ECBOT 5 Year T-Note Future December 2018
| Trading Metrics calculated at close of trading on 15-Oct-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Oct-2018 |
15-Oct-2018 |
Change |
Change % |
Previous Week |
| Open |
112-078 |
112-073 |
-0-005 |
0.0% |
111-305 |
| High |
112-120 |
112-105 |
-0-015 |
0.0% |
112-120 |
| Low |
112-038 |
112-065 |
0-027 |
0.1% |
111-265 |
| Close |
112-102 |
112-067 |
-0-035 |
-0.1% |
112-102 |
| Range |
0-082 |
0-040 |
-0-042 |
-51.5% |
0-175 |
| ATR |
0-075 |
0-072 |
-0-002 |
-3.3% |
0-000 |
| Volume |
1,053,303 |
703,755 |
-349,548 |
-33.2% |
5,734,459 |
|
| Daily Pivots for day following 15-Oct-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
112-199 |
112-173 |
112-089 |
|
| R3 |
112-159 |
112-133 |
112-078 |
|
| R2 |
112-119 |
112-119 |
112-075 |
|
| R1 |
112-093 |
112-093 |
112-071 |
112-086 |
| PP |
112-079 |
112-079 |
112-079 |
112-076 |
| S1 |
112-053 |
112-053 |
112-064 |
112-046 |
| S2 |
112-039 |
112-039 |
112-060 |
|
| S3 |
111-319 |
112-013 |
112-056 |
|
| S4 |
111-279 |
111-293 |
112-045 |
|
|
| 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 |
111-282 |
0-158 |
0.4% |
0-076 |
0.2% |
67% |
False |
False |
1,232,955 |
| 10 |
112-190 |
111-265 |
0-245 |
0.7% |
0-082 |
0.2% |
50% |
False |
False |
1,141,766 |
| 20 |
112-240 |
111-265 |
0-295 |
0.8% |
0-070 |
0.2% |
42% |
False |
False |
967,526 |
| 40 |
113-198 |
111-265 |
1-253 |
1.6% |
0-064 |
0.2% |
21% |
False |
False |
897,542 |
| 60 |
113-198 |
111-265 |
1-253 |
1.6% |
0-062 |
0.2% |
21% |
False |
False |
605,539 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
112-275 |
|
2.618 |
112-210 |
|
1.618 |
112-170 |
|
1.000 |
112-145 |
|
0.618 |
112-130 |
|
HIGH |
112-105 |
|
0.618 |
112-090 |
|
0.500 |
112-085 |
|
0.382 |
112-080 |
|
LOW |
112-065 |
|
0.618 |
112-040 |
|
1.000 |
112-025 |
|
1.618 |
112-000 |
|
2.618 |
111-280 |
|
4.250 |
111-215 |
|
|
| Fisher Pivots for day following 15-Oct-2018 |
| Pivot |
1 day |
3 day |
| R1 |
112-085 |
112-076 |
| PP |
112-079 |
112-073 |
| S1 |
112-073 |
112-070 |
|