ECBOT 5 Year T-Note Future December 2018
Trading Metrics calculated at close of trading on 13-Nov-2018 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Nov-2018 |
13-Nov-2018 |
Change |
Change % |
Previous Week |
Open |
112-050 |
112-102 |
0-052 |
0.1% |
112-055 |
High |
112-115 |
112-135 |
0-020 |
0.1% |
112-087 |
Low |
112-042 |
112-073 |
0-030 |
0.1% |
111-278 |
Close |
112-100 |
112-120 |
0-020 |
0.1% |
112-038 |
Range |
0-073 |
0-062 |
-0-010 |
-13.8% |
0-130 |
ATR |
0-080 |
0-079 |
-0-001 |
-1.6% |
0-000 |
Volume |
312,661 |
1,091,851 |
779,190 |
249.2% |
4,343,589 |
|
Daily Pivots for day following 13-Nov-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
112-297 |
112-271 |
112-154 |
|
R3 |
112-234 |
112-208 |
112-137 |
|
R2 |
112-172 |
112-172 |
112-131 |
|
R1 |
112-146 |
112-146 |
112-126 |
112-159 |
PP |
112-109 |
112-109 |
112-109 |
112-116 |
S1 |
112-083 |
112-083 |
112-114 |
112-096 |
S2 |
112-047 |
112-047 |
112-109 |
|
S3 |
111-304 |
112-021 |
112-103 |
|
S4 |
111-242 |
111-278 |
112-086 |
|
|
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 |
112-135 |
111-278 |
0-178 |
0.5% |
0-076 |
0.2% |
92% |
True |
False |
869,342 |
10 |
112-175 |
111-278 |
0-218 |
0.6% |
0-074 |
0.2% |
75% |
False |
False |
905,412 |
20 |
112-280 |
111-278 |
1-002 |
0.9% |
0-082 |
0.2% |
50% |
False |
False |
1,022,734 |
40 |
112-280 |
111-265 |
1-015 |
0.9% |
0-074 |
0.2% |
52% |
False |
False |
994,888 |
60 |
113-198 |
111-265 |
1-253 |
1.6% |
0-069 |
0.2% |
31% |
False |
False |
951,251 |
80 |
113-198 |
111-265 |
1-253 |
1.6% |
0-066 |
0.2% |
31% |
False |
False |
719,666 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
113-081 |
2.618 |
112-299 |
1.618 |
112-236 |
1.000 |
112-198 |
0.618 |
112-174 |
HIGH |
112-135 |
0.618 |
112-111 |
0.500 |
112-104 |
0.382 |
112-096 |
LOW |
112-073 |
0.618 |
112-034 |
1.000 |
112-010 |
1.618 |
111-291 |
2.618 |
111-229 |
4.250 |
111-127 |
|
|
Fisher Pivots for day following 13-Nov-2018 |
Pivot |
1 day |
3 day |
R1 |
112-115 |
112-097 |
PP |
112-109 |
112-074 |
S1 |
112-104 |
112-051 |
|