ECBOT 5 Year T-Note Future December 2018
Trading Metrics calculated at close of trading on 05-Nov-2018 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Nov-2018 |
05-Nov-2018 |
Change |
Change % |
Previous Week |
Open |
112-175 |
112-055 |
-0-120 |
-0.3% |
112-245 |
High |
112-175 |
112-087 |
-0-088 |
-0.2% |
112-267 |
Low |
112-038 |
112-053 |
0-015 |
0.0% |
112-038 |
Close |
112-050 |
112-065 |
0-015 |
0.0% |
112-050 |
Range |
0-138 |
0-035 |
-0-103 |
-74.6% |
0-230 |
ATR |
0-085 |
0-081 |
-0-003 |
-4.0% |
0-000 |
Volume |
1,280,587 |
674,417 |
-606,170 |
-47.3% |
5,453,247 |
|
Daily Pivots for day following 05-Nov-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
112-173 |
112-154 |
112-084 |
|
R3 |
112-138 |
112-119 |
112-075 |
|
R2 |
112-103 |
112-103 |
112-071 |
|
R1 |
112-084 |
112-084 |
112-068 |
112-094 |
PP |
112-068 |
112-068 |
112-068 |
112-073 |
S1 |
112-049 |
112-049 |
112-062 |
112-059 |
S2 |
112-033 |
112-033 |
112-059 |
|
S3 |
111-318 |
112-014 |
112-055 |
|
S4 |
111-283 |
111-299 |
112-046 |
|
|
Weekly Pivots for week ending 02-Nov-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
114-168 |
114-019 |
112-177 |
|
R3 |
113-258 |
113-109 |
112-113 |
|
R2 |
113-028 |
113-028 |
112-092 |
|
R1 |
112-199 |
112-199 |
112-071 |
112-159 |
PP |
112-118 |
112-118 |
112-118 |
112-098 |
S1 |
111-289 |
111-289 |
112-029 |
111-249 |
S2 |
111-208 |
111-208 |
112-008 |
|
S3 |
110-298 |
111-059 |
111-307 |
|
S4 |
110-068 |
110-149 |
111-244 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
112-227 |
112-038 |
0-190 |
0.5% |
0-070 |
0.2% |
14% |
False |
False |
997,885 |
10 |
112-280 |
112-022 |
0-258 |
0.7% |
0-090 |
0.3% |
17% |
False |
False |
1,185,706 |
20 |
112-280 |
111-282 |
0-318 |
0.9% |
0-080 |
0.2% |
32% |
False |
False |
1,116,610 |
40 |
112-315 |
111-265 |
1-050 |
1.0% |
0-073 |
0.2% |
32% |
False |
False |
986,587 |
60 |
113-198 |
111-265 |
1-253 |
1.6% |
0-069 |
0.2% |
21% |
False |
False |
871,016 |
80 |
113-198 |
111-265 |
1-253 |
1.6% |
0-065 |
0.2% |
21% |
False |
False |
656,262 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
112-236 |
2.618 |
112-179 |
1.618 |
112-144 |
1.000 |
112-122 |
0.618 |
112-109 |
HIGH |
112-087 |
0.618 |
112-074 |
0.500 |
112-070 |
0.382 |
112-066 |
LOW |
112-053 |
0.618 |
112-031 |
1.000 |
112-018 |
1.618 |
111-316 |
2.618 |
111-281 |
4.250 |
111-224 |
|
|
Fisher Pivots for day following 05-Nov-2018 |
Pivot |
1 day |
3 day |
R1 |
112-070 |
112-106 |
PP |
112-068 |
112-093 |
S1 |
112-067 |
112-079 |
|