ECBOT 5 Year T-Note Future December 2018
| Trading Metrics calculated at close of trading on 27-Nov-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Nov-2018 |
27-Nov-2018 |
Change |
Change % |
Previous Week |
| Open |
112-287 |
112-270 |
-0-017 |
0.0% |
112-287 |
| High |
112-295 |
112-290 |
-0-005 |
0.0% |
113-000 |
| Low |
112-235 |
112-242 |
0-007 |
0.0% |
112-220 |
| Close |
112-247 |
112-273 |
0-025 |
0.1% |
112-282 |
| Range |
0-060 |
0-048 |
-0-012 |
-20.8% |
0-100 |
| ATR |
0-079 |
0-077 |
-0-002 |
-2.8% |
0-000 |
| Volume |
1,890,424 |
2,873,491 |
983,067 |
52.0% |
4,747,671 |
|
| Daily Pivots for day following 27-Nov-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
113-091 |
113-069 |
112-299 |
|
| R3 |
113-043 |
113-022 |
112-286 |
|
| R2 |
112-316 |
112-316 |
112-281 |
|
| R1 |
112-294 |
112-294 |
112-277 |
112-305 |
| PP |
112-268 |
112-268 |
112-268 |
112-274 |
| S1 |
112-247 |
112-247 |
112-268 |
112-258 |
| S2 |
112-221 |
112-221 |
112-264 |
|
| S3 |
112-173 |
112-199 |
112-259 |
|
| S4 |
112-126 |
112-152 |
112-246 |
|
|
| Weekly Pivots for week ending 23-Nov-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
113-254 |
113-208 |
113-017 |
|
| R3 |
113-154 |
113-108 |
112-310 |
|
| R2 |
113-054 |
113-054 |
112-301 |
|
| R1 |
113-008 |
113-008 |
112-292 |
112-301 |
| PP |
112-274 |
112-274 |
112-274 |
112-261 |
| S1 |
112-228 |
112-228 |
112-273 |
112-201 |
| S2 |
112-174 |
112-174 |
112-264 |
|
| S3 |
112-074 |
112-128 |
112-255 |
|
| S4 |
111-294 |
112-028 |
112-227 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
113-000 |
112-220 |
0-100 |
0.3% |
0-056 |
0.2% |
53% |
False |
False |
1,677,762 |
| 10 |
113-000 |
112-073 |
0-247 |
0.7% |
0-075 |
0.2% |
81% |
False |
False |
1,480,788 |
| 20 |
113-000 |
111-278 |
1-042 |
1.0% |
0-074 |
0.2% |
87% |
False |
False |
1,188,957 |
| 40 |
113-000 |
111-265 |
1-055 |
1.0% |
0-080 |
0.2% |
87% |
False |
False |
1,159,370 |
| 60 |
113-135 |
111-265 |
1-190 |
1.4% |
0-073 |
0.2% |
64% |
False |
False |
1,039,393 |
| 80 |
113-198 |
111-265 |
1-253 |
1.6% |
0-069 |
0.2% |
57% |
False |
False |
890,185 |
| 100 |
113-198 |
111-265 |
1-253 |
1.6% |
0-063 |
0.2% |
57% |
False |
False |
712,906 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
113-172 |
|
2.618 |
113-094 |
|
1.618 |
113-047 |
|
1.000 |
113-018 |
|
0.618 |
112-319 |
|
HIGH |
112-290 |
|
0.618 |
112-272 |
|
0.500 |
112-266 |
|
0.382 |
112-261 |
|
LOW |
112-242 |
|
0.618 |
112-213 |
|
1.000 |
112-195 |
|
1.618 |
112-166 |
|
2.618 |
112-118 |
|
4.250 |
112-041 |
|
|
| Fisher Pivots for day following 27-Nov-2018 |
| Pivot |
1 day |
3 day |
| R1 |
112-270 |
112-272 |
| PP |
112-268 |
112-272 |
| S1 |
112-266 |
112-271 |
|