ECBOT 5 Year T-Note Future December 2018
| Trading Metrics calculated at close of trading on 16-Oct-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Oct-2018 |
16-Oct-2018 |
Change |
Change % |
Previous Week |
| Open |
112-073 |
112-078 |
0-005 |
0.0% |
111-305 |
| High |
112-105 |
112-082 |
-0-022 |
-0.1% |
112-120 |
| Low |
112-065 |
112-042 |
-0-022 |
-0.1% |
111-265 |
| Close |
112-067 |
112-073 |
0-005 |
0.0% |
112-102 |
| Range |
0-040 |
0-040 |
0-000 |
0.0% |
0-175 |
| ATR |
0-072 |
0-070 |
-0-002 |
-3.2% |
0-000 |
| Volume |
703,755 |
786,417 |
82,662 |
11.7% |
5,734,459 |
|
| Daily Pivots for day following 16-Oct-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
112-186 |
112-169 |
112-095 |
|
| R3 |
112-146 |
112-129 |
112-084 |
|
| R2 |
112-106 |
112-106 |
112-080 |
|
| R1 |
112-089 |
112-089 |
112-076 |
112-078 |
| PP |
112-066 |
112-066 |
112-066 |
112-060 |
| S1 |
112-049 |
112-049 |
112-069 |
112-038 |
| S2 |
112-026 |
112-026 |
112-065 |
|
| S3 |
111-306 |
112-009 |
112-062 |
|
| S4 |
111-266 |
111-289 |
112-051 |
|
|
| 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% |
0-075 |
0.2% |
70% |
False |
False |
1,183,118 |
| 10 |
112-178 |
111-265 |
0-233 |
0.6% |
0-081 |
0.2% |
55% |
False |
False |
1,132,069 |
| 20 |
112-190 |
111-265 |
0-245 |
0.7% |
0-067 |
0.2% |
52% |
False |
False |
967,042 |
| 40 |
113-198 |
111-265 |
1-253 |
1.6% |
0-063 |
0.2% |
22% |
False |
False |
915,509 |
| 60 |
113-198 |
111-265 |
1-253 |
1.6% |
0-061 |
0.2% |
22% |
False |
False |
618,643 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
112-252 |
|
2.618 |
112-187 |
|
1.618 |
112-147 |
|
1.000 |
112-122 |
|
0.618 |
112-107 |
|
HIGH |
112-082 |
|
0.618 |
112-067 |
|
0.500 |
112-062 |
|
0.382 |
112-058 |
|
LOW |
112-042 |
|
0.618 |
112-018 |
|
1.000 |
112-002 |
|
1.618 |
111-298 |
|
2.618 |
111-258 |
|
4.250 |
111-192 |
|
|
| Fisher Pivots for day following 16-Oct-2018 |
| Pivot |
1 day |
3 day |
| R1 |
112-069 |
112-079 |
| PP |
112-066 |
112-077 |
| S1 |
112-062 |
112-075 |
|