ECBOT 5 Year T-Note Future December 2018
Trading Metrics calculated at close of trading on 14-Nov-2018 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Nov-2018 |
14-Nov-2018 |
Change |
Change % |
Previous Week |
Open |
112-102 |
112-120 |
0-018 |
0.0% |
112-055 |
High |
112-135 |
112-222 |
0-087 |
0.2% |
112-087 |
Low |
112-073 |
112-098 |
0-025 |
0.1% |
111-278 |
Close |
112-120 |
112-173 |
0-053 |
0.1% |
112-038 |
Range |
0-062 |
0-125 |
0-062 |
100.0% |
0-130 |
ATR |
0-079 |
0-082 |
0-003 |
4.2% |
0-000 |
Volume |
1,091,851 |
1,457,363 |
365,512 |
33.5% |
4,343,589 |
|
Daily Pivots for day following 14-Nov-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
113-219 |
113-161 |
112-241 |
|
R3 |
113-094 |
113-036 |
112-207 |
|
R2 |
112-289 |
112-289 |
112-195 |
|
R1 |
112-231 |
112-231 |
112-184 |
112-260 |
PP |
112-164 |
112-164 |
112-164 |
112-179 |
S1 |
112-106 |
112-106 |
112-161 |
112-135 |
S2 |
112-039 |
112-039 |
112-150 |
|
S3 |
111-234 |
111-301 |
112-138 |
|
S4 |
111-109 |
111-176 |
112-104 |
|
|
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 |
112-222 |
111-278 |
0-265 |
0.7% |
0-080 |
0.2% |
81% |
True |
False |
922,001 |
10 |
112-222 |
111-278 |
0-265 |
0.7% |
0-080 |
0.2% |
81% |
True |
False |
942,328 |
20 |
112-280 |
111-278 |
1-002 |
0.9% |
0-084 |
0.2% |
67% |
False |
False |
1,059,212 |
40 |
112-280 |
111-265 |
1-015 |
0.9% |
0-076 |
0.2% |
68% |
False |
False |
1,009,036 |
60 |
113-198 |
111-265 |
1-253 |
1.6% |
0-071 |
0.2% |
40% |
False |
False |
974,237 |
80 |
113-198 |
111-265 |
1-253 |
1.6% |
0-067 |
0.2% |
40% |
False |
False |
737,883 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
114-114 |
2.618 |
113-230 |
1.618 |
113-105 |
1.000 |
113-027 |
0.618 |
112-300 |
HIGH |
112-222 |
0.618 |
112-175 |
0.500 |
112-160 |
0.382 |
112-145 |
LOW |
112-098 |
0.618 |
112-020 |
1.000 |
111-293 |
1.618 |
111-215 |
2.618 |
111-090 |
4.250 |
110-206 |
|
|
Fisher Pivots for day following 14-Nov-2018 |
Pivot |
1 day |
3 day |
R1 |
112-168 |
112-159 |
PP |
112-164 |
112-146 |
S1 |
112-160 |
112-132 |
|