ECBOT 5 Year T-Note Future December 2018
| Trading Metrics calculated at close of trading on 05-Dec-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Dec-2018 |
05-Dec-2018 |
Change |
Change % |
Previous Week |
| Open |
113-022 |
113-040 |
0-018 |
0.0% |
112-287 |
| High |
113-085 |
113-040 |
-0-045 |
-0.1% |
113-053 |
| Low |
113-000 |
113-040 |
0-040 |
0.1% |
112-235 |
| Close |
113-040 |
113-040 |
0-000 |
0.0% |
112-313 |
| Range |
0-085 |
0-000 |
-0-085 |
-100.0% |
0-138 |
| ATR |
0-078 |
0-072 |
-0-006 |
-7.1% |
0-000 |
| Volume |
3,596 |
3,596 |
0 |
0.0% |
9,529,350 |
|
| Daily Pivots for day following 05-Dec-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
113-040 |
113-040 |
113-040 |
|
| R3 |
113-040 |
113-040 |
113-040 |
|
| R2 |
113-040 |
113-040 |
113-040 |
|
| R1 |
113-040 |
113-040 |
113-040 |
113-040 |
| PP |
113-040 |
113-040 |
113-040 |
113-040 |
| S1 |
113-040 |
113-040 |
113-040 |
113-040 |
| S2 |
113-040 |
113-040 |
113-040 |
|
| S3 |
113-040 |
113-040 |
113-040 |
|
| S4 |
113-040 |
113-040 |
113-040 |
|
|
| Weekly Pivots for week ending 30-Nov-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
114-079 |
114-013 |
113-068 |
|
| R3 |
113-262 |
113-196 |
113-030 |
|
| R2 |
113-124 |
113-124 |
113-018 |
|
| R1 |
113-058 |
113-058 |
113-005 |
113-091 |
| PP |
112-307 |
112-307 |
112-307 |
113-003 |
| S1 |
112-241 |
112-241 |
112-300 |
112-274 |
| S2 |
112-169 |
112-169 |
112-287 |
|
| S3 |
112-032 |
112-103 |
112-275 |
|
| S4 |
111-214 |
111-286 |
112-237 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
113-085 |
112-253 |
0-152 |
0.4% |
0-064 |
0.2% |
70% |
False |
False |
397,480 |
| 10 |
113-085 |
112-220 |
0-185 |
0.5% |
0-062 |
0.2% |
76% |
False |
False |
1,188,041 |
| 20 |
113-085 |
111-278 |
1-127 |
1.2% |
0-073 |
0.2% |
90% |
False |
False |
1,148,635 |
| 40 |
113-085 |
111-278 |
1-127 |
1.2% |
0-077 |
0.2% |
90% |
False |
False |
1,124,907 |
| 60 |
113-085 |
111-265 |
1-140 |
1.3% |
0-073 |
0.2% |
90% |
False |
False |
1,040,103 |
| 80 |
113-198 |
111-265 |
1-253 |
1.6% |
0-070 |
0.2% |
72% |
False |
False |
948,944 |
| 100 |
113-198 |
111-265 |
1-253 |
1.6% |
0-067 |
0.2% |
72% |
False |
False |
762,004 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
113-040 |
|
2.618 |
113-040 |
|
1.618 |
113-040 |
|
1.000 |
113-040 |
|
0.618 |
113-040 |
|
HIGH |
113-040 |
|
0.618 |
113-040 |
|
0.500 |
113-040 |
|
0.382 |
113-040 |
|
LOW |
113-040 |
|
0.618 |
113-040 |
|
1.000 |
113-040 |
|
1.618 |
113-040 |
|
2.618 |
113-040 |
|
4.250 |
113-040 |
|
|
| Fisher Pivots for day following 05-Dec-2018 |
| Pivot |
1 day |
3 day |
| R1 |
113-040 |
113-030 |
| PP |
113-040 |
113-019 |
| S1 |
113-040 |
113-009 |
|