ECBOT 5 Year T-Note Future September 2018
Trading Metrics calculated at close of trading on 10-Sep-2018 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Sep-2018 |
10-Sep-2018 |
Change |
Change % |
Previous Week |
Open |
113-195 |
113-075 |
-0-120 |
-0.3% |
113-187 |
High |
113-198 |
113-093 |
-0-105 |
-0.3% |
113-207 |
Low |
113-070 |
113-067 |
-0-003 |
0.0% |
113-070 |
Close |
113-075 |
113-073 |
-0-002 |
0.0% |
113-075 |
Range |
0-127 |
0-025 |
-0-102 |
-80.4% |
0-137 |
ATR |
0-064 |
0-061 |
-0-003 |
-4.4% |
0-000 |
Volume |
41,942 |
7,756 |
-34,186 |
-81.5% |
209,065 |
|
Daily Pivots for day following 10-Sep-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
113-153 |
113-138 |
113-086 |
|
R3 |
113-128 |
113-113 |
113-079 |
|
R2 |
113-103 |
113-103 |
113-077 |
|
R1 |
113-088 |
113-088 |
113-075 |
113-083 |
PP |
113-078 |
113-078 |
113-078 |
113-075 |
S1 |
113-062 |
113-062 |
113-070 |
113-057 |
S2 |
113-052 |
113-052 |
113-068 |
|
S3 |
113-027 |
113-037 |
113-066 |
|
S4 |
113-002 |
113-012 |
113-059 |
|
|
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 |
113-207 |
113-067 |
0-140 |
0.4% |
0-063 |
0.2% |
4% |
False |
True |
43,364 |
10 |
113-240 |
113-067 |
0-173 |
0.5% |
0-059 |
0.2% |
3% |
False |
True |
695,930 |
20 |
113-278 |
113-067 |
0-210 |
0.6% |
0-059 |
0.2% |
2% |
False |
True |
791,860 |
40 |
113-278 |
112-305 |
0-293 |
0.8% |
0-062 |
0.2% |
30% |
False |
False |
760,370 |
60 |
113-278 |
112-305 |
0-293 |
0.8% |
0-064 |
0.2% |
30% |
False |
False |
735,206 |
80 |
114-153 |
112-147 |
2-005 |
1.8% |
0-075 |
0.2% |
38% |
False |
False |
798,280 |
100 |
114-153 |
112-147 |
2-005 |
1.8% |
0-071 |
0.2% |
38% |
False |
False |
644,208 |
120 |
114-173 |
112-147 |
2-025 |
1.8% |
0-064 |
0.2% |
37% |
False |
False |
537,044 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
113-199 |
2.618 |
113-158 |
1.618 |
113-133 |
1.000 |
113-118 |
0.618 |
113-108 |
HIGH |
113-093 |
0.618 |
113-083 |
0.500 |
113-080 |
0.382 |
113-077 |
LOW |
113-067 |
0.618 |
113-052 |
1.000 |
113-042 |
1.618 |
113-027 |
2.618 |
113-002 |
4.250 |
112-281 |
|
|
Fisher Pivots for day following 10-Sep-2018 |
Pivot |
1 day |
3 day |
R1 |
113-080 |
113-132 |
PP |
113-078 |
113-113 |
S1 |
113-075 |
113-093 |
|