ECBOT 5 Year T-Note Future December 2018
| Trading Metrics calculated at close of trading on 16-Nov-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Nov-2018 |
16-Nov-2018 |
Change |
Change % |
Previous Week |
| Open |
112-160 |
112-187 |
0-027 |
0.1% |
112-050 |
| High |
112-245 |
112-285 |
0-040 |
0.1% |
112-285 |
| Low |
112-145 |
112-178 |
0-033 |
0.1% |
112-042 |
| Close |
112-185 |
112-262 |
0-078 |
0.2% |
112-262 |
| Range |
0-100 |
0-107 |
0-007 |
7.5% |
0-242 |
| ATR |
0-083 |
0-085 |
0-002 |
2.1% |
0-000 |
| Volume |
1,343,359 |
1,403,722 |
60,363 |
4.5% |
5,608,956 |
|
| Daily Pivots for day following 16-Nov-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
113-244 |
113-201 |
113-002 |
|
| R3 |
113-137 |
113-093 |
112-292 |
|
| R2 |
113-029 |
113-029 |
112-282 |
|
| R1 |
112-306 |
112-306 |
112-272 |
113-007 |
| PP |
112-242 |
112-242 |
112-242 |
112-252 |
| S1 |
112-198 |
112-198 |
112-253 |
112-220 |
| S2 |
112-134 |
112-134 |
112-243 |
|
| S3 |
112-027 |
112-091 |
112-233 |
|
| S4 |
111-239 |
111-303 |
112-203 |
|
|
| Weekly Pivots for week ending 16-Nov-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
114-284 |
114-196 |
113-076 |
|
| R3 |
114-042 |
113-273 |
113-009 |
|
| R2 |
113-119 |
113-119 |
112-307 |
|
| R1 |
113-031 |
113-031 |
112-285 |
113-075 |
| PP |
112-197 |
112-197 |
112-197 |
112-219 |
| S1 |
112-108 |
112-108 |
112-240 |
112-152 |
| S2 |
111-274 |
111-274 |
112-218 |
|
| S3 |
111-032 |
111-186 |
112-196 |
|
| S4 |
110-109 |
110-263 |
112-129 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
112-285 |
112-042 |
0-242 |
0.7% |
0-093 |
0.3% |
91% |
True |
False |
1,121,791 |
| 10 |
112-285 |
111-278 |
1-007 |
0.9% |
0-081 |
0.2% |
93% |
True |
False |
995,254 |
| 20 |
112-285 |
111-278 |
1-007 |
0.9% |
0-086 |
0.2% |
93% |
True |
False |
1,089,748 |
| 40 |
112-285 |
111-265 |
1-020 |
0.9% |
0-079 |
0.2% |
93% |
True |
False |
1,043,088 |
| 60 |
113-167 |
111-265 |
1-222 |
1.5% |
0-073 |
0.2% |
59% |
False |
False |
1,000,757 |
| 80 |
113-198 |
111-265 |
1-253 |
1.6% |
0-069 |
0.2% |
55% |
False |
False |
772,193 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
114-102 |
|
2.618 |
113-246 |
|
1.618 |
113-139 |
|
1.000 |
113-072 |
|
0.618 |
113-031 |
|
HIGH |
112-285 |
|
0.618 |
112-244 |
|
0.500 |
112-231 |
|
0.382 |
112-219 |
|
LOW |
112-178 |
|
0.618 |
112-111 |
|
1.000 |
112-070 |
|
1.618 |
112-004 |
|
2.618 |
111-216 |
|
4.250 |
111-041 |
|
|
| Fisher Pivots for day following 16-Nov-2018 |
| Pivot |
1 day |
3 day |
| R1 |
112-252 |
112-239 |
| PP |
112-242 |
112-215 |
| S1 |
112-231 |
112-191 |
|