ECBOT 5 Year T-Note Future September 2018
Trading Metrics calculated at close of trading on 07-Sep-2018 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Sep-2018 |
07-Sep-2018 |
Change |
Change % |
Previous Week |
Open |
113-155 |
113-195 |
0-040 |
0.1% |
113-187 |
High |
113-198 |
113-198 |
0-000 |
0.0% |
113-207 |
Low |
113-145 |
113-070 |
-0-075 |
-0.2% |
113-070 |
Close |
113-187 |
113-075 |
-0-112 |
-0.3% |
113-075 |
Range |
0-053 |
0-127 |
0-075 |
142.8% |
0-137 |
ATR |
0-059 |
0-064 |
0-005 |
8.2% |
0-000 |
Volume |
27,471 |
41,942 |
14,471 |
52.7% |
209,065 |
|
Daily Pivots for day following 07-Sep-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
114-177 |
114-093 |
113-145 |
|
R3 |
114-049 |
113-286 |
113-110 |
|
R2 |
113-242 |
113-242 |
113-098 |
|
R1 |
113-158 |
113-158 |
113-087 |
113-136 |
PP |
113-114 |
113-114 |
113-114 |
113-103 |
S1 |
113-031 |
113-031 |
113-063 |
113-009 |
S2 |
112-307 |
112-307 |
113-052 |
|
S3 |
112-179 |
112-223 |
113-040 |
|
S4 |
112-052 |
112-096 |
113-005 |
|
|
Weekly Pivots for week ending 07-Sep-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
114-210 |
114-120 |
113-151 |
|
R3 |
114-072 |
113-302 |
113-113 |
|
R2 |
113-255 |
113-255 |
113-100 |
|
R1 |
113-165 |
113-165 |
113-088 |
113-141 |
PP |
113-118 |
113-118 |
113-118 |
113-106 |
S1 |
113-028 |
113-028 |
113-062 |
113-004 |
S2 |
112-300 |
112-300 |
113-050 |
|
S3 |
112-163 |
112-210 |
113-037 |
|
S4 |
112-025 |
112-073 |
112-319 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
113-213 |
113-070 |
0-142 |
0.4% |
0-065 |
0.2% |
4% |
False |
True |
93,391 |
10 |
113-240 |
113-070 |
0-170 |
0.5% |
0-061 |
0.2% |
3% |
False |
True |
814,285 |
20 |
113-278 |
113-070 |
0-207 |
0.6% |
0-065 |
0.2% |
2% |
False |
True |
852,720 |
40 |
113-278 |
112-305 |
0-293 |
0.8% |
0-062 |
0.2% |
31% |
False |
False |
773,441 |
60 |
113-278 |
112-305 |
0-293 |
0.8% |
0-064 |
0.2% |
31% |
False |
False |
750,700 |
80 |
114-153 |
112-147 |
2-005 |
1.8% |
0-075 |
0.2% |
38% |
False |
False |
798,910 |
100 |
114-153 |
112-147 |
2-005 |
1.8% |
0-070 |
0.2% |
38% |
False |
False |
644,235 |
120 |
114-173 |
112-147 |
2-025 |
1.8% |
0-064 |
0.2% |
37% |
False |
False |
536,979 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
115-099 |
2.618 |
114-211 |
1.618 |
114-084 |
1.000 |
114-005 |
0.618 |
113-276 |
HIGH |
113-198 |
0.618 |
113-149 |
0.500 |
113-134 |
0.382 |
113-119 |
LOW |
113-070 |
0.618 |
112-311 |
1.000 |
112-263 |
1.618 |
112-184 |
2.618 |
112-056 |
4.250 |
111-168 |
|
|
Fisher Pivots for day following 07-Sep-2018 |
Pivot |
1 day |
3 day |
R1 |
113-134 |
113-134 |
PP |
113-114 |
113-114 |
S1 |
113-095 |
113-095 |
|