ECBOT 5 Year T-Note Future December 2018
| Trading Metrics calculated at close of trading on 07-Nov-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Nov-2018 |
07-Nov-2018 |
Change |
Change % |
Previous Week |
| Open |
112-060 |
112-018 |
-0-042 |
-0.1% |
112-245 |
| High |
112-080 |
112-073 |
-0-007 |
0.0% |
112-267 |
| Low |
112-013 |
111-290 |
-0-042 |
-0.1% |
112-038 |
| Close |
112-030 |
112-013 |
-0-018 |
0.0% |
112-050 |
| Range |
0-067 |
0-102 |
0-035 |
51.9% |
0-230 |
| ATR |
0-080 |
0-082 |
0-002 |
2.0% |
0-000 |
| Volume |
726,972 |
1,194,070 |
467,098 |
64.3% |
5,453,247 |
|
| Daily Pivots for day following 07-Nov-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
113-006 |
112-272 |
112-069 |
|
| R3 |
112-223 |
112-169 |
112-041 |
|
| R2 |
112-121 |
112-121 |
112-031 |
|
| R1 |
112-067 |
112-067 |
112-022 |
112-043 |
| PP |
112-018 |
112-018 |
112-018 |
112-006 |
| S1 |
111-284 |
111-284 |
112-003 |
111-260 |
| S2 |
111-236 |
111-236 |
111-314 |
|
| S3 |
111-133 |
111-182 |
111-304 |
|
| S4 |
111-031 |
111-079 |
111-276 |
|
|
| 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 |
112-175 |
111-290 |
0-205 |
0.6% |
0-079 |
0.2% |
21% |
False |
True |
962,656 |
| 10 |
112-280 |
111-290 |
0-310 |
0.9% |
0-081 |
0.2% |
14% |
False |
True |
1,076,370 |
| 20 |
112-280 |
111-290 |
0-310 |
0.9% |
0-080 |
0.2% |
14% |
False |
True |
1,093,775 |
| 40 |
112-285 |
111-265 |
1-020 |
0.9% |
0-074 |
0.2% |
20% |
False |
False |
996,015 |
| 60 |
113-198 |
111-265 |
1-253 |
1.6% |
0-070 |
0.2% |
12% |
False |
False |
901,894 |
| 80 |
113-198 |
111-265 |
1-253 |
1.6% |
0-066 |
0.2% |
12% |
False |
False |
680,270 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
113-188 |
|
2.618 |
113-021 |
|
1.618 |
112-238 |
|
1.000 |
112-175 |
|
0.618 |
112-136 |
|
HIGH |
112-073 |
|
0.618 |
112-033 |
|
0.500 |
112-021 |
|
0.382 |
112-009 |
|
LOW |
111-290 |
|
0.618 |
111-227 |
|
1.000 |
111-188 |
|
1.618 |
111-124 |
|
2.618 |
111-022 |
|
4.250 |
110-174 |
|
|
| Fisher Pivots for day following 07-Nov-2018 |
| Pivot |
1 day |
3 day |
| R1 |
112-021 |
112-029 |
| PP |
112-018 |
112-023 |
| S1 |
112-015 |
112-018 |
|