ECBOT 5 Year T-Note Future December 2018
| Trading Metrics calculated at close of trading on 07-Dec-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Dec-2018 |
07-Dec-2018 |
Change |
Change % |
Previous Week |
| Open |
113-050 |
113-110 |
0-060 |
0.2% |
112-298 |
| High |
113-220 |
113-207 |
-0-013 |
0.0% |
113-220 |
| Low |
113-038 |
113-093 |
0-055 |
0.2% |
112-253 |
| Close |
113-122 |
113-207 |
0-085 |
0.2% |
113-207 |
| Range |
0-182 |
0-115 |
-0-068 |
-37.0% |
0-287 |
| ATR |
0-080 |
0-083 |
0-002 |
3.1% |
0-000 |
| Volume |
57,356 |
34,504 |
-22,852 |
-39.8% |
236,398 |
|
| Daily Pivots for day following 07-Dec-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
114-194 |
114-156 |
113-271 |
|
| R3 |
114-079 |
114-041 |
113-239 |
|
| R2 |
113-284 |
113-284 |
113-229 |
|
| R1 |
113-246 |
113-246 |
113-218 |
113-265 |
| PP |
113-169 |
113-169 |
113-169 |
113-179 |
| S1 |
113-131 |
113-131 |
113-197 |
113-150 |
| S2 |
113-054 |
113-054 |
113-186 |
|
| S3 |
112-259 |
113-016 |
113-176 |
|
| S4 |
112-144 |
112-221 |
113-144 |
|
|
| Weekly Pivots for week ending 07-Dec-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
116-022 |
115-242 |
114-046 |
|
| R3 |
115-055 |
114-275 |
113-287 |
|
| R2 |
114-087 |
114-087 |
113-260 |
|
| R1 |
113-307 |
113-307 |
113-234 |
114-037 |
| PP |
113-120 |
113-120 |
113-120 |
113-145 |
| S1 |
113-020 |
113-020 |
113-181 |
113-070 |
| S2 |
112-153 |
112-153 |
113-155 |
|
| S3 |
111-185 |
112-053 |
113-128 |
|
| S4 |
110-218 |
111-085 |
113-049 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
113-220 |
112-253 |
0-287 |
0.8% |
0-095 |
0.3% |
96% |
False |
False |
47,279 |
| 10 |
113-220 |
112-235 |
0-305 |
0.8% |
0-080 |
0.2% |
96% |
False |
False |
976,574 |
| 20 |
113-220 |
111-287 |
1-253 |
1.6% |
0-080 |
0.2% |
98% |
False |
False |
1,051,007 |
| 40 |
113-220 |
111-278 |
1-262 |
1.6% |
0-079 |
0.2% |
98% |
False |
False |
1,042,900 |
| 60 |
113-220 |
111-265 |
1-275 |
1.6% |
0-076 |
0.2% |
98% |
False |
False |
1,012,768 |
| 80 |
113-220 |
111-265 |
1-275 |
1.6% |
0-072 |
0.2% |
98% |
False |
False |
949,237 |
| 100 |
113-220 |
111-265 |
1-275 |
1.6% |
0-069 |
0.2% |
98% |
False |
False |
762,918 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
115-056 |
|
2.618 |
114-188 |
|
1.618 |
114-074 |
|
1.000 |
114-002 |
|
0.618 |
113-279 |
|
HIGH |
113-207 |
|
0.618 |
113-164 |
|
0.500 |
113-150 |
|
0.382 |
113-136 |
|
LOW |
113-093 |
|
0.618 |
113-021 |
|
1.000 |
112-298 |
|
1.618 |
112-226 |
|
2.618 |
112-112 |
|
4.250 |
111-244 |
|
|
| Fisher Pivots for day following 07-Dec-2018 |
| Pivot |
1 day |
3 day |
| R1 |
113-188 |
113-181 |
| PP |
113-169 |
113-155 |
| S1 |
113-150 |
113-129 |
|