ECBOT 5 Year T-Note Future December 2018
Trading Metrics calculated at close of trading on 08-Nov-2018 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Nov-2018 |
08-Nov-2018 |
Change |
Change % |
Previous Week |
Open |
112-018 |
111-295 |
-0-042 |
-0.1% |
112-245 |
High |
112-073 |
112-013 |
-0-060 |
-0.2% |
112-267 |
Low |
111-290 |
111-278 |
-0-013 |
0.0% |
112-038 |
Close |
112-013 |
111-290 |
-0-042 |
-0.1% |
112-050 |
Range |
0-102 |
0-055 |
-0-047 |
-46.3% |
0-230 |
ATR |
0-082 |
0-080 |
-0-002 |
-2.3% |
0-000 |
Volume |
1,194,070 |
850,359 |
-343,711 |
-28.8% |
5,453,247 |
|
Daily Pivots for day following 08-Nov-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
112-145 |
112-113 |
112-000 |
|
R3 |
112-090 |
112-058 |
111-305 |
|
R2 |
112-035 |
112-035 |
111-300 |
|
R1 |
112-003 |
112-003 |
111-295 |
111-311 |
PP |
111-300 |
111-300 |
111-300 |
111-294 |
S1 |
111-268 |
111-268 |
111-285 |
111-256 |
S2 |
111-245 |
111-245 |
111-280 |
|
S3 |
111-190 |
111-213 |
111-275 |
|
S4 |
111-135 |
111-157 |
111-260 |
|
|
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 |
111-278 |
0-218 |
0.6% |
0-079 |
0.2% |
6% |
False |
True |
945,281 |
10 |
112-280 |
111-278 |
1-002 |
0.9% |
0-078 |
0.2% |
4% |
False |
True |
1,054,001 |
20 |
112-280 |
111-278 |
1-002 |
0.9% |
0-079 |
0.2% |
4% |
False |
True |
1,034,794 |
40 |
112-280 |
111-265 |
1-015 |
0.9% |
0-074 |
0.2% |
7% |
False |
False |
993,649 |
60 |
113-198 |
111-265 |
1-253 |
1.6% |
0-069 |
0.2% |
4% |
False |
False |
915,314 |
80 |
113-198 |
111-265 |
1-253 |
1.6% |
0-067 |
0.2% |
4% |
False |
False |
690,896 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
112-246 |
2.618 |
112-157 |
1.618 |
112-102 |
1.000 |
112-068 |
0.618 |
112-047 |
HIGH |
112-013 |
0.618 |
111-311 |
0.500 |
111-305 |
0.382 |
111-299 |
LOW |
111-278 |
0.618 |
111-244 |
1.000 |
111-222 |
1.618 |
111-189 |
2.618 |
111-133 |
4.250 |
111-044 |
|
|
Fisher Pivots for day following 08-Nov-2018 |
Pivot |
1 day |
3 day |
R1 |
111-305 |
112-019 |
PP |
111-300 |
112-003 |
S1 |
111-295 |
111-306 |
|