ECBOT 5 Year T-Note Future December 2018
Trading Metrics calculated at close of trading on 30-Nov-2018 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Nov-2018 |
30-Nov-2018 |
Change |
Change % |
Previous Week |
Open |
112-298 |
112-310 |
0-013 |
0.0% |
112-287 |
High |
113-053 |
113-038 |
-0-015 |
0.0% |
113-053 |
Low |
112-282 |
112-302 |
0-020 |
0.1% |
112-235 |
Close |
112-302 |
112-313 |
0-010 |
0.0% |
112-313 |
Range |
0-090 |
0-055 |
-0-035 |
-38.9% |
0-138 |
ATR |
0-077 |
0-076 |
-0-002 |
-2.1% |
0-000 |
Volume |
1,652,466 |
190,396 |
-1,462,070 |
-88.5% |
9,529,350 |
|
Daily Pivots for day following 30-Nov-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
113-169 |
113-136 |
113-023 |
|
R3 |
113-114 |
113-081 |
113-008 |
|
R2 |
113-059 |
113-059 |
113-003 |
|
R1 |
113-026 |
113-026 |
112-318 |
113-043 |
PP |
113-004 |
113-004 |
113-004 |
113-013 |
S1 |
112-291 |
112-291 |
112-307 |
112-308 |
S2 |
112-269 |
112-269 |
112-302 |
|
S3 |
112-214 |
112-236 |
112-297 |
|
S4 |
112-159 |
112-181 |
112-282 |
|
|
Weekly Pivots for week ending 30-Nov-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
114-079 |
114-013 |
113-068 |
|
R3 |
113-262 |
113-196 |
113-030 |
|
R2 |
113-124 |
113-124 |
113-018 |
|
R1 |
113-058 |
113-058 |
113-005 |
113-091 |
PP |
112-307 |
112-307 |
112-307 |
113-003 |
S1 |
112-241 |
112-241 |
112-300 |
112-274 |
S2 |
112-169 |
112-169 |
112-287 |
|
S3 |
112-032 |
112-103 |
112-275 |
|
S4 |
111-214 |
111-286 |
112-237 |
|
|
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% |
56% |
False |
False |
1,905,870 |
10 |
113-053 |
112-178 |
0-195 |
0.5% |
0-069 |
0.2% |
69% |
False |
False |
1,568,074 |
20 |
113-053 |
111-278 |
1-095 |
1.1% |
0-076 |
0.2% |
86% |
False |
False |
1,275,507 |
40 |
113-053 |
111-265 |
1-108 |
1.2% |
0-078 |
0.2% |
86% |
False |
False |
1,184,620 |
60 |
113-127 |
111-265 |
1-182 |
1.4% |
0-074 |
0.2% |
73% |
False |
False |
1,077,886 |
80 |
113-198 |
111-265 |
1-253 |
1.6% |
0-070 |
0.2% |
64% |
False |
False |
948,892 |
100 |
113-198 |
111-265 |
1-253 |
1.6% |
0-065 |
0.2% |
64% |
False |
False |
760,561 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
113-271 |
2.618 |
113-182 |
1.618 |
113-127 |
1.000 |
113-093 |
0.618 |
113-071 |
HIGH |
113-038 |
0.618 |
113-016 |
0.500 |
113-010 |
0.382 |
113-004 |
LOW |
112-302 |
0.618 |
112-269 |
1.000 |
112-247 |
1.618 |
112-213 |
2.618 |
112-158 |
4.250 |
112-069 |
|
|
Fisher Pivots for day following 30-Nov-2018 |
Pivot |
1 day |
3 day |
R1 |
113-010 |
112-310 |
PP |
113-004 |
112-308 |
S1 |
112-318 |
112-306 |
|