ECBOT 5 Year T-Note Future December 2018
| Trading Metrics calculated at close of trading on 15-Nov-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Nov-2018 |
15-Nov-2018 |
Change |
Change % |
Previous Week |
| Open |
112-120 |
112-160 |
0-040 |
0.1% |
112-055 |
| High |
112-222 |
112-245 |
0-022 |
0.1% |
112-087 |
| Low |
112-098 |
112-145 |
0-047 |
0.1% |
111-278 |
| Close |
112-173 |
112-185 |
0-012 |
0.0% |
112-038 |
| Range |
0-125 |
0-100 |
-0-025 |
-20.0% |
0-130 |
| ATR |
0-082 |
0-083 |
0-001 |
1.5% |
0-000 |
| Volume |
1,457,363 |
1,343,359 |
-114,004 |
-7.8% |
4,343,589 |
|
| Daily Pivots for day following 15-Nov-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
113-172 |
113-118 |
112-240 |
|
| R3 |
113-072 |
113-018 |
112-212 |
|
| R2 |
112-292 |
112-292 |
112-203 |
|
| R1 |
112-238 |
112-238 |
112-194 |
112-265 |
| PP |
112-192 |
112-192 |
112-192 |
112-205 |
| S1 |
112-138 |
112-138 |
112-176 |
112-165 |
| S2 |
112-092 |
112-092 |
112-167 |
|
| S3 |
111-312 |
112-038 |
112-157 |
|
| S4 |
111-212 |
111-258 |
112-130 |
|
|
| 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 |
112-245 |
111-287 |
0-278 |
0.8% |
0-089 |
0.2% |
78% |
True |
False |
1,020,601 |
| 10 |
112-245 |
111-278 |
0-287 |
0.8% |
0-084 |
0.2% |
79% |
True |
False |
982,941 |
| 20 |
112-280 |
111-278 |
1-002 |
0.9% |
0-084 |
0.2% |
71% |
False |
False |
1,069,230 |
| 40 |
112-280 |
111-265 |
1-015 |
0.9% |
0-077 |
0.2% |
72% |
False |
False |
1,021,588 |
| 60 |
113-187 |
111-265 |
1-242 |
1.6% |
0-071 |
0.2% |
43% |
False |
False |
991,721 |
| 80 |
113-198 |
111-265 |
1-253 |
1.6% |
0-068 |
0.2% |
42% |
False |
False |
754,651 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
114-030 |
|
2.618 |
113-187 |
|
1.618 |
113-087 |
|
1.000 |
113-025 |
|
0.618 |
112-307 |
|
HIGH |
112-245 |
|
0.618 |
112-207 |
|
0.500 |
112-195 |
|
0.382 |
112-183 |
|
LOW |
112-145 |
|
0.618 |
112-083 |
|
1.000 |
112-045 |
|
1.618 |
111-303 |
|
2.618 |
111-203 |
|
4.250 |
111-040 |
|
|
| Fisher Pivots for day following 15-Nov-2018 |
| Pivot |
1 day |
3 day |
| R1 |
112-195 |
112-176 |
| PP |
112-192 |
112-167 |
| S1 |
112-188 |
112-159 |
|