ECBOT 5 Year T-Note Future December 2018
| Trading Metrics calculated at close of trading on 29-Oct-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Oct-2018 |
29-Oct-2018 |
Change |
Change % |
Previous Week |
| Open |
112-165 |
112-245 |
0-080 |
0.2% |
112-025 |
| High |
112-280 |
112-267 |
-0-013 |
0.0% |
112-280 |
| Low |
112-165 |
112-178 |
0-013 |
0.0% |
112-010 |
| Close |
112-242 |
112-225 |
-0-018 |
0.0% |
112-242 |
| Range |
0-115 |
0-090 |
-0-025 |
-21.8% |
0-270 |
| ATR |
0-083 |
0-084 |
0-000 |
0.6% |
0-000 |
| Volume |
1,640,949 |
1,138,238 |
-502,711 |
-30.6% |
6,389,175 |
|
| Daily Pivots for day following 29-Oct-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
113-173 |
113-129 |
112-274 |
|
| R3 |
113-083 |
113-039 |
112-250 |
|
| R2 |
112-313 |
112-313 |
112-241 |
|
| R1 |
112-269 |
112-269 |
112-233 |
112-246 |
| PP |
112-223 |
112-223 |
112-223 |
112-212 |
| S1 |
112-179 |
112-179 |
112-217 |
112-156 |
| S2 |
112-133 |
112-133 |
112-208 |
|
| S3 |
112-043 |
112-089 |
112-200 |
|
| S4 |
111-273 |
111-319 |
112-176 |
|
|
| Weekly Pivots for week ending 26-Oct-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
115-027 |
114-245 |
113-071 |
|
| R3 |
114-077 |
113-295 |
112-317 |
|
| R2 |
113-127 |
113-127 |
112-292 |
|
| R1 |
113-025 |
113-025 |
112-267 |
113-076 |
| PP |
112-178 |
112-178 |
112-178 |
112-203 |
| S1 |
112-075 |
112-075 |
112-218 |
112-126 |
| S2 |
111-228 |
111-228 |
112-193 |
|
| S3 |
110-278 |
111-125 |
112-168 |
|
| S4 |
110-008 |
110-175 |
112-094 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
112-280 |
112-022 |
0-258 |
0.7% |
0-110 |
0.3% |
79% |
False |
False |
1,373,528 |
| 10 |
112-280 |
111-307 |
0-293 |
0.8% |
0-088 |
0.2% |
81% |
False |
False |
1,117,800 |
| 20 |
112-280 |
111-265 |
1-015 |
0.9% |
0-085 |
0.2% |
84% |
False |
False |
1,129,783 |
| 40 |
113-135 |
111-265 |
1-190 |
1.4% |
0-072 |
0.2% |
55% |
False |
False |
964,612 |
| 60 |
113-198 |
111-265 |
1-253 |
1.6% |
0-068 |
0.2% |
49% |
False |
False |
790,594 |
| 80 |
113-198 |
111-265 |
1-253 |
1.6% |
0-061 |
0.2% |
49% |
False |
False |
593,894 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
114-010 |
|
2.618 |
113-183 |
|
1.618 |
113-093 |
|
1.000 |
113-037 |
|
0.618 |
113-003 |
|
HIGH |
112-267 |
|
0.618 |
112-233 |
|
0.500 |
112-222 |
|
0.382 |
112-212 |
|
LOW |
112-178 |
|
0.618 |
112-122 |
|
1.000 |
112-088 |
|
1.618 |
112-032 |
|
2.618 |
111-262 |
|
4.250 |
111-115 |
|
|
| Fisher Pivots for day following 29-Oct-2018 |
| Pivot |
1 day |
3 day |
| R1 |
112-224 |
112-217 |
| PP |
112-223 |
112-208 |
| S1 |
112-222 |
112-200 |
|