ECBOT 5 Year T-Note Future December 2018
| Trading Metrics calculated at close of trading on 24-Dec-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Dec-2018 |
24-Dec-2018 |
Change |
Change % |
Previous Week |
| Open |
113-285 |
114-007 |
0-042 |
0.1% |
113-158 |
| High |
113-313 |
114-085 |
0-092 |
0.3% |
114-022 |
| Low |
113-247 |
114-007 |
0-080 |
0.2% |
113-150 |
| Close |
113-295 |
114-062 |
0-087 |
0.2% |
113-295 |
| Range |
0-065 |
0-078 |
0-012 |
19.2% |
0-192 |
| ATR |
0-077 |
0-080 |
0-002 |
3.0% |
0-000 |
| Volume |
149 |
313 |
164 |
110.1% |
47,394 |
|
| Daily Pivots for day following 24-Dec-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
114-284 |
114-251 |
114-105 |
|
| R3 |
114-207 |
114-173 |
114-084 |
|
| R2 |
114-129 |
114-129 |
114-077 |
|
| R1 |
114-096 |
114-096 |
114-070 |
114-112 |
| PP |
114-052 |
114-052 |
114-052 |
114-060 |
| S1 |
114-018 |
114-018 |
114-055 |
114-035 |
| S2 |
113-294 |
113-294 |
114-048 |
|
| S3 |
113-217 |
113-261 |
114-041 |
|
| S4 |
113-139 |
113-183 |
114-020 |
|
|
| 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 |
114-085 |
113-207 |
0-198 |
0.5% |
0-080 |
0.2% |
89% |
True |
False |
6,162 |
| 10 |
114-085 |
113-095 |
0-310 |
0.8% |
0-069 |
0.2% |
93% |
True |
False |
9,852 |
| 20 |
114-085 |
112-240 |
1-165 |
1.3% |
0-075 |
0.2% |
95% |
True |
False |
399,711 |
| 40 |
114-085 |
111-278 |
2-127 |
2.1% |
0-076 |
0.2% |
97% |
True |
False |
750,952 |
| 60 |
114-085 |
111-265 |
2-140 |
2.1% |
0-078 |
0.2% |
97% |
True |
False |
869,325 |
| 80 |
114-085 |
111-265 |
2-140 |
2.1% |
0-074 |
0.2% |
97% |
True |
False |
856,138 |
| 100 |
114-085 |
111-265 |
2-140 |
2.1% |
0-071 |
0.2% |
97% |
True |
False |
763,737 |
| 120 |
114-085 |
111-265 |
2-140 |
2.1% |
0-065 |
0.2% |
97% |
True |
False |
636,761 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
115-094 |
|
2.618 |
114-288 |
|
1.618 |
114-210 |
|
1.000 |
114-162 |
|
0.618 |
114-133 |
|
HIGH |
114-085 |
|
0.618 |
114-055 |
|
0.500 |
114-046 |
|
0.382 |
114-037 |
|
LOW |
114-007 |
|
0.618 |
113-280 |
|
1.000 |
113-250 |
|
1.618 |
113-202 |
|
2.618 |
113-125 |
|
4.250 |
112-318 |
|
|
| Fisher Pivots for day following 24-Dec-2018 |
| Pivot |
1 day |
3 day |
| R1 |
114-057 |
114-044 |
| PP |
114-052 |
114-025 |
| S1 |
114-046 |
114-006 |
|