ECBOT 5 Year T-Note Future December 2018
| Trading Metrics calculated at close of trading on 31-Oct-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Oct-2018 |
31-Oct-2018 |
Change |
Change % |
Previous Week |
| Open |
112-220 |
112-165 |
-0-055 |
-0.2% |
112-025 |
| High |
112-227 |
112-170 |
-0-057 |
-0.2% |
112-280 |
| Low |
112-167 |
112-105 |
-0-062 |
-0.2% |
112-010 |
| Close |
112-193 |
112-122 |
-0-070 |
-0.2% |
112-242 |
| Range |
0-060 |
0-065 |
0-005 |
8.4% |
0-270 |
| ATR |
0-082 |
0-083 |
0-000 |
0.5% |
0-000 |
| Volume |
1,008,989 |
1,088,198 |
79,209 |
7.9% |
6,389,175 |
|
| Daily Pivots for day following 31-Oct-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
113-008 |
112-290 |
112-158 |
|
| R3 |
112-263 |
112-225 |
112-140 |
|
| R2 |
112-198 |
112-198 |
112-134 |
|
| R1 |
112-160 |
112-160 |
112-128 |
112-146 |
| PP |
112-133 |
112-133 |
112-133 |
112-126 |
| S1 |
112-095 |
112-095 |
112-117 |
112-081 |
| S2 |
112-067 |
112-067 |
112-111 |
|
| S3 |
112-002 |
112-030 |
112-105 |
|
| S4 |
111-257 |
111-285 |
112-087 |
|
|
| 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 |
112-105 |
0-175 |
0.5% |
0-083 |
0.2% |
10% |
False |
True |
1,190,085 |
| 10 |
112-280 |
111-307 |
0-293 |
0.8% |
0-088 |
0.2% |
46% |
False |
False |
1,176,095 |
| 20 |
112-280 |
111-265 |
1-015 |
0.9% |
0-080 |
0.2% |
53% |
False |
False |
1,119,730 |
| 40 |
113-127 |
111-265 |
1-182 |
1.4% |
0-073 |
0.2% |
35% |
False |
False |
975,256 |
| 60 |
113-198 |
111-265 |
1-253 |
1.6% |
0-068 |
0.2% |
31% |
False |
False |
824,796 |
| 80 |
113-198 |
111-265 |
1-253 |
1.6% |
0-062 |
0.2% |
31% |
False |
False |
620,109 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
113-126 |
|
2.618 |
113-020 |
|
1.618 |
112-275 |
|
1.000 |
112-235 |
|
0.618 |
112-210 |
|
HIGH |
112-170 |
|
0.618 |
112-145 |
|
0.500 |
112-138 |
|
0.382 |
112-130 |
|
LOW |
112-105 |
|
0.618 |
112-065 |
|
1.000 |
112-040 |
|
1.618 |
112-000 |
|
2.618 |
111-255 |
|
4.250 |
111-149 |
|
|
| Fisher Pivots for day following 31-Oct-2018 |
| Pivot |
1 day |
3 day |
| R1 |
112-138 |
112-186 |
| PP |
112-133 |
112-165 |
| S1 |
112-127 |
112-144 |
|