ECBOT 5 Year T-Note Future December 2018
Trading Metrics calculated at close of trading on 06-Dec-2018 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Dec-2018 |
06-Dec-2018 |
Change |
Change % |
Previous Week |
Open |
113-040 |
113-050 |
0-010 |
0.0% |
112-287 |
High |
113-040 |
113-220 |
0-180 |
0.5% |
113-053 |
Low |
113-040 |
113-038 |
-0-002 |
0.0% |
112-235 |
Close |
113-040 |
113-122 |
0-082 |
0.2% |
112-313 |
Range |
0-000 |
0-182 |
0-182 |
|
0-138 |
ATR |
0-072 |
0-080 |
0-008 |
10.9% |
0-000 |
Volume |
3,596 |
57,356 |
53,760 |
1,495.0% |
9,529,350 |
|
Daily Pivots for day following 06-Dec-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
115-034 |
114-261 |
113-223 |
|
R3 |
114-172 |
114-078 |
113-173 |
|
R2 |
113-309 |
113-309 |
113-156 |
|
R1 |
113-216 |
113-216 |
113-139 |
113-262 |
PP |
113-127 |
113-127 |
113-127 |
113-150 |
S1 |
113-033 |
113-033 |
113-106 |
113-080 |
S2 |
112-264 |
112-264 |
113-089 |
|
S3 |
112-082 |
112-171 |
113-072 |
|
S4 |
111-219 |
111-308 |
113-022 |
|
|
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 |
113-220 |
112-253 |
0-287 |
0.8% |
0-083 |
0.2% |
66% |
True |
False |
78,458 |
10 |
113-220 |
112-235 |
0-305 |
0.8% |
0-074 |
0.2% |
68% |
True |
False |
1,058,554 |
20 |
113-220 |
111-278 |
1-262 |
1.6% |
0-077 |
0.2% |
83% |
True |
False |
1,091,800 |
40 |
113-220 |
111-278 |
1-262 |
1.6% |
0-079 |
0.2% |
83% |
True |
False |
1,092,787 |
60 |
113-220 |
111-265 |
1-275 |
1.6% |
0-075 |
0.2% |
84% |
True |
False |
1,027,943 |
80 |
113-220 |
111-265 |
1-275 |
1.6% |
0-071 |
0.2% |
84% |
True |
False |
949,371 |
100 |
113-220 |
111-265 |
1-275 |
1.6% |
0-068 |
0.2% |
84% |
True |
False |
762,576 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
116-036 |
2.618 |
115-058 |
1.618 |
114-195 |
1.000 |
114-082 |
0.618 |
114-013 |
HIGH |
113-220 |
0.618 |
113-150 |
0.500 |
113-129 |
0.382 |
113-107 |
LOW |
113-038 |
0.618 |
112-245 |
1.000 |
112-175 |
1.618 |
112-062 |
2.618 |
111-200 |
4.250 |
110-222 |
|
|
Fisher Pivots for day following 06-Dec-2018 |
Pivot |
1 day |
3 day |
R1 |
113-129 |
113-118 |
PP |
113-127 |
113-114 |
S1 |
113-125 |
113-110 |
|