ECBOT 5 Year T-Note Future December 2018
Trading Metrics calculated at close of trading on 17-Dec-2018 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Dec-2018 |
17-Dec-2018 |
Change |
Change % |
Previous Week |
Open |
113-145 |
113-158 |
0-013 |
0.0% |
113-227 |
High |
113-198 |
113-227 |
0-030 |
0.1% |
113-245 |
Low |
113-142 |
113-150 |
0-008 |
0.0% |
113-095 |
Close |
113-162 |
113-215 |
0-053 |
0.1% |
113-162 |
Range |
0-055 |
0-077 |
0-022 |
40.8% |
0-150 |
ATR |
0-076 |
0-076 |
0-000 |
0.1% |
0-000 |
Volume |
8,219 |
16,896 |
8,677 |
105.6% |
71,200 |
|
Daily Pivots for day following 17-Dec-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
114-110 |
114-080 |
113-258 |
|
R3 |
114-032 |
114-002 |
113-236 |
|
R2 |
113-275 |
113-275 |
113-229 |
|
R1 |
113-245 |
113-245 |
113-222 |
113-260 |
PP |
113-198 |
113-198 |
113-198 |
113-205 |
S1 |
113-168 |
113-168 |
113-208 |
113-183 |
S2 |
113-120 |
113-120 |
113-201 |
|
S3 |
113-043 |
113-090 |
113-194 |
|
S4 |
112-285 |
113-013 |
113-172 |
|
|
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 |
113-227 |
113-095 |
0-132 |
0.4% |
0-059 |
0.2% |
91% |
True |
False |
13,543 |
10 |
113-245 |
113-000 |
0-245 |
0.7% |
0-075 |
0.2% |
88% |
False |
False |
18,714 |
20 |
113-245 |
112-220 |
1-025 |
0.9% |
0-071 |
0.2% |
91% |
False |
False |
730,075 |
40 |
113-245 |
111-278 |
1-287 |
1.7% |
0-079 |
0.2% |
95% |
False |
False |
909,912 |
60 |
113-245 |
111-265 |
1-300 |
1.7% |
0-076 |
0.2% |
95% |
False |
False |
938,750 |
80 |
113-245 |
111-265 |
1-300 |
1.7% |
0-072 |
0.2% |
95% |
False |
False |
933,086 |
100 |
113-245 |
111-265 |
1-300 |
1.7% |
0-069 |
0.2% |
95% |
False |
False |
763,769 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
114-237 |
2.618 |
114-110 |
1.618 |
114-033 |
1.000 |
113-305 |
0.618 |
113-275 |
HIGH |
113-227 |
0.618 |
113-198 |
0.500 |
113-189 |
0.382 |
113-180 |
LOW |
113-150 |
0.618 |
113-102 |
1.000 |
113-073 |
1.618 |
113-025 |
2.618 |
112-267 |
4.250 |
112-141 |
|
|
Fisher Pivots for day following 17-Dec-2018 |
Pivot |
1 day |
3 day |
R1 |
113-206 |
113-198 |
PP |
113-198 |
113-180 |
S1 |
113-189 |
113-162 |
|