ECBOT 5 Year T-Note Future December 2018
Trading Metrics calculated at close of trading on 13-Dec-2018 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Dec-2018 |
13-Dec-2018 |
Change |
Change % |
Previous Week |
Open |
113-130 |
113-098 |
-0-033 |
-0.1% |
112-298 |
High |
113-145 |
113-135 |
-0-010 |
0.0% |
113-220 |
Low |
113-095 |
113-098 |
0-002 |
0.0% |
112-253 |
Close |
113-110 |
113-120 |
0-010 |
0.0% |
113-207 |
Range |
0-050 |
0-038 |
-0-012 |
-25.0% |
0-287 |
ATR |
0-079 |
0-076 |
-0-003 |
-3.8% |
0-000 |
Volume |
5,107 |
4,509 |
-598 |
-11.7% |
236,398 |
|
Daily Pivots for day following 13-Dec-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
113-230 |
113-213 |
113-141 |
|
R3 |
113-193 |
113-175 |
113-130 |
|
R2 |
113-155 |
113-155 |
113-127 |
|
R1 |
113-138 |
113-138 |
113-123 |
113-146 |
PP |
113-118 |
113-118 |
113-118 |
113-122 |
S1 |
113-100 |
113-100 |
113-117 |
113-109 |
S2 |
113-080 |
113-080 |
113-113 |
|
S3 |
113-042 |
113-062 |
113-110 |
|
S4 |
113-005 |
113-025 |
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 |
113-093 |
0-152 |
0.4% |
0-070 |
0.2% |
18% |
False |
False |
19,497 |
10 |
113-245 |
112-253 |
0-312 |
0.9% |
0-077 |
0.2% |
60% |
False |
False |
48,977 |
20 |
113-245 |
112-145 |
1-100 |
1.2% |
0-075 |
0.2% |
70% |
False |
False |
866,174 |
40 |
113-245 |
111-278 |
1-287 |
1.7% |
0-079 |
0.2% |
79% |
False |
False |
962,693 |
60 |
113-245 |
111-265 |
1-300 |
1.7% |
0-075 |
0.2% |
80% |
False |
False |
961,415 |
80 |
113-245 |
111-265 |
1-300 |
1.7% |
0-072 |
0.2% |
80% |
False |
False |
947,221 |
100 |
113-245 |
111-265 |
1-300 |
1.7% |
0-069 |
0.2% |
80% |
False |
False |
763,541 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
113-294 |
2.618 |
113-233 |
1.618 |
113-196 |
1.000 |
113-173 |
0.618 |
113-158 |
HIGH |
113-135 |
0.618 |
113-121 |
0.500 |
113-116 |
0.382 |
113-112 |
LOW |
113-098 |
0.618 |
113-074 |
1.000 |
113-060 |
1.618 |
113-037 |
2.618 |
112-319 |
4.250 |
112-258 |
|
|
Fisher Pivots for day following 13-Dec-2018 |
Pivot |
1 day |
3 day |
R1 |
113-119 |
113-145 |
PP |
113-118 |
113-137 |
S1 |
113-116 |
113-128 |
|