ECBOT 5 Year T-Note Future December 2018
| Trading Metrics calculated at close of trading on 21-Dec-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Dec-2018 |
21-Dec-2018 |
Change |
Change % |
Previous Week |
| Open |
113-287 |
113-285 |
-0-002 |
0.0% |
113-158 |
| High |
114-002 |
113-313 |
-0-010 |
0.0% |
114-022 |
| Low |
113-255 |
113-247 |
-0-008 |
0.0% |
113-150 |
| Close |
113-273 |
113-295 |
0-022 |
0.1% |
113-295 |
| Range |
0-067 |
0-065 |
-0-002 |
-3.7% |
0-192 |
| ATR |
0-078 |
0-077 |
-0-001 |
-1.2% |
0-000 |
| Volume |
676 |
149 |
-527 |
-78.0% |
47,394 |
|
| Daily Pivots for day following 21-Dec-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
114-160 |
114-133 |
114-011 |
|
| R3 |
114-095 |
114-068 |
113-313 |
|
| R2 |
114-030 |
114-030 |
113-307 |
|
| R1 |
114-003 |
114-003 |
113-301 |
114-016 |
| PP |
113-285 |
113-285 |
113-285 |
113-292 |
| S1 |
113-257 |
113-257 |
113-289 |
113-271 |
| S2 |
113-220 |
113-220 |
113-283 |
|
| S3 |
113-155 |
113-192 |
113-277 |
|
| S4 |
113-090 |
113-127 |
113-259 |
|
|
| Weekly Pivots for week ending 21-Dec-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
115-200 |
115-120 |
114-081 |
|
| R3 |
115-007 |
114-247 |
114-028 |
|
| R2 |
114-135 |
114-135 |
114-010 |
|
| R1 |
114-055 |
114-055 |
113-313 |
114-095 |
| PP |
113-263 |
113-263 |
113-263 |
113-283 |
| S1 |
113-183 |
113-183 |
113-277 |
113-223 |
| S2 |
113-070 |
113-070 |
113-260 |
|
| S3 |
112-198 |
112-310 |
113-242 |
|
| S4 |
112-005 |
112-118 |
113-189 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
114-022 |
113-150 |
0-192 |
0.5% |
0-080 |
0.2% |
75% |
False |
False |
9,478 |
| 10 |
114-022 |
113-095 |
0-247 |
0.7% |
0-069 |
0.2% |
81% |
False |
False |
11,859 |
| 20 |
114-022 |
112-235 |
1-107 |
1.2% |
0-075 |
0.2% |
89% |
False |
False |
494,217 |
| 40 |
114-022 |
111-278 |
2-065 |
1.9% |
0-077 |
0.2% |
93% |
False |
False |
791,968 |
| 60 |
114-022 |
111-265 |
2-078 |
2.0% |
0-078 |
0.2% |
93% |
False |
False |
885,649 |
| 80 |
114-022 |
111-265 |
2-078 |
2.0% |
0-073 |
0.2% |
93% |
False |
False |
870,360 |
| 100 |
114-022 |
111-265 |
2-078 |
2.0% |
0-071 |
0.2% |
93% |
False |
False |
763,868 |
| 120 |
114-022 |
111-265 |
2-078 |
2.0% |
0-065 |
0.2% |
93% |
False |
False |
636,759 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
114-269 |
|
2.618 |
114-163 |
|
1.618 |
114-098 |
|
1.000 |
114-058 |
|
0.618 |
114-033 |
|
HIGH |
113-313 |
|
0.618 |
113-288 |
|
0.500 |
113-280 |
|
0.382 |
113-272 |
|
LOW |
113-247 |
|
0.618 |
113-207 |
|
1.000 |
113-182 |
|
1.618 |
113-142 |
|
2.618 |
113-077 |
|
4.250 |
112-291 |
|
|
| Fisher Pivots for day following 21-Dec-2018 |
| Pivot |
1 day |
3 day |
| R1 |
113-290 |
113-291 |
| PP |
113-285 |
113-287 |
| S1 |
113-280 |
113-284 |
|