ECBOT 5 Year T-Note Future December 2018
Trading Metrics calculated at close of trading on 06-Nov-2018 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Nov-2018 |
06-Nov-2018 |
Change |
Change % |
Previous Week |
Open |
112-055 |
112-060 |
0-005 |
0.0% |
112-245 |
High |
112-087 |
112-080 |
-0-007 |
0.0% |
112-267 |
Low |
112-053 |
112-013 |
-0-040 |
-0.1% |
112-038 |
Close |
112-065 |
112-030 |
-0-035 |
-0.1% |
112-050 |
Range |
0-035 |
0-067 |
0-033 |
93.0% |
0-230 |
ATR |
0-081 |
0-080 |
-0-001 |
-1.2% |
0-000 |
Volume |
674,417 |
726,972 |
52,555 |
7.8% |
5,453,247 |
|
Daily Pivots for day following 06-Nov-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
112-243 |
112-204 |
112-067 |
|
R3 |
112-176 |
112-137 |
112-049 |
|
R2 |
112-108 |
112-108 |
112-042 |
|
R1 |
112-069 |
112-069 |
112-036 |
112-055 |
PP |
112-041 |
112-041 |
112-041 |
112-034 |
S1 |
112-002 |
112-002 |
112-024 |
111-308 |
S2 |
111-293 |
111-293 |
112-018 |
|
S3 |
111-226 |
111-254 |
112-011 |
|
S4 |
111-158 |
111-187 |
111-313 |
|
|
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 |
112-175 |
112-013 |
0-162 |
0.5% |
0-072 |
0.2% |
11% |
False |
True |
941,481 |
10 |
112-280 |
112-013 |
0-267 |
0.7% |
0-084 |
0.2% |
7% |
False |
True |
1,114,976 |
20 |
112-280 |
111-282 |
0-318 |
0.9% |
0-081 |
0.2% |
21% |
False |
False |
1,101,178 |
40 |
112-285 |
111-265 |
1-020 |
0.9% |
0-072 |
0.2% |
25% |
False |
False |
985,837 |
60 |
113-198 |
111-265 |
1-253 |
1.6% |
0-069 |
0.2% |
15% |
False |
False |
882,381 |
80 |
113-198 |
111-265 |
1-253 |
1.6% |
0-065 |
0.2% |
15% |
False |
False |
665,346 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
113-047 |
2.618 |
112-257 |
1.618 |
112-189 |
1.000 |
112-147 |
0.618 |
112-122 |
HIGH |
112-080 |
0.618 |
112-054 |
0.500 |
112-046 |
0.382 |
112-038 |
LOW |
112-013 |
0.618 |
111-291 |
1.000 |
111-265 |
1.618 |
111-223 |
2.618 |
111-156 |
4.250 |
111-046 |
|
|
Fisher Pivots for day following 06-Nov-2018 |
Pivot |
1 day |
3 day |
R1 |
112-046 |
112-094 |
PP |
112-041 |
112-073 |
S1 |
112-035 |
112-051 |
|