |
112-296 |
1.000 |
112-218 |
0.618 |
112-169 |
HIGH |
112-090 |
0.618 |
112-041 |
0.500 |
112-026 |
0.382 |
112-011 |
LOW |
111-282 |
0.618 |
111-204 |
1.000 |
111-155 |
1.618 |
111-076 |
2.618 |
110-269 |
4.250 |
110-061 |
|
|
Fisher Pivots for day following 10-Oct-2018 |
Pivot |
1 day |
3 day |
R1 |
112-026 |
112-018 |
PP |
112-019 |
112-013 |
S1 |
112-012 |
112-009 |
|