ECBOT 5 Year T-Note Future December 2018
| Trading Metrics calculated at close of trading on 12-Oct-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Oct-2018 |
12-Oct-2018 |
Change |
Change % |
Previous Week |
| Open |
112-093 |
112-078 |
-0-015 |
0.0% |
111-305 |
| High |
112-118 |
112-120 |
0-002 |
0.0% |
112-120 |
| Low |
112-033 |
112-038 |
0-005 |
0.0% |
111-265 |
| Close |
112-107 |
112-102 |
-0-005 |
0.0% |
112-102 |
| Range |
0-085 |
0-082 |
-0-002 |
-2.9% |
0-175 |
| ATR |
0-074 |
0-075 |
0-001 |
0.8% |
0-000 |
| Volume |
2,029,973 |
1,053,303 |
-976,670 |
-48.1% |
5,734,459 |
|
| Daily Pivots for day following 12-Oct-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
113-014 |
112-301 |
112-148 |
|
| R3 |
112-252 |
112-218 |
112-125 |
|
| R2 |
112-169 |
112-169 |
112-118 |
|
| R1 |
112-136 |
112-136 |
112-110 |
112-152 |
| PP |
112-087 |
112-087 |
112-087 |
112-095 |
| S1 |
112-053 |
112-053 |
112-095 |
112-070 |
| S2 |
112-004 |
112-004 |
112-087 |
|
| S3 |
111-242 |
111-291 |
112-080 |
|
| S4 |
111-159 |
111-208 |
112-057 |
|
|
| Weekly Pivots for week ending 12-Oct-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
113-261 |
113-197 |
112-199 |
|
| R3 |
113-086 |
113-022 |
112-151 |
|
| R2 |
112-231 |
112-231 |
112-135 |
|
| R1 |
112-167 |
112-167 |
112-119 |
112-199 |
| PP |
112-056 |
112-056 |
112-056 |
112-072 |
| S1 |
111-312 |
111-312 |
112-086 |
112-024 |
| S2 |
111-201 |
111-201 |
112-070 |
|
| S3 |
111-026 |
111-137 |
112-054 |
|
| S4 |
110-171 |
110-282 |
112-006 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
112-120 |
111-265 |
0-175 |
0.5% |
0-084 |
0.2% |
90% |
True |
False |
1,146,891 |
| 10 |
112-190 |
111-265 |
0-245 |
0.7% |
0-083 |
0.2% |
64% |
False |
False |
1,137,789 |
| 20 |
112-240 |
111-265 |
0-295 |
0.8% |
0-070 |
0.2% |
53% |
False |
False |
966,775 |
| 40 |
113-198 |
111-265 |
1-253 |
1.6% |
0-064 |
0.2% |
28% |
False |
False |
880,934 |
| 60 |
113-198 |
111-265 |
1-253 |
1.6% |
0-062 |
0.2% |
28% |
False |
False |
593,811 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
113-151 |
|
2.618 |
113-016 |
|
1.618 |
112-253 |
|
1.000 |
112-202 |
|
0.618 |
112-171 |
|
HIGH |
112-120 |
|
0.618 |
112-088 |
|
0.500 |
112-079 |
|
0.382 |
112-069 |
|
LOW |
112-038 |
|
0.618 |
111-307 |
|
1.000 |
111-275 |
|
1.618 |
111-224 |
|
2.618 |
111-142 |
|
4.250 |
111-007 |
|
|
| Fisher Pivots for day following 12-Oct-2018 |
| Pivot |
1 day |
3 day |
| R1 |
112-095 |
112-082 |
| PP |
112-087 |
112-062 |
| S1 |
112-079 |
112-041 |
|