ECBOT 5 Year T-Note Future September 2018
Trading Metrics calculated at close of trading on 06-Sep-2018 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Sep-2018 |
06-Sep-2018 |
Change |
Change % |
Previous Week |
Open |
113-145 |
113-155 |
0-010 |
0.0% |
113-235 |
High |
113-173 |
113-198 |
0-025 |
0.1% |
113-240 |
Low |
113-133 |
113-145 |
0-012 |
0.0% |
113-118 |
Close |
113-153 |
113-187 |
0-035 |
0.1% |
113-200 |
Range |
0-040 |
0-053 |
0-013 |
31.3% |
0-122 |
ATR |
0-060 |
0-059 |
-0-001 |
-0.9% |
0-000 |
Volume |
63,364 |
27,471 |
-35,893 |
-56.6% |
6,742,481 |
|
Daily Pivots for day following 06-Sep-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
114-014 |
113-313 |
113-216 |
|
R3 |
113-282 |
113-261 |
113-202 |
|
R2 |
113-229 |
113-229 |
113-197 |
|
R1 |
113-208 |
113-208 |
113-192 |
113-219 |
PP |
113-177 |
113-177 |
113-177 |
113-182 |
S1 |
113-156 |
113-156 |
113-183 |
113-166 |
S2 |
113-124 |
113-124 |
113-178 |
|
S3 |
113-072 |
113-103 |
113-173 |
|
S4 |
113-019 |
113-051 |
113-159 |
|
|
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 |
113-120 |
0-093 |
0.3% |
0-052 |
0.1% |
73% |
False |
False |
281,089 |
10 |
113-265 |
113-118 |
0-147 |
0.4% |
0-053 |
0.1% |
47% |
False |
False |
955,061 |
20 |
113-278 |
113-058 |
0-220 |
0.6% |
0-061 |
0.2% |
59% |
False |
False |
883,750 |
40 |
113-278 |
112-305 |
0-293 |
0.8% |
0-060 |
0.2% |
69% |
False |
False |
788,804 |
60 |
113-278 |
112-290 |
0-307 |
0.8% |
0-064 |
0.2% |
71% |
False |
False |
766,249 |
80 |
114-153 |
112-147 |
2-005 |
1.8% |
0-075 |
0.2% |
56% |
False |
False |
800,572 |
100 |
114-153 |
112-147 |
2-005 |
1.8% |
0-070 |
0.2% |
56% |
False |
False |
643,884 |
120 |
114-173 |
112-147 |
2-025 |
1.8% |
0-063 |
0.2% |
54% |
False |
False |
536,629 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
114-101 |
2.618 |
114-015 |
1.618 |
113-282 |
1.000 |
113-250 |
0.618 |
113-230 |
HIGH |
113-198 |
0.618 |
113-177 |
0.500 |
113-171 |
0.382 |
113-165 |
LOW |
113-145 |
0.618 |
113-113 |
1.000 |
113-092 |
1.618 |
113-060 |
2.618 |
113-008 |
4.250 |
112-242 |
|
|
Fisher Pivots for day following 06-Sep-2018 |
Pivot |
1 day |
3 day |
R1 |
113-182 |
113-182 |
PP |
113-177 |
113-176 |
S1 |
113-171 |
113-170 |
|