ECBOT 5 Year T-Note Future December 2018
Trading Metrics calculated at close of trading on 30-Oct-2018 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Oct-2018 |
30-Oct-2018 |
Change |
Change % |
Previous Week |
Open |
112-245 |
112-220 |
-0-025 |
-0.1% |
112-025 |
High |
112-267 |
112-227 |
-0-040 |
-0.1% |
112-280 |
Low |
112-178 |
112-167 |
-0-010 |
0.0% |
112-010 |
Close |
112-225 |
112-193 |
-0-032 |
-0.1% |
112-242 |
Range |
0-090 |
0-060 |
-0-030 |
-33.3% |
0-270 |
ATR |
0-084 |
0-082 |
-0-002 |
-2.0% |
0-000 |
Volume |
1,138,238 |
1,008,989 |
-129,249 |
-11.4% |
6,389,175 |
|
Daily Pivots for day following 30-Oct-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
113-056 |
113-024 |
112-226 |
|
R3 |
112-316 |
112-284 |
112-209 |
|
R2 |
112-256 |
112-256 |
112-204 |
|
R1 |
112-224 |
112-224 |
112-198 |
112-210 |
PP |
112-196 |
112-196 |
112-196 |
112-189 |
S1 |
112-164 |
112-164 |
112-187 |
112-150 |
S2 |
112-136 |
112-136 |
112-182 |
|
S3 |
112-076 |
112-104 |
112-176 |
|
S4 |
112-016 |
112-044 |
112-160 |
|
|
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 |
112-075 |
0-205 |
0.6% |
0-096 |
0.3% |
57% |
False |
False |
1,288,470 |
10 |
112-280 |
111-307 |
0-293 |
0.8% |
0-090 |
0.2% |
70% |
False |
False |
1,140,057 |
20 |
112-280 |
111-265 |
1-015 |
0.9% |
0-085 |
0.2% |
74% |
False |
False |
1,136,063 |
40 |
113-127 |
111-265 |
1-182 |
1.4% |
0-072 |
0.2% |
49% |
False |
False |
967,970 |
60 |
113-198 |
111-265 |
1-253 |
1.6% |
0-068 |
0.2% |
43% |
False |
False |
806,913 |
80 |
113-198 |
111-265 |
1-253 |
1.6% |
0-061 |
0.2% |
43% |
False |
False |
606,506 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
113-162 |
2.618 |
113-065 |
1.618 |
113-005 |
1.000 |
112-287 |
0.618 |
112-265 |
HIGH |
112-227 |
0.618 |
112-205 |
0.500 |
112-197 |
0.382 |
112-190 |
LOW |
112-167 |
0.618 |
112-130 |
1.000 |
112-107 |
1.618 |
112-070 |
2.618 |
112-010 |
4.250 |
111-232 |
|
|
Fisher Pivots for day following 30-Oct-2018 |
Pivot |
1 day |
3 day |
R1 |
112-197 |
112-222 |
PP |
112-196 |
112-213 |
S1 |
112-194 |
112-203 |
|