ECBOT 5 Year T-Note Future December 2018
Trading Metrics calculated at close of trading on 23-Oct-2018 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Oct-2018 |
23-Oct-2018 |
Change |
Change % |
Previous Week |
Open |
112-025 |
112-022 |
-0-002 |
0.0% |
112-073 |
High |
112-050 |
112-153 |
0-102 |
0.3% |
112-105 |
Low |
112-010 |
112-022 |
0-012 |
0.0% |
111-307 |
Close |
112-027 |
112-085 |
0-058 |
0.2% |
112-020 |
Range |
0-040 |
0-130 |
0-090 |
225.0% |
0-118 |
ATR |
0-070 |
0-074 |
0-004 |
6.2% |
0-000 |
Volume |
659,772 |
1,434,276 |
774,504 |
117.4% |
4,354,346 |
|
Daily Pivots for day following 23-Oct-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
113-157 |
113-091 |
112-157 |
|
R3 |
113-027 |
112-281 |
112-121 |
|
R2 |
112-217 |
112-217 |
112-109 |
|
R1 |
112-151 |
112-151 |
112-097 |
112-184 |
PP |
112-087 |
112-087 |
112-087 |
112-103 |
S1 |
112-021 |
112-021 |
112-073 |
112-054 |
S2 |
111-277 |
111-277 |
112-061 |
|
S3 |
111-147 |
111-211 |
112-049 |
|
S4 |
111-017 |
111-081 |
112-013 |
|
|
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 |
112-153 |
111-307 |
0-165 |
0.5% |
0-083 |
0.2% |
59% |
True |
False |
991,644 |
10 |
112-153 |
111-282 |
0-190 |
0.5% |
0-079 |
0.2% |
64% |
True |
False |
1,087,381 |
20 |
112-190 |
111-265 |
0-245 |
0.7% |
0-076 |
0.2% |
57% |
False |
False |
1,027,591 |
40 |
113-138 |
111-265 |
1-193 |
1.4% |
0-067 |
0.2% |
27% |
False |
False |
966,790 |
60 |
113-198 |
111-265 |
1-253 |
1.6% |
0-065 |
0.2% |
24% |
False |
False |
701,178 |
80 |
113-200 |
111-265 |
1-255 |
1.6% |
0-058 |
0.2% |
24% |
False |
False |
525,977 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
114-065 |
2.618 |
113-173 |
1.618 |
113-043 |
1.000 |
112-283 |
0.618 |
112-233 |
HIGH |
112-153 |
0.618 |
112-103 |
0.500 |
112-088 |
0.382 |
112-072 |
LOW |
112-022 |
0.618 |
111-262 |
1.000 |
111-212 |
1.618 |
111-132 |
2.618 |
111-002 |
4.250 |
110-110 |
|
|
Fisher Pivots for day following 23-Oct-2018 |
Pivot |
1 day |
3 day |
R1 |
112-088 |
112-084 |
PP |
112-087 |
112-083 |
S1 |
112-086 |
112-081 |
|