ECBOT 5 Year T-Note Future December 2018
| Trading Metrics calculated at close of trading on 20-Dec-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Dec-2018 |
20-Dec-2018 |
Change |
Change % |
Previous Week |
| Open |
113-287 |
113-287 |
0-000 |
0.0% |
113-227 |
| High |
114-022 |
114-002 |
-0-020 |
-0.1% |
113-245 |
| Low |
113-225 |
113-255 |
0-030 |
0.1% |
113-095 |
| Close |
113-310 |
113-273 |
-0-038 |
-0.1% |
113-162 |
| Range |
0-118 |
0-067 |
-0-050 |
-42.6% |
0-150 |
| ATR |
0-079 |
0-078 |
-0-001 |
-1.0% |
0-000 |
| Volume |
21,730 |
676 |
-21,054 |
-96.9% |
71,200 |
|
| Daily Pivots for day following 20-Dec-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
114-166 |
114-127 |
113-310 |
|
| R3 |
114-098 |
114-059 |
113-291 |
|
| R2 |
114-031 |
114-031 |
113-285 |
|
| R1 |
113-312 |
113-312 |
113-279 |
113-298 |
| PP |
113-283 |
113-283 |
113-283 |
113-276 |
| S1 |
113-244 |
113-244 |
113-266 |
113-230 |
| S2 |
113-216 |
113-216 |
113-260 |
|
| S3 |
113-148 |
113-177 |
113-254 |
|
| S4 |
113-081 |
113-109 |
113-235 |
|
|
| 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 |
113-142 |
0-200 |
0.5% |
0-077 |
0.2% |
65% |
False |
False |
11,092 |
| 10 |
114-022 |
113-093 |
0-250 |
0.7% |
0-074 |
0.2% |
72% |
False |
False |
15,294 |
| 20 |
114-022 |
112-235 |
1-107 |
1.2% |
0-074 |
0.2% |
84% |
False |
False |
536,924 |
| 40 |
114-022 |
111-278 |
2-065 |
1.9% |
0-077 |
0.2% |
90% |
False |
False |
818,816 |
| 60 |
114-022 |
111-265 |
2-078 |
2.0% |
0-078 |
0.2% |
90% |
False |
False |
900,262 |
| 80 |
114-022 |
111-265 |
2-078 |
2.0% |
0-073 |
0.2% |
90% |
False |
False |
886,383 |
| 100 |
114-022 |
111-265 |
2-078 |
2.0% |
0-071 |
0.2% |
90% |
False |
False |
763,997 |
| 120 |
114-022 |
111-265 |
2-078 |
2.0% |
0-065 |
0.2% |
90% |
False |
False |
636,758 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
114-289 |
|
2.618 |
114-179 |
|
1.618 |
114-112 |
|
1.000 |
114-070 |
|
0.618 |
114-044 |
|
HIGH |
114-002 |
|
0.618 |
113-297 |
|
0.500 |
113-289 |
|
0.382 |
113-281 |
|
LOW |
113-255 |
|
0.618 |
113-213 |
|
1.000 |
113-188 |
|
1.618 |
113-146 |
|
2.618 |
113-078 |
|
4.250 |
112-288 |
|
|
| Fisher Pivots for day following 20-Dec-2018 |
| Pivot |
1 day |
3 day |
| R1 |
113-289 |
113-275 |
| PP |
113-283 |
113-274 |
| S1 |
113-278 |
113-273 |
|