ECBOT 5 Year T-Note Future December 2018
Trading Metrics calculated at close of trading on 17-Oct-2018 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Oct-2018 |
17-Oct-2018 |
Change |
Change % |
Previous Week |
Open |
112-078 |
112-055 |
-0-022 |
-0.1% |
111-305 |
High |
112-082 |
112-087 |
0-005 |
0.0% |
112-120 |
Low |
112-042 |
112-005 |
-0-038 |
-0.1% |
111-265 |
Close |
112-073 |
112-038 |
-0-035 |
-0.1% |
112-102 |
Range |
0-040 |
0-082 |
0-042 |
106.2% |
0-175 |
ATR |
0-070 |
0-071 |
0-001 |
1.3% |
0-000 |
Volume |
786,417 |
727,817 |
-58,600 |
-7.5% |
5,734,459 |
|
Daily Pivots for day following 17-Oct-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
112-291 |
112-247 |
112-083 |
|
R3 |
112-208 |
112-164 |
112-060 |
|
R2 |
112-126 |
112-126 |
112-053 |
|
R1 |
112-082 |
112-082 |
112-045 |
112-062 |
PP |
112-043 |
112-043 |
112-043 |
112-034 |
S1 |
111-319 |
111-319 |
112-030 |
111-300 |
S2 |
111-281 |
111-281 |
112-022 |
|
S3 |
111-198 |
111-237 |
112-015 |
|
S4 |
111-116 |
111-154 |
111-312 |
|
|
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 |
112-005 |
0-115 |
0.3% |
0-066 |
0.2% |
28% |
False |
True |
1,060,253 |
10 |
112-120 |
111-265 |
0-175 |
0.5% |
0-073 |
0.2% |
53% |
False |
False |
1,063,364 |
20 |
112-190 |
111-265 |
0-245 |
0.7% |
0-068 |
0.2% |
38% |
False |
False |
958,860 |
40 |
113-198 |
111-265 |
1-253 |
1.6% |
0-064 |
0.2% |
16% |
False |
False |
931,749 |
60 |
113-198 |
111-265 |
1-253 |
1.6% |
0-062 |
0.2% |
16% |
False |
False |
630,774 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
113-118 |
2.618 |
112-303 |
1.618 |
112-221 |
1.000 |
112-170 |
0.618 |
112-138 |
HIGH |
112-087 |
0.618 |
112-056 |
0.500 |
112-046 |
0.382 |
112-037 |
LOW |
112-005 |
0.618 |
111-274 |
1.000 |
111-242 |
1.618 |
111-192 |
2.618 |
111-109 |
4.250 |
110-294 |
|
|
Fisher Pivots for day following 17-Oct-2018 |
Pivot |
1 day |
3 day |
R1 |
112-046 |
112-055 |
PP |
112-043 |
112-049 |
S1 |
112-040 |
112-043 |
|