ECBOT 5 Year T-Note Future December 2018
Trading Metrics calculated at close of trading on 12-Dec-2018 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Dec-2018 |
12-Dec-2018 |
Change |
Change % |
Previous Week |
Open |
113-180 |
113-130 |
-0-050 |
-0.1% |
112-298 |
High |
113-195 |
113-145 |
-0-050 |
-0.1% |
113-220 |
Low |
113-120 |
113-095 |
-0-025 |
-0.1% |
112-253 |
Close |
113-140 |
113-110 |
-0-030 |
-0.1% |
113-207 |
Range |
0-075 |
0-050 |
-0-025 |
-33.4% |
0-287 |
ATR |
0-082 |
0-079 |
-0-002 |
-2.8% |
0-000 |
Volume |
32,986 |
5,107 |
-27,879 |
-84.5% |
236,398 |
|
Daily Pivots for day following 12-Dec-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
113-267 |
113-238 |
113-138 |
|
R3 |
113-217 |
113-188 |
113-124 |
|
R2 |
113-167 |
113-167 |
113-119 |
|
R1 |
113-138 |
113-138 |
113-115 |
113-128 |
PP |
113-117 |
113-117 |
113-117 |
113-111 |
S1 |
113-088 |
113-088 |
113-105 |
113-078 |
S2 |
113-067 |
113-067 |
113-101 |
|
S3 |
113-017 |
113-038 |
113-096 |
|
S4 |
112-287 |
112-308 |
113-083 |
|
|
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% |
0-099 |
0.3% |
35% |
False |
False |
30,066 |
10 |
113-245 |
112-253 |
0-312 |
0.9% |
0-082 |
0.2% |
57% |
False |
False |
213,773 |
20 |
113-245 |
112-098 |
1-147 |
1.3% |
0-079 |
0.2% |
71% |
False |
False |
938,816 |
40 |
113-245 |
111-278 |
1-287 |
1.7% |
0-080 |
0.2% |
78% |
False |
False |
980,775 |
60 |
113-245 |
111-265 |
1-300 |
1.7% |
0-076 |
0.2% |
78% |
False |
False |
976,198 |
80 |
113-245 |
111-265 |
1-300 |
1.7% |
0-072 |
0.2% |
78% |
False |
False |
948,142 |
100 |
113-245 |
111-265 |
1-300 |
1.7% |
0-069 |
0.2% |
78% |
False |
False |
763,496 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
114-037 |
2.618 |
113-276 |
1.618 |
113-226 |
1.000 |
113-195 |
0.618 |
113-176 |
HIGH |
113-145 |
0.618 |
113-126 |
0.500 |
113-120 |
0.382 |
113-114 |
LOW |
113-095 |
0.618 |
113-064 |
1.000 |
113-045 |
1.618 |
113-014 |
2.618 |
112-284 |
4.250 |
112-203 |
|
|
Fisher Pivots for day following 12-Dec-2018 |
Pivot |
1 day |
3 day |
R1 |
113-120 |
113-170 |
PP |
113-117 |
113-150 |
S1 |
113-113 |
113-130 |
|