ECBOT 5 Year T-Note Future December 2018
Trading Metrics calculated at close of trading on 19-Oct-2018 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Oct-2018 |
19-Oct-2018 |
Change |
Change % |
Previous Week |
Open |
112-007 |
112-053 |
0-045 |
0.1% |
112-073 |
High |
112-090 |
112-070 |
-0-020 |
-0.1% |
112-105 |
Low |
111-307 |
112-013 |
0-025 |
0.1% |
111-307 |
Close |
112-062 |
112-020 |
-0-042 |
-0.1% |
112-020 |
Range |
0-103 |
0-058 |
-0-045 |
-43.9% |
0-118 |
ATR |
0-073 |
0-072 |
-0-001 |
-1.5% |
0-000 |
Volume |
1,143,002 |
993,355 |
-149,647 |
-13.1% |
4,354,346 |
|
Daily Pivots for day following 19-Oct-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
112-207 |
112-171 |
112-052 |
|
R3 |
112-149 |
112-113 |
112-036 |
|
R2 |
112-092 |
112-092 |
112-031 |
|
R1 |
112-056 |
112-056 |
112-025 |
112-045 |
PP |
112-034 |
112-034 |
112-034 |
112-029 |
S1 |
111-318 |
111-318 |
112-015 |
111-308 |
S2 |
111-297 |
111-297 |
112-009 |
|
S3 |
111-239 |
111-261 |
112-004 |
|
S4 |
111-182 |
111-203 |
111-308 |
|
|
Weekly Pivots for week ending 19-Oct-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
113-070 |
113-003 |
112-085 |
|
R3 |
112-273 |
112-205 |
112-052 |
|
R2 |
112-155 |
112-155 |
112-042 |
|
R1 |
112-087 |
112-087 |
112-031 |
112-062 |
PP |
112-037 |
112-037 |
112-037 |
112-025 |
S1 |
111-290 |
111-290 |
112-009 |
111-265 |
S2 |
111-240 |
111-240 |
111-318 |
|
S3 |
111-122 |
111-172 |
111-308 |
|
S4 |
111-005 |
111-055 |
111-275 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
112-105 |
111-307 |
0-118 |
0.3% |
0-065 |
0.2% |
28% |
False |
False |
870,869 |
10 |
112-120 |
111-265 |
0-175 |
0.5% |
0-074 |
0.2% |
43% |
False |
False |
1,008,880 |
20 |
112-190 |
111-265 |
0-245 |
0.7% |
0-071 |
0.2% |
31% |
False |
False |
996,428 |
40 |
113-167 |
111-265 |
1-222 |
1.5% |
0-066 |
0.2% |
14% |
False |
False |
956,261 |
60 |
113-198 |
111-265 |
1-253 |
1.6% |
0-063 |
0.2% |
13% |
False |
False |
666,341 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
112-314 |
2.618 |
112-221 |
1.618 |
112-163 |
1.000 |
112-128 |
0.618 |
112-106 |
HIGH |
112-070 |
0.618 |
112-048 |
0.500 |
112-041 |
0.382 |
112-034 |
LOW |
112-013 |
0.618 |
111-297 |
1.000 |
111-275 |
1.618 |
111-239 |
2.618 |
111-182 |
4.250 |
111-088 |
|
|
Fisher Pivots for day following 19-Oct-2018 |
Pivot |
1 day |
3 day |
R1 |
112-041 |
112-039 |
PP |
112-034 |
112-033 |
S1 |
112-027 |
112-026 |
|