ECBOT 5 Year T-Note Future September 2018
| Trading Metrics calculated at close of trading on 11-Sep-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Sep-2018 |
11-Sep-2018 |
Change |
Change % |
Previous Week |
| Open |
113-075 |
113-067 |
-0-008 |
0.0% |
113-187 |
| High |
113-093 |
113-073 |
-0-020 |
-0.1% |
113-207 |
| Low |
113-067 |
113-005 |
-0-062 |
-0.2% |
113-070 |
| Close |
113-073 |
113-010 |
-0-062 |
-0.2% |
113-075 |
| Range |
0-025 |
0-068 |
0-042 |
169.8% |
0-137 |
| ATR |
0-061 |
0-062 |
0-000 |
0.7% |
0-000 |
| Volume |
7,756 |
16,858 |
9,102 |
117.4% |
209,065 |
|
| Daily Pivots for day following 11-Sep-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
113-232 |
113-188 |
113-047 |
|
| R3 |
113-164 |
113-121 |
113-029 |
|
| R2 |
113-097 |
113-097 |
113-022 |
|
| R1 |
113-053 |
113-053 |
113-016 |
113-041 |
| PP |
113-029 |
113-029 |
113-029 |
113-023 |
| S1 |
112-306 |
112-306 |
113-004 |
112-294 |
| S2 |
112-282 |
112-282 |
112-318 |
|
| S3 |
112-214 |
112-238 |
112-311 |
|
| S4 |
112-147 |
112-171 |
112-293 |
|
|
| 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 |
113-198 |
113-005 |
0-193 |
0.5% |
0-063 |
0.2% |
3% |
False |
True |
31,478 |
| 10 |
113-213 |
113-005 |
0-208 |
0.6% |
0-060 |
0.2% |
2% |
False |
True |
547,774 |
| 20 |
113-278 |
113-005 |
0-273 |
0.8% |
0-059 |
0.2% |
2% |
False |
True |
736,116 |
| 40 |
113-278 |
112-305 |
0-293 |
0.8% |
0-062 |
0.2% |
9% |
False |
False |
745,476 |
| 60 |
113-278 |
112-305 |
0-293 |
0.8% |
0-064 |
0.2% |
9% |
False |
False |
721,721 |
| 80 |
114-153 |
112-167 |
1-305 |
1.7% |
0-075 |
0.2% |
26% |
False |
False |
797,585 |
| 100 |
114-153 |
112-147 |
2-005 |
1.8% |
0-071 |
0.2% |
28% |
False |
False |
644,344 |
| 120 |
114-173 |
112-147 |
2-025 |
1.8% |
0-064 |
0.2% |
27% |
False |
False |
537,184 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
114-039 |
|
2.618 |
113-249 |
|
1.618 |
113-182 |
|
1.000 |
113-140 |
|
0.618 |
113-114 |
|
HIGH |
113-073 |
|
0.618 |
113-047 |
|
0.500 |
113-039 |
|
0.382 |
113-031 |
|
LOW |
113-005 |
|
0.618 |
112-283 |
|
1.000 |
112-257 |
|
1.618 |
112-216 |
|
2.618 |
112-148 |
|
4.250 |
112-038 |
|
|
| Fisher Pivots for day following 11-Sep-2018 |
| Pivot |
1 day |
3 day |
| R1 |
113-039 |
113-101 |
| PP |
113-029 |
113-071 |
| S1 |
113-020 |
113-040 |
|