ECBOT 5 Year T-Note Future December 2018
Trading Metrics calculated at close of trading on 01-Nov-2018 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
31-Oct-2018 |
01-Nov-2018 |
Change |
Change % |
Previous Week |
Open |
112-165 |
112-135 |
-0-030 |
-0.1% |
112-025 |
High |
112-170 |
112-167 |
-0-003 |
0.0% |
112-280 |
Low |
112-105 |
112-113 |
0-008 |
0.0% |
112-010 |
Close |
112-122 |
112-155 |
0-033 |
0.1% |
112-242 |
Range |
0-065 |
0-055 |
-0-010 |
-15.5% |
0-270 |
ATR |
0-083 |
0-081 |
-0-002 |
-2.4% |
0-000 |
Volume |
1,088,198 |
937,235 |
-150,963 |
-13.9% |
6,389,175 |
|
Daily Pivots for day following 01-Nov-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
112-310 |
112-287 |
112-185 |
|
R3 |
112-255 |
112-232 |
112-170 |
|
R2 |
112-200 |
112-200 |
112-165 |
|
R1 |
112-177 |
112-177 |
112-160 |
112-189 |
PP |
112-145 |
112-145 |
112-145 |
112-151 |
S1 |
112-123 |
112-123 |
112-150 |
112-134 |
S2 |
112-090 |
112-090 |
112-145 |
|
S3 |
112-035 |
112-068 |
112-140 |
|
S4 |
111-300 |
112-013 |
112-125 |
|
|
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% |
0-077 |
0.2% |
29% |
False |
False |
1,162,721 |
10 |
112-280 |
112-010 |
0-270 |
0.8% |
0-083 |
0.2% |
54% |
False |
False |
1,155,519 |
20 |
112-280 |
111-265 |
1-015 |
0.9% |
0-079 |
0.2% |
63% |
False |
False |
1,093,733 |
40 |
113-127 |
111-265 |
1-182 |
1.4% |
0-073 |
0.2% |
42% |
False |
False |
979,075 |
60 |
113-198 |
111-265 |
1-253 |
1.6% |
0-068 |
0.2% |
37% |
False |
False |
840,020 |
80 |
113-198 |
111-265 |
1-253 |
1.6% |
0-063 |
0.2% |
37% |
False |
False |
631,824 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
113-081 |
2.618 |
112-311 |
1.618 |
112-256 |
1.000 |
112-222 |
0.618 |
112-201 |
HIGH |
112-167 |
0.618 |
112-146 |
0.500 |
112-140 |
0.382 |
112-134 |
LOW |
112-113 |
0.618 |
112-079 |
1.000 |
112-058 |
1.618 |
112-024 |
2.618 |
111-289 |
4.250 |
111-199 |
|
|
Fisher Pivots for day following 01-Nov-2018 |
Pivot |
1 day |
3 day |
R1 |
112-150 |
112-166 |
PP |
112-145 |
112-162 |
S1 |
112-140 |
112-159 |
|