ECBOT 5 Year T-Note Future December 2018
Trading Metrics calculated at close of trading on 03-Dec-2018 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Nov-2018 |
03-Dec-2018 |
Change |
Change % |
Previous Week |
Open |
112-310 |
112-298 |
-0-013 |
0.0% |
112-287 |
High |
113-038 |
113-025 |
-0-013 |
0.0% |
113-053 |
Low |
112-302 |
112-253 |
-0-050 |
-0.1% |
112-235 |
Close |
112-313 |
112-318 |
0-005 |
0.0% |
112-313 |
Range |
0-055 |
0-092 |
0-037 |
68.1% |
0-138 |
ATR |
0-076 |
0-077 |
0-001 |
1.6% |
0-000 |
Volume |
190,396 |
137,346 |
-53,050 |
-27.9% |
9,529,350 |
|
Daily Pivots for day following 03-Dec-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
113-262 |
113-222 |
113-048 |
|
R3 |
113-170 |
113-130 |
113-023 |
|
R2 |
113-077 |
113-077 |
113-014 |
|
R1 |
113-037 |
113-037 |
113-006 |
113-057 |
PP |
112-305 |
112-305 |
112-305 |
112-315 |
S1 |
112-265 |
112-265 |
112-309 |
112-285 |
S2 |
112-213 |
112-213 |
112-301 |
|
S3 |
112-120 |
112-173 |
112-292 |
|
S4 |
112-028 |
112-080 |
112-267 |
|
|
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 |
112-240 |
0-133 |
0.4% |
0-072 |
0.2% |
58% |
False |
False |
1,555,254 |
10 |
113-053 |
112-220 |
0-153 |
0.4% |
0-067 |
0.2% |
64% |
False |
False |
1,441,436 |
20 |
113-053 |
111-278 |
1-095 |
1.1% |
0-074 |
0.2% |
87% |
False |
False |
1,218,345 |
40 |
113-053 |
111-265 |
1-108 |
1.2% |
0-078 |
0.2% |
87% |
False |
False |
1,157,453 |
60 |
113-053 |
111-265 |
1-108 |
1.2% |
0-073 |
0.2% |
87% |
False |
False |
1,060,883 |
80 |
113-198 |
111-265 |
1-253 |
1.6% |
0-071 |
0.2% |
65% |
False |
False |
949,967 |
100 |
113-198 |
111-265 |
1-253 |
1.6% |
0-066 |
0.2% |
65% |
False |
False |
761,934 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
114-098 |
2.618 |
113-267 |
1.618 |
113-175 |
1.000 |
113-117 |
0.618 |
113-082 |
HIGH |
113-025 |
0.618 |
112-310 |
0.500 |
112-299 |
0.382 |
112-288 |
LOW |
112-253 |
0.618 |
112-195 |
1.000 |
112-160 |
1.618 |
112-103 |
2.618 |
112-010 |
4.250 |
111-179 |
|
|
Fisher Pivots for day following 03-Dec-2018 |
Pivot |
1 day |
3 day |
R1 |
112-311 |
112-316 |
PP |
112-305 |
112-314 |
S1 |
112-299 |
112-313 |
|