ECBOT 5 Year T-Note Future December 2018
| Trading Metrics calculated at close of trading on 19-Dec-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Dec-2018 |
19-Dec-2018 |
Change |
Change % |
Previous Week |
| Open |
113-238 |
113-287 |
0-050 |
0.1% |
113-227 |
| High |
113-278 |
114-022 |
0-065 |
0.2% |
113-245 |
| Low |
113-207 |
113-225 |
0-018 |
0.0% |
113-095 |
| Close |
113-267 |
113-310 |
0-043 |
0.1% |
113-162 |
| Range |
0-070 |
0-118 |
0-047 |
67.8% |
0-150 |
| ATR |
0-076 |
0-079 |
0-003 |
3.9% |
0-000 |
| Volume |
7,943 |
21,730 |
13,787 |
173.6% |
71,200 |
|
| Daily Pivots for day following 19-Dec-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
115-005 |
114-275 |
114-055 |
|
| R3 |
114-208 |
114-158 |
114-022 |
|
| R2 |
114-090 |
114-090 |
114-012 |
|
| R1 |
114-040 |
114-040 |
114-001 |
114-065 |
| PP |
113-293 |
113-293 |
113-293 |
113-305 |
| S1 |
113-243 |
113-243 |
113-299 |
113-268 |
| S2 |
113-175 |
113-175 |
113-288 |
|
| S3 |
113-057 |
113-125 |
113-278 |
|
| S4 |
112-260 |
113-007 |
113-245 |
|
|
| Weekly Pivots for week ending 14-Dec-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
114-297 |
114-220 |
113-245 |
|
| R3 |
114-147 |
114-070 |
113-204 |
|
| R2 |
113-317 |
113-317 |
113-190 |
|
| R1 |
113-240 |
113-240 |
113-176 |
113-204 |
| PP |
113-167 |
113-167 |
113-167 |
113-149 |
| S1 |
113-090 |
113-090 |
113-149 |
113-054 |
| S2 |
113-018 |
113-018 |
113-135 |
|
| S3 |
112-188 |
112-260 |
113-121 |
|
| S4 |
112-038 |
112-110 |
113-080 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
114-022 |
113-098 |
0-245 |
0.7% |
0-072 |
0.2% |
87% |
True |
False |
11,859 |
| 10 |
114-022 |
113-038 |
0-305 |
0.8% |
0-085 |
0.2% |
89% |
True |
False |
20,962 |
| 20 |
114-022 |
112-220 |
1-122 |
1.2% |
0-074 |
0.2% |
93% |
True |
False |
604,502 |
| 40 |
114-022 |
111-278 |
2-065 |
1.9% |
0-079 |
0.2% |
95% |
True |
False |
858,302 |
| 60 |
114-022 |
111-265 |
2-078 |
2.0% |
0-078 |
0.2% |
95% |
True |
False |
914,732 |
| 80 |
114-022 |
111-265 |
2-078 |
2.0% |
0-073 |
0.2% |
95% |
True |
False |
912,546 |
| 100 |
114-022 |
111-265 |
2-078 |
2.0% |
0-070 |
0.2% |
95% |
True |
False |
764,028 |
| 120 |
114-022 |
111-265 |
2-078 |
2.0% |
0-065 |
0.2% |
95% |
True |
False |
636,752 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
115-202 |
|
2.618 |
115-010 |
|
1.618 |
114-213 |
|
1.000 |
114-140 |
|
0.618 |
114-095 |
|
HIGH |
114-022 |
|
0.618 |
113-298 |
|
0.500 |
113-284 |
|
0.382 |
113-270 |
|
LOW |
113-225 |
|
0.618 |
113-152 |
|
1.000 |
113-107 |
|
1.618 |
113-035 |
|
2.618 |
112-237 |
|
4.250 |
112-046 |
|
|
| Fisher Pivots for day following 19-Dec-2018 |
| Pivot |
1 day |
3 day |
| R1 |
113-301 |
113-289 |
| PP |
113-293 |
113-268 |
| S1 |
113-284 |
113-246 |
|