ECBOT 5 Year T-Note Future December 2018
Trading Metrics calculated at close of trading on 24-Oct-2018 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Oct-2018 |
24-Oct-2018 |
Change |
Change % |
Previous Week |
Open |
112-022 |
112-085 |
0-062 |
0.2% |
112-073 |
High |
112-153 |
112-207 |
0-055 |
0.2% |
112-105 |
Low |
112-022 |
112-075 |
0-053 |
0.1% |
111-307 |
Close |
112-085 |
112-155 |
0-070 |
0.2% |
112-020 |
Range |
0-130 |
0-132 |
0-002 |
1.9% |
0-118 |
ATR |
0-074 |
0-078 |
0-004 |
5.6% |
0-000 |
Volume |
1,434,276 |
1,580,126 |
145,850 |
10.2% |
4,354,346 |
|
Daily Pivots for day following 24-Oct-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
113-223 |
113-162 |
112-228 |
|
R3 |
113-091 |
113-029 |
112-191 |
|
R2 |
112-278 |
112-278 |
112-179 |
|
R1 |
112-217 |
112-217 |
112-167 |
112-247 |
PP |
112-146 |
112-146 |
112-146 |
112-161 |
S1 |
112-084 |
112-084 |
112-143 |
112-115 |
S2 |
112-013 |
112-013 |
112-131 |
|
S3 |
111-201 |
111-272 |
112-119 |
|
S4 |
111-068 |
111-139 |
112-082 |
|
|
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 |
112-207 |
111-307 |
0-220 |
0.6% |
0-093 |
0.3% |
76% |
True |
False |
1,162,106 |
10 |
112-207 |
111-307 |
0-220 |
0.6% |
0-079 |
0.2% |
76% |
True |
False |
1,111,179 |
20 |
112-207 |
111-265 |
0-262 |
0.7% |
0-079 |
0.2% |
80% |
True |
False |
1,063,153 |
40 |
113-138 |
111-265 |
1-193 |
1.4% |
0-069 |
0.2% |
41% |
False |
False |
953,950 |
60 |
113-198 |
111-265 |
1-253 |
1.6% |
0-066 |
0.2% |
37% |
False |
False |
727,450 |
80 |
113-198 |
111-265 |
1-253 |
1.6% |
0-058 |
0.2% |
37% |
False |
False |
545,728 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
114-131 |
2.618 |
113-234 |
1.618 |
113-102 |
1.000 |
113-020 |
0.618 |
112-289 |
HIGH |
112-207 |
0.618 |
112-157 |
0.500 |
112-141 |
0.382 |
112-126 |
LOW |
112-075 |
0.618 |
111-313 |
1.000 |
111-263 |
1.618 |
111-181 |
2.618 |
111-048 |
4.250 |
110-152 |
|
|
Fisher Pivots for day following 24-Oct-2018 |
Pivot |
1 day |
3 day |
R1 |
112-150 |
112-140 |
PP |
112-146 |
112-124 |
S1 |
112-141 |
112-109 |
|