ECBOT 5 Year T-Note Future December 2018
| Trading Metrics calculated at close of trading on 21-Nov-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Nov-2018 |
21-Nov-2018 |
Change |
Change % |
Previous Week |
| Open |
112-293 |
112-265 |
-0-028 |
-0.1% |
112-050 |
| High |
113-000 |
112-278 |
-0-042 |
-0.1% |
112-285 |
| Low |
112-262 |
112-220 |
-0-042 |
-0.1% |
112-042 |
| Close |
112-293 |
112-265 |
-0-028 |
-0.1% |
112-262 |
| Range |
0-058 |
0-058 |
0-000 |
0.0% |
0-242 |
| ATR |
0-083 |
0-082 |
-0-001 |
-0.9% |
0-000 |
| Volume |
1,418,371 |
1,352,226 |
-66,145 |
-4.7% |
5,608,956 |
|
| Daily Pivots for day following 21-Nov-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
113-107 |
113-083 |
112-297 |
|
| R3 |
113-049 |
113-026 |
112-281 |
|
| R2 |
112-312 |
112-312 |
112-276 |
|
| R1 |
112-288 |
112-288 |
112-270 |
112-294 |
| PP |
112-254 |
112-254 |
112-254 |
112-257 |
| S1 |
112-231 |
112-231 |
112-260 |
112-236 |
| S2 |
112-197 |
112-197 |
112-254 |
|
| S3 |
112-139 |
112-173 |
112-249 |
|
| S4 |
112-082 |
112-116 |
112-233 |
|
|
| 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 |
112-145 |
0-175 |
0.5% |
0-080 |
0.2% |
69% |
False |
False |
1,328,090 |
| 10 |
113-000 |
111-278 |
1-042 |
1.0% |
0-080 |
0.2% |
85% |
False |
False |
1,125,045 |
| 20 |
113-000 |
111-278 |
1-042 |
1.0% |
0-081 |
0.2% |
85% |
False |
False |
1,100,708 |
| 40 |
113-000 |
111-265 |
1-055 |
1.0% |
0-080 |
0.2% |
85% |
False |
False |
1,081,930 |
| 60 |
113-138 |
111-265 |
1-193 |
1.4% |
0-073 |
0.2% |
62% |
False |
False |
1,002,869 |
| 80 |
113-198 |
111-265 |
1-253 |
1.6% |
0-070 |
0.2% |
56% |
False |
False |
820,765 |
| 100 |
113-198 |
111-265 |
1-253 |
1.6% |
0-063 |
0.2% |
56% |
False |
False |
656,724 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
113-202 |
|
2.618 |
113-108 |
|
1.618 |
113-051 |
|
1.000 |
113-015 |
|
0.618 |
112-313 |
|
HIGH |
112-278 |
|
0.618 |
112-256 |
|
0.500 |
112-249 |
|
0.382 |
112-242 |
|
LOW |
112-220 |
|
0.618 |
112-184 |
|
1.000 |
112-162 |
|
1.618 |
112-127 |
|
2.618 |
112-069 |
|
4.250 |
111-296 |
|
|
| Fisher Pivots for day following 21-Nov-2018 |
| Pivot |
1 day |
3 day |
| R1 |
112-260 |
112-270 |
| PP |
112-254 |
112-268 |
| S1 |
112-249 |
112-267 |
|