ECBOT 5 Year T-Note Future December 2018
Trading Metrics calculated at close of trading on 09-Nov-2018 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Nov-2018 |
09-Nov-2018 |
Change |
Change % |
Previous Week |
Open |
111-295 |
111-287 |
-0-008 |
0.0% |
112-055 |
High |
112-013 |
112-053 |
0-040 |
0.1% |
112-087 |
Low |
111-278 |
111-287 |
0-010 |
0.0% |
111-278 |
Close |
111-290 |
112-038 |
0-067 |
0.2% |
112-038 |
Range |
0-055 |
0-085 |
0-030 |
54.6% |
0-130 |
ATR |
0-080 |
0-080 |
0-000 |
0.5% |
0-000 |
Volume |
850,359 |
897,771 |
47,412 |
5.6% |
4,343,589 |
|
Daily Pivots for day following 09-Nov-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
112-274 |
112-241 |
112-084 |
|
R3 |
112-189 |
112-156 |
112-061 |
|
R2 |
112-104 |
112-104 |
112-053 |
|
R1 |
112-071 |
112-071 |
112-045 |
112-088 |
PP |
112-019 |
112-019 |
112-019 |
112-028 |
S1 |
111-306 |
111-306 |
112-030 |
112-002 |
S2 |
111-254 |
111-254 |
112-022 |
|
S3 |
111-169 |
111-221 |
112-014 |
|
S4 |
111-084 |
111-136 |
111-311 |
|
|
Weekly Pivots for week ending 09-Nov-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
113-097 |
113-037 |
112-109 |
|
R3 |
112-287 |
112-227 |
112-073 |
|
R2 |
112-157 |
112-157 |
112-061 |
|
R1 |
112-097 |
112-097 |
112-049 |
112-062 |
PP |
112-027 |
112-027 |
112-027 |
112-010 |
S1 |
111-288 |
111-288 |
112-026 |
111-253 |
S2 |
111-218 |
111-218 |
112-014 |
|
S3 |
111-088 |
111-158 |
112-002 |
|
S4 |
110-278 |
111-028 |
111-286 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
112-087 |
111-278 |
0-130 |
0.4% |
0-069 |
0.2% |
62% |
False |
False |
868,717 |
10 |
112-267 |
111-278 |
0-310 |
0.9% |
0-075 |
0.2% |
26% |
False |
False |
979,683 |
20 |
112-280 |
111-278 |
1-002 |
0.9% |
0-079 |
0.2% |
25% |
False |
False |
1,027,017 |
40 |
112-280 |
111-265 |
1-015 |
0.9% |
0-075 |
0.2% |
28% |
False |
False |
996,896 |
60 |
113-198 |
111-265 |
1-253 |
1.6% |
0-069 |
0.2% |
16% |
False |
False |
929,629 |
80 |
113-198 |
111-265 |
1-253 |
1.6% |
0-066 |
0.2% |
16% |
False |
False |
702,112 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
113-094 |
2.618 |
112-275 |
1.618 |
112-190 |
1.000 |
112-138 |
0.618 |
112-105 |
HIGH |
112-053 |
0.618 |
112-020 |
0.500 |
112-010 |
0.382 |
112-000 |
LOW |
111-287 |
0.618 |
111-235 |
1.000 |
111-202 |
1.618 |
111-150 |
2.618 |
111-065 |
4.250 |
110-246 |
|
|
Fisher Pivots for day following 09-Nov-2018 |
Pivot |
1 day |
3 day |
R1 |
112-028 |
112-030 |
PP |
112-019 |
112-023 |
S1 |
112-010 |
112-015 |
|