ECBOT 5 Year T-Note Future December 2018
Trading Metrics calculated at close of trading on 25-Oct-2018 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Oct-2018 |
25-Oct-2018 |
Change |
Change % |
Previous Week |
Open |
112-085 |
112-187 |
0-102 |
0.3% |
112-073 |
High |
112-207 |
112-205 |
-0-002 |
0.0% |
112-105 |
Low |
112-075 |
112-120 |
0-045 |
0.1% |
111-307 |
Close |
112-155 |
112-135 |
-0-020 |
-0.1% |
112-020 |
Range |
0-132 |
0-085 |
-0-047 |
-35.8% |
0-118 |
ATR |
0-078 |
0-079 |
0-000 |
0.6% |
0-000 |
Volume |
1,580,126 |
1,074,052 |
-506,074 |
-32.0% |
4,354,346 |
|
Daily Pivots for day following 25-Oct-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
113-088 |
113-037 |
112-182 |
|
R3 |
113-003 |
112-272 |
112-158 |
|
R2 |
112-238 |
112-238 |
112-151 |
|
R1 |
112-187 |
112-187 |
112-143 |
112-170 |
PP |
112-153 |
112-153 |
112-153 |
112-145 |
S1 |
112-102 |
112-102 |
112-127 |
112-085 |
S2 |
112-068 |
112-068 |
112-119 |
|
S3 |
111-303 |
112-017 |
112-112 |
|
S4 |
111-218 |
111-252 |
112-088 |
|
|
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 |
112-010 |
0-197 |
0.5% |
0-089 |
0.2% |
63% |
False |
False |
1,148,316 |
10 |
112-207 |
111-307 |
0-220 |
0.6% |
0-079 |
0.2% |
67% |
False |
False |
1,015,587 |
20 |
112-207 |
111-265 |
0-262 |
0.7% |
0-079 |
0.2% |
72% |
False |
False |
1,073,010 |
40 |
113-138 |
111-265 |
1-193 |
1.4% |
0-070 |
0.2% |
37% |
False |
False |
948,752 |
60 |
113-198 |
111-265 |
1-253 |
1.6% |
0-066 |
0.2% |
33% |
False |
False |
745,135 |
80 |
113-198 |
111-265 |
1-253 |
1.6% |
0-059 |
0.2% |
33% |
False |
False |
559,154 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
113-246 |
2.618 |
113-108 |
1.618 |
113-023 |
1.000 |
112-290 |
0.618 |
112-258 |
HIGH |
112-205 |
0.618 |
112-173 |
0.500 |
112-162 |
0.382 |
112-152 |
LOW |
112-120 |
0.618 |
112-067 |
1.000 |
112-035 |
1.618 |
111-302 |
2.618 |
111-217 |
4.250 |
111-079 |
|
|
Fisher Pivots for day following 25-Oct-2018 |
Pivot |
1 day |
3 day |
R1 |
112-162 |
112-128 |
PP |
112-153 |
112-122 |
S1 |
112-144 |
112-115 |
|