ECBOT 5 Year T-Note Future December 2018
Trading Metrics calculated at close of trading on 14-Dec-2018 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Dec-2018 |
14-Dec-2018 |
Change |
Change % |
Previous Week |
Open |
113-098 |
113-145 |
0-047 |
0.1% |
113-227 |
High |
113-135 |
113-198 |
0-062 |
0.2% |
113-245 |
Low |
113-098 |
113-142 |
0-045 |
0.1% |
113-095 |
Close |
113-120 |
113-162 |
0-042 |
0.1% |
113-162 |
Range |
0-038 |
0-055 |
0-018 |
46.7% |
0-150 |
ATR |
0-076 |
0-076 |
0-000 |
0.1% |
0-000 |
Volume |
4,509 |
8,219 |
3,710 |
82.3% |
71,200 |
|
Daily Pivots for day following 14-Dec-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
114-013 |
113-303 |
113-193 |
|
R3 |
113-278 |
113-248 |
113-178 |
|
R2 |
113-223 |
113-223 |
113-173 |
|
R1 |
113-193 |
113-193 |
113-168 |
113-208 |
PP |
113-167 |
113-167 |
113-167 |
113-175 |
S1 |
113-137 |
113-137 |
113-157 |
113-152 |
S2 |
113-112 |
113-112 |
113-152 |
|
S3 |
113-057 |
113-082 |
113-147 |
|
S4 |
113-002 |
113-027 |
113-132 |
|
|
Weekly Pivots for week ending 14-Dec-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
114-297 |
114-220 |
113-245 |
|
R3 |
114-147 |
114-070 |
113-204 |
|
R2 |
113-317 |
113-317 |
113-190 |
|
R1 |
113-240 |
113-240 |
113-176 |
113-204 |
PP |
113-167 |
113-167 |
113-167 |
113-149 |
S1 |
113-090 |
113-090 |
113-149 |
113-054 |
S2 |
113-018 |
113-018 |
113-135 |
|
S3 |
112-188 |
112-260 |
113-121 |
|
S4 |
112-038 |
112-110 |
113-080 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
113-245 |
113-095 |
0-150 |
0.4% |
0-058 |
0.2% |
45% |
False |
False |
14,240 |
10 |
113-245 |
112-253 |
0-312 |
0.9% |
0-077 |
0.2% |
74% |
False |
False |
30,759 |
20 |
113-245 |
112-178 |
1-067 |
1.1% |
0-073 |
0.2% |
79% |
False |
False |
799,417 |
40 |
113-245 |
111-278 |
1-287 |
1.7% |
0-078 |
0.2% |
86% |
False |
False |
934,323 |
60 |
113-245 |
111-265 |
1-300 |
1.7% |
0-075 |
0.2% |
87% |
False |
False |
947,531 |
80 |
113-245 |
111-265 |
1-300 |
1.7% |
0-072 |
0.2% |
87% |
False |
False |
943,645 |
100 |
113-245 |
111-265 |
1-300 |
1.7% |
0-069 |
0.2% |
87% |
False |
False |
763,604 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
114-111 |
2.618 |
114-022 |
1.618 |
113-287 |
1.000 |
113-253 |
0.618 |
113-231 |
HIGH |
113-198 |
0.618 |
113-176 |
0.500 |
113-170 |
0.382 |
113-164 |
LOW |
113-142 |
0.618 |
113-109 |
1.000 |
113-087 |
1.618 |
113-053 |
2.618 |
112-318 |
4.250 |
112-229 |
|
|
Fisher Pivots for day following 14-Dec-2018 |
Pivot |
1 day |
3 day |
R1 |
113-170 |
113-157 |
PP |
113-167 |
113-152 |
S1 |
113-165 |
113-146 |
|