ECBOT 5 Year T-Note Future December 2018
| Trading Metrics calculated at close of trading on 19-Nov-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Nov-2018 |
19-Nov-2018 |
Change |
Change % |
Previous Week |
| Open |
112-187 |
112-287 |
0-100 |
0.3% |
112-050 |
| High |
112-285 |
113-000 |
0-035 |
0.1% |
112-285 |
| Low |
112-178 |
112-242 |
0-065 |
0.2% |
112-042 |
| Close |
112-262 |
112-302 |
0-040 |
0.1% |
112-262 |
| Range |
0-107 |
0-078 |
-0-030 |
-27.9% |
0-242 |
| ATR |
0-085 |
0-085 |
-0-001 |
-0.6% |
0-000 |
| Volume |
1,403,722 |
1,122,775 |
-280,947 |
-20.0% |
5,608,956 |
|
| Daily Pivots for day following 19-Nov-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
113-201 |
113-169 |
113-025 |
|
| R3 |
113-123 |
113-092 |
113-004 |
|
| R2 |
113-046 |
113-046 |
112-317 |
|
| R1 |
113-014 |
113-014 |
112-310 |
113-030 |
| PP |
112-288 |
112-288 |
112-288 |
112-296 |
| S1 |
112-257 |
112-257 |
112-295 |
112-272 |
| S2 |
112-211 |
112-211 |
112-288 |
|
| S3 |
112-133 |
112-179 |
112-281 |
|
| S4 |
112-056 |
112-102 |
112-260 |
|
|
| Weekly Pivots for week ending 16-Nov-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
114-284 |
114-196 |
113-076 |
|
| R3 |
114-042 |
113-273 |
113-009 |
|
| R2 |
113-119 |
113-119 |
112-307 |
|
| R1 |
113-031 |
113-031 |
112-285 |
113-075 |
| PP |
112-197 |
112-197 |
112-197 |
112-219 |
| S1 |
112-108 |
112-108 |
112-240 |
112-152 |
| S2 |
111-274 |
111-274 |
112-218 |
|
| S3 |
111-032 |
111-186 |
112-196 |
|
| S4 |
110-109 |
110-263 |
112-129 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
113-000 |
112-073 |
0-247 |
0.7% |
0-094 |
0.3% |
93% |
True |
False |
1,283,814 |
| 10 |
113-000 |
111-278 |
1-042 |
1.0% |
0-086 |
0.2% |
95% |
True |
False |
1,040,090 |
| 20 |
113-000 |
111-278 |
1-042 |
1.0% |
0-088 |
0.2% |
95% |
True |
False |
1,112,898 |
| 40 |
113-000 |
111-265 |
1-055 |
1.0% |
0-079 |
0.2% |
95% |
True |
False |
1,054,378 |
| 60 |
113-167 |
111-265 |
1-222 |
1.5% |
0-073 |
0.2% |
66% |
False |
False |
1,009,306 |
| 80 |
113-198 |
111-265 |
1-253 |
1.6% |
0-069 |
0.2% |
62% |
False |
False |
786,181 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
114-009 |
|
2.618 |
113-203 |
|
1.618 |
113-125 |
|
1.000 |
113-078 |
|
0.618 |
113-048 |
|
HIGH |
113-000 |
|
0.618 |
112-290 |
|
0.500 |
112-281 |
|
0.382 |
112-272 |
|
LOW |
112-242 |
|
0.618 |
112-195 |
|
1.000 |
112-165 |
|
1.618 |
112-117 |
|
2.618 |
112-040 |
|
4.250 |
111-233 |
|
|
| Fisher Pivots for day following 19-Nov-2018 |
| Pivot |
1 day |
3 day |
| R1 |
112-295 |
112-279 |
| PP |
112-288 |
112-256 |
| S1 |
112-281 |
112-232 |
|