ECBOT 10 Year T-Note Future December 2018
Trading Metrics calculated at close of trading on 05-Dec-2018 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Dec-2018 |
05-Dec-2018 |
Change |
Change % |
Previous Week |
Open |
119-275 |
120-030 |
0-075 |
0.2% |
119-105 |
High |
120-105 |
120-030 |
-0-075 |
-0.2% |
119-245 |
Low |
119-250 |
120-030 |
0-100 |
0.3% |
119-020 |
Close |
120-030 |
120-030 |
0-000 |
0.0% |
119-175 |
Range |
0-175 |
0-000 |
-0-175 |
-100.0% |
0-225 |
ATR |
0-134 |
0-124 |
-0-010 |
-7.1% |
0-000 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 05-Dec-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
120-030 |
120-030 |
120-030 |
|
R3 |
120-030 |
120-030 |
120-030 |
|
R2 |
120-030 |
120-030 |
120-030 |
|
R1 |
120-030 |
120-030 |
120-030 |
120-030 |
PP |
120-030 |
120-030 |
120-030 |
120-030 |
S1 |
120-030 |
120-030 |
120-030 |
120-030 |
S2 |
120-030 |
120-030 |
120-030 |
|
S3 |
120-030 |
120-030 |
120-030 |
|
S4 |
120-030 |
120-030 |
120-030 |
|
|
Weekly Pivots for week ending 30-Nov-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
121-182 |
121-083 |
119-299 |
|
R3 |
120-277 |
120-178 |
119-237 |
|
R2 |
120-052 |
120-052 |
119-216 |
|
R1 |
119-273 |
119-273 |
119-196 |
120-002 |
PP |
119-147 |
119-147 |
119-147 |
119-171 |
S1 |
119-048 |
119-048 |
119-154 |
119-098 |
S2 |
118-242 |
118-242 |
119-134 |
|
S3 |
118-017 |
118-143 |
119-113 |
|
S4 |
117-112 |
117-238 |
119-051 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
120-105 |
119-075 |
1-030 |
0.9% |
0-125 |
0.3% |
79% |
False |
False |
473,789 |
10 |
120-105 |
119-005 |
1-100 |
1.1% |
0-108 |
0.3% |
82% |
False |
False |
1,418,888 |
20 |
120-105 |
117-225 |
2-200 |
2.2% |
0-121 |
0.3% |
91% |
False |
False |
1,614,265 |
40 |
120-105 |
117-175 |
2-250 |
2.3% |
0-128 |
0.3% |
92% |
False |
False |
1,839,949 |
60 |
120-105 |
117-135 |
2-290 |
2.4% |
0-124 |
0.3% |
92% |
False |
False |
1,762,104 |
80 |
120-200 |
117-135 |
3-065 |
2.7% |
0-118 |
0.3% |
83% |
False |
False |
1,550,090 |
100 |
120-200 |
117-135 |
3-065 |
2.7% |
0-116 |
0.3% |
83% |
False |
False |
1,241,076 |
120 |
120-200 |
117-135 |
3-065 |
2.7% |
0-108 |
0.3% |
83% |
False |
False |
1,034,250 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
120-030 |
2.618 |
120-030 |
1.618 |
120-030 |
1.000 |
120-030 |
0.618 |
120-030 |
HIGH |
120-030 |
0.618 |
120-030 |
0.500 |
120-030 |
0.382 |
120-030 |
LOW |
120-030 |
0.618 |
120-030 |
1.000 |
120-030 |
1.618 |
120-030 |
2.618 |
120-030 |
4.250 |
120-030 |
|
|
Fisher Pivots for day following 05-Dec-2018 |
Pivot |
1 day |
3 day |
R1 |
120-030 |
119-318 |
PP |
120-030 |
119-287 |
S1 |
120-030 |
119-255 |
|