ECBOT 5 Year T-Note Future December 2018
| Trading Metrics calculated at close of trading on 20-Nov-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Nov-2018 |
20-Nov-2018 |
Change |
Change % |
Previous Week |
| Open |
112-287 |
112-293 |
0-005 |
0.0% |
112-050 |
| High |
113-000 |
113-000 |
0-000 |
0.0% |
112-285 |
| Low |
112-242 |
112-262 |
0-020 |
0.1% |
112-042 |
| Close |
112-302 |
112-293 |
-0-010 |
0.0% |
112-262 |
| Range |
0-078 |
0-058 |
-0-020 |
-25.8% |
0-242 |
| ATR |
0-085 |
0-083 |
-0-002 |
-2.3% |
0-000 |
| Volume |
1,122,775 |
1,418,371 |
295,596 |
26.3% |
5,608,956 |
|
| Daily Pivots for day following 20-Nov-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
113-144 |
113-116 |
113-004 |
|
| R3 |
113-087 |
113-058 |
112-308 |
|
| R2 |
113-029 |
113-029 |
112-303 |
|
| R1 |
113-001 |
113-001 |
112-298 |
113-001 |
| PP |
112-292 |
112-292 |
112-292 |
112-292 |
| S1 |
112-263 |
112-263 |
112-287 |
112-264 |
| S2 |
112-234 |
112-234 |
112-282 |
|
| S3 |
112-177 |
112-206 |
112-277 |
|
| S4 |
112-119 |
112-148 |
112-261 |
|
|
| 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 |
113-000 |
112-098 |
0-222 |
0.6% |
0-093 |
0.3% |
88% |
True |
False |
1,349,118 |
| 10 |
113-000 |
111-278 |
1-042 |
1.0% |
0-085 |
0.2% |
92% |
True |
False |
1,109,230 |
| 20 |
113-000 |
111-278 |
1-042 |
1.0% |
0-084 |
0.2% |
92% |
True |
False |
1,112,103 |
| 40 |
113-000 |
111-265 |
1-055 |
1.0% |
0-080 |
0.2% |
93% |
True |
False |
1,069,847 |
| 60 |
113-138 |
111-265 |
1-193 |
1.4% |
0-073 |
0.2% |
68% |
False |
False |
1,015,228 |
| 80 |
113-198 |
111-265 |
1-253 |
1.6% |
0-070 |
0.2% |
61% |
False |
False |
803,909 |
| 100 |
113-200 |
111-265 |
1-255 |
1.6% |
0-063 |
0.2% |
60% |
False |
False |
643,202 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
113-244 |
|
2.618 |
113-151 |
|
1.618 |
113-093 |
|
1.000 |
113-058 |
|
0.618 |
113-036 |
|
HIGH |
113-000 |
|
0.618 |
112-298 |
|
0.500 |
112-291 |
|
0.382 |
112-284 |
|
LOW |
112-262 |
|
0.618 |
112-227 |
|
1.000 |
112-205 |
|
1.618 |
112-169 |
|
2.618 |
112-112 |
|
4.250 |
112-018 |
|
|
| Fisher Pivots for day following 20-Nov-2018 |
| Pivot |
1 day |
3 day |
| R1 |
112-292 |
112-278 |
| PP |
112-292 |
112-263 |
| S1 |
112-291 |
112-249 |
|