ECBOT 5 Year T-Note Future December 2018
| Trading Metrics calculated at close of trading on 28-Nov-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Nov-2018 |
28-Nov-2018 |
Change |
Change % |
Previous Week |
| Open |
112-270 |
112-262 |
-0-008 |
0.0% |
112-287 |
| High |
112-290 |
112-315 |
0-025 |
0.1% |
113-000 |
| Low |
112-242 |
112-240 |
-0-002 |
0.0% |
112-220 |
| Close |
112-273 |
112-305 |
0-032 |
0.1% |
112-282 |
| Range |
0-048 |
0-075 |
0-027 |
57.8% |
0-100 |
| ATR |
0-077 |
0-076 |
0-000 |
-0.1% |
0-000 |
| Volume |
2,873,491 |
2,922,573 |
49,082 |
1.7% |
4,747,671 |
|
| Daily Pivots for day following 28-Nov-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
113-192 |
113-163 |
113-026 |
|
| R3 |
113-117 |
113-088 |
113-006 |
|
| R2 |
113-042 |
113-042 |
112-319 |
|
| R1 |
113-013 |
113-013 |
112-312 |
113-028 |
| PP |
112-287 |
112-287 |
112-287 |
112-294 |
| S1 |
112-258 |
112-258 |
112-298 |
112-272 |
| S2 |
112-212 |
112-212 |
112-291 |
|
| S3 |
112-137 |
112-183 |
112-284 |
|
| S4 |
112-062 |
112-108 |
112-264 |
|
|
| 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 |
112-315 |
112-220 |
0-095 |
0.3% |
0-060 |
0.2% |
89% |
True |
False |
1,978,602 |
| 10 |
113-000 |
112-098 |
0-222 |
0.6% |
0-076 |
0.2% |
93% |
False |
False |
1,663,860 |
| 20 |
113-000 |
111-278 |
1-042 |
1.0% |
0-075 |
0.2% |
96% |
False |
False |
1,284,636 |
| 40 |
113-000 |
111-265 |
1-055 |
1.0% |
0-080 |
0.2% |
96% |
False |
False |
1,210,349 |
| 60 |
113-127 |
111-265 |
1-182 |
1.4% |
0-073 |
0.2% |
72% |
False |
False |
1,073,525 |
| 80 |
113-198 |
111-265 |
1-253 |
1.6% |
0-070 |
0.2% |
63% |
False |
False |
926,344 |
| 100 |
113-198 |
111-265 |
1-253 |
1.6% |
0-064 |
0.2% |
63% |
False |
False |
742,132 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
113-314 |
|
2.618 |
113-191 |
|
1.618 |
113-116 |
|
1.000 |
113-070 |
|
0.618 |
113-041 |
|
HIGH |
112-315 |
|
0.618 |
112-286 |
|
0.500 |
112-278 |
|
0.382 |
112-269 |
|
LOW |
112-240 |
|
0.618 |
112-194 |
|
1.000 |
112-165 |
|
1.618 |
112-119 |
|
2.618 |
112-044 |
|
4.250 |
111-241 |
|
|
| Fisher Pivots for day following 28-Nov-2018 |
| Pivot |
1 day |
3 day |
| R1 |
112-296 |
112-295 |
| PP |
112-287 |
112-285 |
| S1 |
112-278 |
112-275 |
|