ECBOT 5 Year T-Note Future September 2018
Trading Metrics calculated at close of trading on 04-Sep-2018 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
31-Aug-2018 |
04-Sep-2018 |
Change |
Change % |
Previous Week |
Open |
113-175 |
113-187 |
0-012 |
0.0% |
113-235 |
High |
113-213 |
113-207 |
-0-005 |
0.0% |
113-240 |
Low |
113-173 |
113-140 |
-0-033 |
-0.1% |
113-118 |
Close |
113-200 |
113-142 |
-0-058 |
-0.2% |
113-200 |
Range |
0-040 |
0-067 |
0-027 |
68.7% |
0-122 |
ATR |
0-061 |
0-061 |
0-000 |
0.8% |
0-000 |
Volume |
257,890 |
76,288 |
-181,602 |
-70.4% |
6,742,481 |
|
Daily Pivots for day following 04-Sep-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
114-046 |
114-002 |
113-180 |
|
R3 |
113-298 |
113-254 |
113-161 |
|
R2 |
113-231 |
113-231 |
113-155 |
|
R1 |
113-187 |
113-187 |
113-149 |
113-175 |
PP |
113-163 |
113-163 |
113-163 |
113-157 |
S1 |
113-119 |
113-119 |
113-136 |
113-108 |
S2 |
113-096 |
113-096 |
113-130 |
|
S3 |
113-028 |
113-052 |
113-124 |
|
S4 |
112-281 |
112-304 |
113-105 |
|
|
Weekly Pivots for week ending 31-Aug-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
114-233 |
114-179 |
113-267 |
|
R3 |
114-111 |
114-057 |
113-234 |
|
R2 |
113-308 |
113-308 |
113-222 |
|
R1 |
113-254 |
113-254 |
113-211 |
113-220 |
PP |
113-186 |
113-186 |
113-186 |
113-169 |
S1 |
113-132 |
113-132 |
113-189 |
113-098 |
S2 |
113-063 |
113-063 |
113-178 |
|
S3 |
112-261 |
113-009 |
113-166 |
|
S4 |
112-138 |
112-207 |
113-133 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
113-213 |
113-118 |
0-095 |
0.3% |
0-057 |
0.2% |
26% |
False |
False |
1,064,071 |
10 |
113-278 |
113-118 |
0-160 |
0.4% |
0-053 |
0.1% |
16% |
False |
False |
1,100,785 |
20 |
113-278 |
113-045 |
0-233 |
0.6% |
0-061 |
0.2% |
42% |
False |
False |
935,690 |
40 |
113-278 |
112-305 |
0-293 |
0.8% |
0-061 |
0.2% |
54% |
False |
False |
820,110 |
60 |
113-278 |
112-290 |
0-307 |
0.8% |
0-064 |
0.2% |
56% |
False |
False |
786,175 |
80 |
114-153 |
112-147 |
2-005 |
1.8% |
0-075 |
0.2% |
49% |
False |
False |
799,877 |
100 |
114-153 |
112-147 |
2-005 |
1.8% |
0-070 |
0.2% |
49% |
False |
False |
643,022 |
120 |
114-173 |
112-147 |
2-025 |
1.8% |
0-062 |
0.2% |
47% |
False |
False |
535,872 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
114-174 |
2.618 |
114-064 |
1.618 |
113-317 |
1.000 |
113-275 |
0.618 |
113-249 |
HIGH |
113-207 |
0.618 |
113-182 |
0.500 |
113-174 |
0.382 |
113-166 |
LOW |
113-140 |
0.618 |
113-098 |
1.000 |
113-073 |
1.618 |
113-031 |
2.618 |
112-283 |
4.250 |
112-173 |
|
|
Fisher Pivots for day following 04-Sep-2018 |
Pivot |
1 day |
3 day |
R1 |
113-174 |
113-166 |
PP |
113-163 |
113-158 |
S1 |
113-153 |
113-150 |
|