ECBOT 5 Year T-Note Future December 2018
Trading Metrics calculated at close of trading on 18-Dec-2018 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Dec-2018 |
18-Dec-2018 |
Change |
Change % |
Previous Week |
Open |
113-158 |
113-238 |
0-080 |
0.2% |
113-227 |
High |
113-227 |
113-278 |
0-050 |
0.1% |
113-245 |
Low |
113-150 |
113-207 |
0-057 |
0.2% |
113-095 |
Close |
113-215 |
113-267 |
0-052 |
0.1% |
113-162 |
Range |
0-077 |
0-070 |
-0-007 |
-9.6% |
0-150 |
ATR |
0-076 |
0-076 |
0-000 |
-0.6% |
0-000 |
Volume |
16,896 |
7,943 |
-8,953 |
-53.0% |
71,200 |
|
Daily Pivots for day following 18-Dec-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
114-141 |
114-114 |
113-306 |
|
R3 |
114-071 |
114-044 |
113-287 |
|
R2 |
114-001 |
114-001 |
113-280 |
|
R1 |
113-294 |
113-294 |
113-274 |
113-308 |
PP |
113-251 |
113-251 |
113-251 |
113-257 |
S1 |
113-224 |
113-224 |
113-261 |
113-237 |
S2 |
113-181 |
113-181 |
113-255 |
|
S3 |
113-111 |
113-154 |
113-248 |
|
S4 |
113-041 |
113-084 |
113-229 |
|
|
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 |
113-278 |
113-095 |
0-182 |
0.5% |
0-058 |
0.2% |
95% |
True |
False |
8,534 |
10 |
113-278 |
113-038 |
0-240 |
0.7% |
0-074 |
0.2% |
96% |
True |
False |
19,149 |
20 |
113-278 |
112-220 |
1-058 |
1.0% |
0-071 |
0.2% |
97% |
True |
False |
674,334 |
40 |
113-278 |
111-278 |
2-000 |
1.8% |
0-079 |
0.2% |
98% |
True |
False |
893,616 |
60 |
113-278 |
111-265 |
2-013 |
1.8% |
0-076 |
0.2% |
98% |
True |
False |
927,696 |
80 |
113-278 |
111-265 |
2-013 |
1.8% |
0-072 |
0.2% |
98% |
True |
False |
925,563 |
100 |
113-278 |
111-265 |
2-013 |
1.8% |
0-070 |
0.2% |
98% |
True |
False |
763,812 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
114-255 |
2.618 |
114-141 |
1.618 |
114-071 |
1.000 |
114-028 |
0.618 |
114-001 |
HIGH |
113-278 |
0.618 |
113-251 |
0.500 |
113-242 |
0.382 |
113-234 |
LOW |
113-207 |
0.618 |
113-164 |
1.000 |
113-137 |
1.618 |
113-094 |
2.618 |
113-024 |
4.250 |
112-230 |
|
|
Fisher Pivots for day following 18-Dec-2018 |
Pivot |
1 day |
3 day |
R1 |
113-259 |
113-248 |
PP |
113-251 |
113-229 |
S1 |
113-242 |
113-210 |
|