ECBOT 5 Year T-Note Future December 2018
Trading Metrics calculated at close of trading on 18-Oct-2018 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Oct-2018 |
18-Oct-2018 |
Change |
Change % |
Previous Week |
Open |
112-055 |
112-007 |
-0-048 |
-0.1% |
111-305 |
High |
112-087 |
112-090 |
0-003 |
0.0% |
112-120 |
Low |
112-005 |
111-307 |
-0-018 |
0.0% |
111-265 |
Close |
112-038 |
112-062 |
0-025 |
0.1% |
112-102 |
Range |
0-082 |
0-103 |
0-020 |
24.3% |
0-175 |
ATR |
0-071 |
0-073 |
0-002 |
3.2% |
0-000 |
Volume |
727,817 |
1,143,002 |
415,185 |
57.0% |
5,734,459 |
|
Daily Pivots for day following 18-Oct-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
113-034 |
112-311 |
112-119 |
|
R3 |
112-252 |
112-208 |
112-091 |
|
R2 |
112-149 |
112-149 |
112-081 |
|
R1 |
112-106 |
112-106 |
112-072 |
112-128 |
PP |
112-047 |
112-047 |
112-047 |
112-058 |
S1 |
112-003 |
112-003 |
112-053 |
112-025 |
S2 |
111-264 |
111-264 |
112-044 |
|
S3 |
111-162 |
111-221 |
112-034 |
|
S4 |
111-059 |
111-118 |
112-006 |
|
|
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 |
111-307 |
0-133 |
0.4% |
0-070 |
0.2% |
57% |
False |
True |
882,858 |
10 |
112-120 |
111-265 |
0-175 |
0.5% |
0-076 |
0.2% |
67% |
False |
False |
1,031,947 |
20 |
112-190 |
111-265 |
0-245 |
0.7% |
0-070 |
0.2% |
48% |
False |
False |
973,946 |
40 |
113-187 |
111-265 |
1-242 |
1.6% |
0-065 |
0.2% |
21% |
False |
False |
952,967 |
60 |
113-198 |
111-265 |
1-253 |
1.6% |
0-062 |
0.2% |
21% |
False |
False |
649,791 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
113-206 |
2.618 |
113-038 |
1.618 |
112-256 |
1.000 |
112-193 |
0.618 |
112-153 |
HIGH |
112-090 |
0.618 |
112-051 |
0.500 |
112-039 |
0.382 |
112-027 |
LOW |
111-307 |
0.618 |
111-244 |
1.000 |
111-205 |
1.618 |
111-142 |
2.618 |
111-039 |
4.250 |
110-192 |
|
|
Fisher Pivots for day following 18-Oct-2018 |
Pivot |
1 day |
3 day |
R1 |
112-055 |
112-055 |
PP |
112-047 |
112-047 |
S1 |
112-039 |
112-039 |
|