ECBOT 5 Year T-Note Future September 2018
Trading Metrics calculated at close of trading on 12-Sep-2018 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Sep-2018 |
12-Sep-2018 |
Change |
Change % |
Previous Week |
Open |
113-067 |
113-015 |
-0-052 |
-0.1% |
113-187 |
High |
113-073 |
113-038 |
-0-035 |
-0.1% |
113-207 |
Low |
113-005 |
113-013 |
0-008 |
0.0% |
113-070 |
Close |
113-010 |
113-020 |
0-010 |
0.0% |
113-075 |
Range |
0-068 |
0-025 |
-0-043 |
-63.0% |
0-137 |
ATR |
0-062 |
0-059 |
-0-002 |
-4.0% |
0-000 |
Volume |
16,858 |
5,508 |
-11,350 |
-67.3% |
209,065 |
|
Daily Pivots for day following 12-Sep-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
113-098 |
113-084 |
113-034 |
|
R3 |
113-073 |
113-059 |
113-027 |
|
R2 |
113-048 |
113-048 |
113-025 |
|
R1 |
113-034 |
113-034 |
113-022 |
113-041 |
PP |
113-023 |
113-023 |
113-023 |
113-027 |
S1 |
113-009 |
113-009 |
113-018 |
113-016 |
S2 |
112-318 |
112-318 |
113-015 |
|
S3 |
112-293 |
112-304 |
113-013 |
|
S4 |
112-268 |
112-279 |
113-006 |
|
|
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% |
0-060 |
0.2% |
8% |
False |
False |
19,907 |
10 |
113-213 |
113-005 |
0-208 |
0.6% |
0-056 |
0.2% |
7% |
False |
False |
295,658 |
20 |
113-278 |
113-005 |
0-273 |
0.8% |
0-058 |
0.2% |
6% |
False |
False |
702,704 |
40 |
113-278 |
112-305 |
0-293 |
0.8% |
0-061 |
0.2% |
12% |
False |
False |
734,280 |
60 |
113-278 |
112-305 |
0-293 |
0.8% |
0-063 |
0.2% |
12% |
False |
False |
713,980 |
80 |
114-153 |
112-210 |
1-262 |
1.6% |
0-074 |
0.2% |
22% |
False |
False |
796,131 |
100 |
114-153 |
112-147 |
2-005 |
1.8% |
0-070 |
0.2% |
30% |
False |
False |
644,371 |
120 |
114-173 |
112-147 |
2-025 |
1.8% |
0-065 |
0.2% |
29% |
False |
False |
537,230 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
113-144 |
2.618 |
113-103 |
1.618 |
113-078 |
1.000 |
113-062 |
0.618 |
113-053 |
HIGH |
113-038 |
0.618 |
113-028 |
0.500 |
113-025 |
0.382 |
113-022 |
LOW |
113-013 |
0.618 |
112-317 |
1.000 |
112-308 |
1.618 |
112-292 |
2.618 |
112-267 |
4.250 |
112-226 |
|
|
Fisher Pivots for day following 12-Sep-2018 |
Pivot |
1 day |
3 day |
R1 |
113-025 |
113-049 |
PP |
113-023 |
113-039 |
S1 |
113-022 |
113-030 |
|