ECBOT 5 Year T-Note Future December 2018
Trading Metrics calculated at close of trading on 12-Nov-2018 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Nov-2018 |
12-Nov-2018 |
Change |
Change % |
Previous Week |
Open |
111-287 |
112-050 |
0-083 |
0.2% |
112-055 |
High |
112-053 |
112-115 |
0-062 |
0.2% |
112-087 |
Low |
111-287 |
112-042 |
0-075 |
0.2% |
111-278 |
Close |
112-038 |
112-100 |
0-062 |
0.2% |
112-038 |
Range |
0-085 |
0-073 |
-0-013 |
-14.7% |
0-130 |
ATR |
0-080 |
0-080 |
0-000 |
-0.3% |
0-000 |
Volume |
897,771 |
312,661 |
-585,110 |
-65.2% |
4,343,589 |
|
Daily Pivots for day following 12-Nov-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
112-303 |
112-274 |
112-140 |
|
R3 |
112-231 |
112-202 |
112-120 |
|
R2 |
112-158 |
112-158 |
112-113 |
|
R1 |
112-129 |
112-129 |
112-107 |
112-144 |
PP |
112-086 |
112-086 |
112-086 |
112-093 |
S1 |
112-057 |
112-057 |
112-093 |
112-071 |
S2 |
112-013 |
112-013 |
112-087 |
|
S3 |
111-261 |
111-304 |
112-080 |
|
S4 |
111-188 |
111-232 |
112-060 |
|
|
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 |
112-115 |
111-278 |
0-158 |
0.4% |
0-077 |
0.2% |
90% |
True |
False |
796,366 |
10 |
112-227 |
111-278 |
0-270 |
0.8% |
0-074 |
0.2% |
53% |
False |
False |
897,125 |
20 |
112-280 |
111-278 |
1-002 |
0.9% |
0-081 |
0.2% |
44% |
False |
False |
1,007,463 |
40 |
112-280 |
111-265 |
1-015 |
0.9% |
0-075 |
0.2% |
46% |
False |
False |
987,494 |
60 |
113-198 |
111-265 |
1-253 |
1.6% |
0-070 |
0.2% |
27% |
False |
False |
934,182 |
80 |
113-198 |
111-265 |
1-253 |
1.6% |
0-067 |
0.2% |
27% |
False |
False |
706,020 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
113-103 |
2.618 |
112-305 |
1.618 |
112-232 |
1.000 |
112-188 |
0.618 |
112-160 |
HIGH |
112-115 |
0.618 |
112-087 |
0.500 |
112-079 |
0.382 |
112-070 |
LOW |
112-042 |
0.618 |
111-318 |
1.000 |
111-290 |
1.618 |
111-245 |
2.618 |
111-173 |
4.250 |
111-054 |
|
|
Fisher Pivots for day following 12-Nov-2018 |
Pivot |
1 day |
3 day |
R1 |
112-093 |
112-079 |
PP |
112-086 |
112-058 |
S1 |
112-079 |
112-036 |
|