ECBOT 5 Year T-Note Future December 2018
Trading Metrics calculated at close of trading on 29-Nov-2018 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Nov-2018 |
29-Nov-2018 |
Change |
Change % |
Previous Week |
Open |
112-262 |
112-298 |
0-035 |
0.1% |
112-287 |
High |
112-315 |
113-053 |
0-058 |
0.2% |
113-000 |
Low |
112-240 |
112-282 |
0-042 |
0.1% |
112-220 |
Close |
112-305 |
112-302 |
-0-002 |
0.0% |
112-282 |
Range |
0-075 |
0-090 |
0-015 |
20.0% |
0-100 |
ATR |
0-076 |
0-077 |
0-001 |
1.3% |
0-000 |
Volume |
2,922,573 |
1,652,466 |
-1,270,107 |
-43.5% |
4,747,671 |
|
Daily Pivots for day following 29-Nov-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
113-269 |
113-216 |
113-032 |
|
R3 |
113-179 |
113-126 |
113-007 |
|
R2 |
113-089 |
113-089 |
112-319 |
|
R1 |
113-036 |
113-036 |
112-311 |
113-063 |
PP |
112-319 |
112-319 |
112-319 |
113-013 |
S1 |
112-266 |
112-266 |
112-294 |
112-292 |
S2 |
112-229 |
112-229 |
112-286 |
|
S3 |
112-139 |
112-176 |
112-278 |
|
S4 |
112-049 |
112-086 |
112-253 |
|
|
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 |
113-053 |
112-235 |
0-138 |
0.4% |
0-066 |
0.2% |
49% |
True |
False |
2,038,650 |
10 |
113-053 |
112-145 |
0-228 |
0.6% |
0-073 |
0.2% |
69% |
True |
False |
1,683,370 |
20 |
113-053 |
111-278 |
1-095 |
1.1% |
0-076 |
0.2% |
83% |
True |
False |
1,312,849 |
40 |
113-053 |
111-265 |
1-108 |
1.2% |
0-078 |
0.2% |
84% |
True |
False |
1,216,289 |
60 |
113-127 |
111-265 |
1-182 |
1.4% |
0-074 |
0.2% |
71% |
False |
False |
1,087,787 |
80 |
113-198 |
111-265 |
1-253 |
1.6% |
0-070 |
0.2% |
62% |
False |
False |
946,809 |
100 |
113-198 |
111-265 |
1-253 |
1.6% |
0-065 |
0.2% |
62% |
False |
False |
758,657 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
114-115 |
2.618 |
113-288 |
1.618 |
113-198 |
1.000 |
113-143 |
0.618 |
113-108 |
HIGH |
113-053 |
0.618 |
113-018 |
0.500 |
113-008 |
0.382 |
112-317 |
LOW |
112-282 |
0.618 |
112-227 |
1.000 |
112-192 |
1.618 |
112-137 |
2.618 |
112-047 |
4.250 |
111-220 |
|
|
Fisher Pivots for day following 29-Nov-2018 |
Pivot |
1 day |
3 day |
R1 |
113-008 |
112-306 |
PP |
112-319 |
112-305 |
S1 |
112-311 |
112-304 |
|