ECBOT 5 Year T-Note Future December 2018
| Trading Metrics calculated at close of trading on 10-Dec-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Dec-2018 |
10-Dec-2018 |
Change |
Change % |
Previous Week |
| Open |
113-110 |
113-227 |
0-117 |
0.3% |
112-298 |
| High |
113-207 |
113-245 |
0-038 |
0.1% |
113-220 |
| Low |
113-093 |
113-170 |
0-078 |
0.2% |
112-253 |
| Close |
113-207 |
113-182 |
-0-025 |
-0.1% |
113-207 |
| Range |
0-115 |
0-075 |
-0-040 |
-34.8% |
0-287 |
| ATR |
0-083 |
0-082 |
-0-001 |
-0.7% |
0-000 |
| Volume |
34,504 |
20,379 |
-14,125 |
-40.9% |
236,398 |
|
| Daily Pivots for day following 10-Dec-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
114-104 |
114-058 |
113-224 |
|
| R3 |
114-029 |
113-303 |
113-203 |
|
| R2 |
113-274 |
113-274 |
113-196 |
|
| R1 |
113-228 |
113-228 |
113-189 |
113-214 |
| PP |
113-199 |
113-199 |
113-199 |
113-192 |
| S1 |
113-153 |
113-153 |
113-176 |
113-139 |
| S2 |
113-124 |
113-124 |
113-169 |
|
| S3 |
113-049 |
113-078 |
113-162 |
|
| S4 |
112-294 |
113-003 |
113-141 |
|
|
| 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 |
113-245 |
113-000 |
0-245 |
0.7% |
0-091 |
0.3% |
74% |
True |
False |
23,886 |
| 10 |
113-245 |
112-240 |
1-005 |
0.9% |
0-082 |
0.2% |
81% |
True |
False |
789,570 |
| 20 |
113-245 |
112-042 |
1-202 |
1.4% |
0-080 |
0.2% |
88% |
True |
False |
1,007,137 |
| 40 |
113-245 |
111-278 |
1-287 |
1.7% |
0-079 |
0.2% |
90% |
True |
False |
1,017,077 |
| 60 |
113-245 |
111-265 |
1-300 |
1.7% |
0-076 |
0.2% |
90% |
True |
False |
1,000,310 |
| 80 |
113-245 |
111-265 |
1-300 |
1.7% |
0-072 |
0.2% |
90% |
True |
False |
949,006 |
| 100 |
113-245 |
111-265 |
1-300 |
1.7% |
0-069 |
0.2% |
90% |
True |
False |
763,117 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
114-244 |
|
2.618 |
114-121 |
|
1.618 |
114-046 |
|
1.000 |
114-000 |
|
0.618 |
113-291 |
|
HIGH |
113-245 |
|
0.618 |
113-216 |
|
0.500 |
113-208 |
|
0.382 |
113-199 |
|
LOW |
113-170 |
|
0.618 |
113-124 |
|
1.000 |
113-095 |
|
1.618 |
113-049 |
|
2.618 |
112-294 |
|
4.250 |
112-171 |
|
|
| Fisher Pivots for day following 10-Dec-2018 |
| Pivot |
1 day |
3 day |
| R1 |
113-208 |
113-169 |
| PP |
113-199 |
113-155 |
| S1 |
113-191 |
113-141 |
|