ECBOT 5 Year T-Note Future December 2018
Trading Metrics calculated at close of trading on 11-Dec-2018 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Dec-2018 |
11-Dec-2018 |
Change |
Change % |
Previous Week |
Open |
113-227 |
113-180 |
-0-047 |
-0.1% |
112-298 |
High |
113-245 |
113-195 |
-0-050 |
-0.1% |
113-220 |
Low |
113-170 |
113-120 |
-0-050 |
-0.1% |
112-253 |
Close |
113-182 |
113-140 |
-0-042 |
-0.1% |
113-207 |
Range |
0-075 |
0-075 |
0-000 |
0.0% |
0-287 |
ATR |
0-082 |
0-082 |
-0-001 |
-0.6% |
0-000 |
Volume |
20,379 |
32,986 |
12,607 |
61.9% |
236,398 |
|
Daily Pivots for day following 11-Dec-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
114-057 |
114-013 |
113-181 |
|
R3 |
113-302 |
113-258 |
113-161 |
|
R2 |
113-227 |
113-227 |
113-154 |
|
R1 |
113-183 |
113-183 |
113-147 |
113-168 |
PP |
113-152 |
113-152 |
113-152 |
113-144 |
S1 |
113-108 |
113-108 |
113-133 |
113-092 |
S2 |
113-077 |
113-077 |
113-126 |
|
S3 |
113-002 |
113-033 |
113-119 |
|
S4 |
112-247 |
112-278 |
113-099 |
|
|
Weekly Pivots for week ending 07-Dec-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
116-022 |
115-242 |
114-046 |
|
R3 |
115-055 |
114-275 |
113-287 |
|
R2 |
114-087 |
114-087 |
113-260 |
|
R1 |
113-307 |
113-307 |
113-234 |
114-037 |
PP |
113-120 |
113-120 |
113-120 |
113-145 |
S1 |
113-020 |
113-020 |
113-181 |
113-070 |
S2 |
112-153 |
112-153 |
113-155 |
|
S3 |
111-185 |
112-053 |
113-128 |
|
S4 |
110-218 |
111-085 |
113-049 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
113-245 |
113-038 |
0-207 |
0.6% |
0-089 |
0.2% |
49% |
False |
False |
29,764 |
10 |
113-245 |
112-240 |
1-005 |
0.9% |
0-084 |
0.2% |
68% |
False |
False |
505,519 |
20 |
113-245 |
112-073 |
1-172 |
1.4% |
0-080 |
0.2% |
79% |
False |
False |
993,153 |
40 |
113-245 |
111-278 |
1-287 |
1.7% |
0-080 |
0.2% |
83% |
False |
False |
1,000,308 |
60 |
113-245 |
111-265 |
1-300 |
1.7% |
0-077 |
0.2% |
83% |
False |
False |
989,381 |
80 |
113-245 |
111-265 |
1-300 |
1.7% |
0-072 |
0.2% |
83% |
False |
False |
948,925 |
100 |
113-245 |
111-265 |
1-300 |
1.7% |
0-069 |
0.2% |
83% |
False |
False |
763,447 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
114-194 |
2.618 |
114-071 |
1.618 |
113-316 |
1.000 |
113-270 |
0.618 |
113-241 |
HIGH |
113-195 |
0.618 |
113-166 |
0.500 |
113-158 |
0.382 |
113-149 |
LOW |
113-120 |
0.618 |
113-074 |
1.000 |
113-045 |
1.618 |
112-319 |
2.618 |
112-244 |
4.250 |
112-121 |
|
|
Fisher Pivots for day following 11-Dec-2018 |
Pivot |
1 day |
3 day |
R1 |
113-158 |
113-169 |
PP |
113-152 |
113-159 |
S1 |
113-146 |
113-150 |
|