ECBOT 5 Year T-Note Future December 2018
| Trading Metrics calculated at close of trading on 02-Nov-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Nov-2018 |
02-Nov-2018 |
Change |
Change % |
Previous Week |
| Open |
112-135 |
112-175 |
0-040 |
0.1% |
112-245 |
| High |
112-167 |
112-175 |
0-008 |
0.0% |
112-267 |
| Low |
112-113 |
112-038 |
-0-075 |
-0.2% |
112-038 |
| Close |
112-155 |
112-050 |
-0-105 |
-0.3% |
112-050 |
| Range |
0-055 |
0-138 |
0-083 |
150.1% |
0-230 |
| ATR |
0-081 |
0-085 |
0-004 |
5.0% |
0-000 |
| Volume |
937,235 |
1,280,587 |
343,352 |
36.6% |
5,453,247 |
|
| Daily Pivots for day following 02-Nov-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
113-180 |
113-093 |
112-126 |
|
| R3 |
113-043 |
112-275 |
112-088 |
|
| R2 |
112-225 |
112-225 |
112-075 |
|
| R1 |
112-138 |
112-138 |
112-063 |
112-113 |
| PP |
112-088 |
112-088 |
112-088 |
112-075 |
| S1 |
112-000 |
112-000 |
112-037 |
111-295 |
| S2 |
111-270 |
111-270 |
112-025 |
|
| S3 |
111-133 |
111-183 |
112-012 |
|
| S4 |
110-315 |
111-045 |
111-294 |
|
|
| Weekly Pivots for week ending 02-Nov-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
114-168 |
114-019 |
112-177 |
|
| R3 |
113-258 |
113-109 |
112-113 |
|
| R2 |
113-028 |
113-028 |
112-092 |
|
| R1 |
112-199 |
112-199 |
112-071 |
112-159 |
| PP |
112-118 |
112-118 |
112-118 |
112-098 |
| S1 |
111-289 |
111-289 |
112-029 |
111-249 |
| S2 |
111-208 |
111-208 |
112-008 |
|
| S3 |
110-298 |
111-059 |
111-307 |
|
| S4 |
110-068 |
110-149 |
111-244 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
112-267 |
112-038 |
0-230 |
0.6% |
0-081 |
0.2% |
5% |
False |
True |
1,090,649 |
| 10 |
112-280 |
112-010 |
0-270 |
0.8% |
0-091 |
0.3% |
15% |
False |
False |
1,184,242 |
| 20 |
112-280 |
111-265 |
1-015 |
0.9% |
0-083 |
0.2% |
31% |
False |
False |
1,096,561 |
| 40 |
113-010 |
111-265 |
1-065 |
1.1% |
0-072 |
0.2% |
27% |
False |
False |
982,152 |
| 60 |
113-198 |
111-265 |
1-253 |
1.6% |
0-070 |
0.2% |
18% |
False |
False |
860,508 |
| 80 |
113-198 |
111-265 |
1-253 |
1.6% |
0-064 |
0.2% |
18% |
False |
False |
647,831 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
114-119 |
|
2.618 |
113-215 |
|
1.618 |
113-077 |
|
1.000 |
112-313 |
|
0.618 |
112-260 |
|
HIGH |
112-175 |
|
0.618 |
112-122 |
|
0.500 |
112-106 |
|
0.382 |
112-090 |
|
LOW |
112-038 |
|
0.618 |
111-273 |
|
1.000 |
111-220 |
|
1.618 |
111-135 |
|
2.618 |
110-318 |
|
4.250 |
110-093 |
|
|
| Fisher Pivots for day following 02-Nov-2018 |
| Pivot |
1 day |
3 day |
| R1 |
112-106 |
112-106 |
| PP |
112-088 |
112-088 |
| S1 |
112-069 |
112-069 |
|