ECBOT 5 Year T-Note Future December 2018
Trading Metrics calculated at close of trading on 23-Nov-2018 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Nov-2018 |
23-Nov-2018 |
Change |
Change % |
Previous Week |
Open |
112-265 |
112-260 |
-0-005 |
0.0% |
112-287 |
High |
112-278 |
112-307 |
0-030 |
0.1% |
113-000 |
Low |
112-220 |
112-250 |
0-030 |
0.1% |
112-220 |
Close |
112-265 |
112-282 |
0-018 |
0.0% |
112-282 |
Range |
0-058 |
0-057 |
0-000 |
-0.1% |
0-100 |
ATR |
0-082 |
0-080 |
-0-002 |
-2.1% |
0-000 |
Volume |
1,352,226 |
854,299 |
-497,927 |
-36.8% |
4,747,671 |
|
Daily Pivots for day following 23-Nov-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
113-132 |
113-105 |
112-314 |
|
R3 |
113-075 |
113-047 |
112-298 |
|
R2 |
113-017 |
113-017 |
112-293 |
|
R1 |
112-310 |
112-310 |
112-288 |
113-004 |
PP |
112-280 |
112-280 |
112-280 |
112-287 |
S1 |
112-253 |
112-253 |
112-277 |
112-266 |
S2 |
112-223 |
112-223 |
112-272 |
|
S3 |
112-165 |
112-195 |
112-267 |
|
S4 |
112-108 |
112-138 |
112-251 |
|
|
Weekly Pivots for week ending 23-Nov-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
113-254 |
113-208 |
113-017 |
|
R3 |
113-154 |
113-108 |
112-310 |
|
R2 |
113-054 |
113-054 |
112-301 |
|
R1 |
113-008 |
113-008 |
112-292 |
112-301 |
PP |
112-274 |
112-274 |
112-274 |
112-261 |
S1 |
112-228 |
112-228 |
112-273 |
112-201 |
S2 |
112-174 |
112-174 |
112-264 |
|
S3 |
112-074 |
112-128 |
112-255 |
|
S4 |
111-294 |
112-028 |
112-227 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
113-000 |
112-178 |
0-142 |
0.4% |
0-071 |
0.2% |
74% |
False |
False |
1,230,278 |
10 |
113-000 |
111-287 |
1-033 |
1.0% |
0-080 |
0.2% |
89% |
False |
False |
1,125,439 |
20 |
113-000 |
111-278 |
1-042 |
1.0% |
0-079 |
0.2% |
90% |
False |
False |
1,089,720 |
40 |
113-000 |
111-265 |
1-055 |
1.0% |
0-079 |
0.2% |
90% |
False |
False |
1,081,365 |
60 |
113-138 |
111-265 |
1-193 |
1.4% |
0-073 |
0.2% |
66% |
False |
False |
995,741 |
80 |
113-198 |
111-265 |
1-253 |
1.6% |
0-070 |
0.2% |
59% |
False |
False |
831,281 |
100 |
113-198 |
111-265 |
1-253 |
1.6% |
0-063 |
0.2% |
59% |
False |
False |
665,267 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
113-232 |
2.618 |
113-138 |
1.618 |
113-080 |
1.000 |
113-045 |
0.618 |
113-023 |
HIGH |
112-307 |
0.618 |
112-286 |
0.500 |
112-279 |
0.382 |
112-272 |
LOW |
112-250 |
0.618 |
112-214 |
1.000 |
112-193 |
1.618 |
112-157 |
2.618 |
112-100 |
4.250 |
112-006 |
|
|
Fisher Pivots for day following 23-Nov-2018 |
Pivot |
1 day |
3 day |
R1 |
112-281 |
112-278 |
PP |
112-280 |
112-274 |
S1 |
112-279 |
112-270 |
|