ECBOT 5 Year T-Note Future December 2018
Trading Metrics calculated at close of trading on 11-Oct-2018 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Oct-2018 |
11-Oct-2018 |
Change |
Change % |
Previous Week |
Open |
112-000 |
112-093 |
0-093 |
0.3% |
112-138 |
High |
112-090 |
112-118 |
0-027 |
0.1% |
112-190 |
Low |
111-282 |
112-033 |
0-070 |
0.2% |
111-275 |
Close |
112-005 |
112-107 |
0-102 |
0.3% |
111-305 |
Range |
0-128 |
0-085 |
-0-043 |
-33.4% |
0-235 |
ATR |
0-071 |
0-074 |
0-003 |
4.1% |
0-000 |
Volume |
1,342,146 |
2,029,973 |
687,827 |
51.2% |
5,643,431 |
|
Daily Pivots for day following 11-Oct-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
113-021 |
112-309 |
112-154 |
|
R3 |
112-256 |
112-224 |
112-131 |
|
R2 |
112-171 |
112-171 |
112-123 |
|
R1 |
112-139 |
112-139 |
112-115 |
112-155 |
PP |
112-086 |
112-086 |
112-086 |
112-094 |
S1 |
112-054 |
112-054 |
112-100 |
112-070 |
S2 |
112-001 |
112-001 |
112-092 |
|
S3 |
111-236 |
111-289 |
112-084 |
|
S4 |
111-151 |
111-204 |
112-061 |
|
|
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 |
112-118 |
111-265 |
0-173 |
0.5% |
0-082 |
0.2% |
94% |
True |
False |
1,181,037 |
10 |
112-190 |
111-265 |
0-245 |
0.7% |
0-080 |
0.2% |
66% |
False |
False |
1,130,433 |
20 |
112-250 |
111-265 |
0-305 |
0.8% |
0-069 |
0.2% |
53% |
False |
False |
952,504 |
40 |
113-198 |
111-265 |
1-253 |
1.6% |
0-064 |
0.2% |
28% |
False |
False |
855,574 |
60 |
113-198 |
111-265 |
1-253 |
1.6% |
0-063 |
0.2% |
28% |
False |
False |
576,263 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
113-159 |
2.618 |
113-020 |
1.618 |
112-255 |
1.000 |
112-202 |
0.618 |
112-170 |
HIGH |
112-118 |
0.618 |
112-085 |
0.500 |
112-075 |
0.382 |
112-065 |
LOW |
112-033 |
0.618 |
111-300 |
1.000 |
111-268 |
1.618 |
111-215 |
2.618 |
111-130 |
4.250 |
110-311 |
|
|
Fisher Pivots for day following 11-Oct-2018 |
Pivot |
1 day |
3 day |
R1 |
112-097 |
112-085 |
PP |
112-086 |
112-062 |
S1 |
112-075 |
112-040 |
|