ECBOT 5 Year T-Note Future December 2018
Trading Metrics calculated at close of trading on 22-Oct-2018 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Oct-2018 |
22-Oct-2018 |
Change |
Change % |
Previous Week |
Open |
112-053 |
112-025 |
-0-028 |
-0.1% |
112-073 |
High |
112-070 |
112-050 |
-0-020 |
-0.1% |
112-105 |
Low |
112-013 |
112-010 |
-0-002 |
0.0% |
111-307 |
Close |
112-020 |
112-027 |
0-007 |
0.0% |
112-020 |
Range |
0-058 |
0-040 |
-0-018 |
-30.4% |
0-118 |
ATR |
0-072 |
0-070 |
-0-002 |
-3.2% |
0-000 |
Volume |
993,355 |
659,772 |
-333,583 |
-33.6% |
4,354,346 |
|
Daily Pivots for day following 22-Oct-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
112-149 |
112-128 |
112-049 |
|
R3 |
112-109 |
112-088 |
112-038 |
|
R2 |
112-069 |
112-069 |
112-035 |
|
R1 |
112-048 |
112-048 |
112-031 |
112-059 |
PP |
112-029 |
112-029 |
112-029 |
112-034 |
S1 |
112-008 |
112-008 |
112-024 |
112-019 |
S2 |
111-309 |
111-309 |
112-020 |
|
S3 |
111-269 |
111-288 |
112-016 |
|
S4 |
111-229 |
111-248 |
112-005 |
|
|
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 |
112-090 |
111-307 |
0-103 |
0.3% |
0-065 |
0.2% |
39% |
False |
False |
862,072 |
10 |
112-120 |
111-282 |
0-158 |
0.4% |
0-071 |
0.2% |
41% |
False |
False |
1,047,514 |
20 |
112-190 |
111-265 |
0-245 |
0.7% |
0-071 |
0.2% |
34% |
False |
False |
995,858 |
40 |
113-167 |
111-265 |
1-222 |
1.5% |
0-066 |
0.2% |
15% |
False |
False |
957,510 |
60 |
113-198 |
111-265 |
1-253 |
1.6% |
0-063 |
0.2% |
14% |
False |
False |
677,276 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
112-220 |
2.618 |
112-155 |
1.618 |
112-115 |
1.000 |
112-090 |
0.618 |
112-075 |
HIGH |
112-050 |
0.618 |
112-035 |
0.500 |
112-030 |
0.382 |
112-025 |
LOW |
112-010 |
0.618 |
111-305 |
1.000 |
111-290 |
1.618 |
111-265 |
2.618 |
111-225 |
4.250 |
111-160 |
|
|
Fisher Pivots for day following 22-Oct-2018 |
Pivot |
1 day |
3 day |
R1 |
112-030 |
112-039 |
PP |
112-029 |
112-035 |
S1 |
112-028 |
112-031 |
|