ECBOT 5 Year T-Note Future December 2018
Trading Metrics calculated at close of trading on 26-Nov-2018 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Nov-2018 |
26-Nov-2018 |
Change |
Change % |
Previous Week |
Open |
112-260 |
112-287 |
0-027 |
0.1% |
112-287 |
High |
112-307 |
112-295 |
-0-012 |
0.0% |
113-000 |
Low |
112-250 |
112-235 |
-0-015 |
0.0% |
112-220 |
Close |
112-282 |
112-247 |
-0-035 |
-0.1% |
112-282 |
Range |
0-057 |
0-060 |
0-003 |
4.4% |
0-100 |
ATR |
0-080 |
0-079 |
-0-001 |
-1.8% |
0-000 |
Volume |
854,299 |
1,890,424 |
1,036,125 |
121.3% |
4,747,671 |
|
Daily Pivots for day following 26-Nov-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
113-119 |
113-083 |
112-280 |
|
R3 |
113-059 |
113-023 |
112-264 |
|
R2 |
112-319 |
112-319 |
112-258 |
|
R1 |
112-283 |
112-283 |
112-253 |
112-271 |
PP |
112-259 |
112-259 |
112-259 |
112-253 |
S1 |
112-223 |
112-223 |
112-242 |
112-211 |
S2 |
112-199 |
112-199 |
112-236 |
|
S3 |
112-139 |
112-163 |
112-231 |
|
S4 |
112-079 |
112-103 |
112-214 |
|
|
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 |
112-220 |
0-100 |
0.3% |
0-062 |
0.2% |
27% |
False |
False |
1,327,619 |
10 |
113-000 |
112-042 |
0-278 |
0.8% |
0-078 |
0.2% |
74% |
False |
False |
1,224,705 |
20 |
113-000 |
111-278 |
1-042 |
1.0% |
0-076 |
0.2% |
80% |
False |
False |
1,102,194 |
40 |
113-000 |
111-265 |
1-055 |
1.0% |
0-080 |
0.2% |
81% |
False |
False |
1,104,132 |
60 |
113-138 |
111-265 |
1-193 |
1.4% |
0-073 |
0.2% |
59% |
False |
False |
1,008,281 |
80 |
113-198 |
111-265 |
1-253 |
1.6% |
0-070 |
0.2% |
53% |
False |
False |
854,743 |
100 |
113-198 |
111-265 |
1-253 |
1.6% |
0-063 |
0.2% |
53% |
False |
False |
684,171 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
113-230 |
2.618 |
113-132 |
1.618 |
113-072 |
1.000 |
113-035 |
0.618 |
113-012 |
HIGH |
112-295 |
0.618 |
112-272 |
0.500 |
112-265 |
0.382 |
112-258 |
LOW |
112-235 |
0.618 |
112-198 |
1.000 |
112-175 |
1.618 |
112-138 |
2.618 |
112-078 |
4.250 |
111-300 |
|
|
Fisher Pivots for day following 26-Nov-2018 |
Pivot |
1 day |
3 day |
R1 |
112-265 |
112-264 |
PP |
112-259 |
112-258 |
S1 |
112-253 |
112-253 |
|