ECBOT 5 Year T-Note Future December 2018
| Trading Metrics calculated at close of trading on 26-Oct-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Oct-2018 |
26-Oct-2018 |
Change |
Change % |
Previous Week |
| Open |
112-187 |
112-165 |
-0-022 |
-0.1% |
112-025 |
| High |
112-205 |
112-280 |
0-075 |
0.2% |
112-280 |
| Low |
112-120 |
112-165 |
0-045 |
0.1% |
112-010 |
| Close |
112-135 |
112-242 |
0-107 |
0.3% |
112-242 |
| Range |
0-085 |
0-115 |
0-030 |
35.3% |
0-270 |
| ATR |
0-079 |
0-083 |
0-005 |
6.0% |
0-000 |
| Volume |
1,074,052 |
1,640,949 |
566,897 |
52.8% |
6,389,175 |
|
| Daily Pivots for day following 26-Oct-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
113-254 |
113-203 |
112-306 |
|
| R3 |
113-139 |
113-088 |
112-274 |
|
| R2 |
113-024 |
113-024 |
112-264 |
|
| R1 |
112-293 |
112-293 |
112-253 |
112-319 |
| PP |
112-229 |
112-229 |
112-229 |
112-242 |
| S1 |
112-178 |
112-178 |
112-232 |
112-204 |
| S2 |
112-114 |
112-114 |
112-221 |
|
| S3 |
111-319 |
112-063 |
112-211 |
|
| S4 |
111-204 |
111-268 |
112-179 |
|
|
| Weekly Pivots for week ending 26-Oct-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
115-027 |
114-245 |
113-071 |
|
| R3 |
114-077 |
113-295 |
112-317 |
|
| R2 |
113-127 |
113-127 |
112-292 |
|
| R1 |
113-025 |
113-025 |
112-267 |
113-076 |
| PP |
112-178 |
112-178 |
112-178 |
112-203 |
| S1 |
112-075 |
112-075 |
112-218 |
112-126 |
| S2 |
111-228 |
111-228 |
112-193 |
|
| S3 |
110-278 |
111-125 |
112-168 |
|
| S4 |
110-008 |
110-175 |
112-094 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
112-280 |
112-010 |
0-270 |
0.7% |
0-100 |
0.3% |
86% |
True |
False |
1,277,835 |
| 10 |
112-280 |
111-307 |
0-293 |
0.8% |
0-083 |
0.2% |
87% |
True |
False |
1,074,352 |
| 20 |
112-280 |
111-265 |
1-015 |
0.9% |
0-083 |
0.2% |
89% |
True |
False |
1,106,070 |
| 40 |
113-138 |
111-265 |
1-193 |
1.4% |
0-071 |
0.2% |
58% |
False |
False |
961,324 |
| 60 |
113-198 |
111-265 |
1-253 |
1.6% |
0-067 |
0.2% |
52% |
False |
False |
772,260 |
| 80 |
113-198 |
111-265 |
1-253 |
1.6% |
0-060 |
0.2% |
52% |
False |
False |
579,666 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
114-129 |
|
2.618 |
113-261 |
|
1.618 |
113-146 |
|
1.000 |
113-075 |
|
0.618 |
113-031 |
|
HIGH |
112-280 |
|
0.618 |
112-236 |
|
0.500 |
112-222 |
|
0.382 |
112-209 |
|
LOW |
112-165 |
|
0.618 |
112-094 |
|
1.000 |
112-050 |
|
1.618 |
111-299 |
|
2.618 |
111-184 |
|
4.250 |
110-316 |
|
|
| Fisher Pivots for day following 26-Oct-2018 |
| Pivot |
1 day |
3 day |
| R1 |
112-236 |
112-221 |
| PP |
112-229 |
112-199 |
| S1 |
112-222 |
112-178 |
|