ECBOT 5 Year T-Note Future September 2018
Trading Metrics calculated at close of trading on 13-Sep-2018 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Sep-2018 |
13-Sep-2018 |
Change |
Change % |
Previous Week |
Open |
113-015 |
113-015 |
0-000 |
0.0% |
113-187 |
High |
113-038 |
113-050 |
0-013 |
0.0% |
113-207 |
Low |
113-013 |
112-302 |
-0-030 |
-0.1% |
113-070 |
Close |
113-020 |
113-013 |
-0-007 |
0.0% |
113-075 |
Range |
0-025 |
0-068 |
0-043 |
170.2% |
0-137 |
ATR |
0-059 |
0-060 |
0-001 |
1.0% |
0-000 |
Volume |
5,508 |
10,528 |
5,020 |
91.1% |
209,065 |
|
Daily Pivots for day following 13-Sep-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
113-218 |
113-183 |
113-050 |
|
R3 |
113-150 |
113-115 |
113-031 |
|
R2 |
113-083 |
113-083 |
113-025 |
|
R1 |
113-048 |
113-048 |
113-019 |
113-031 |
PP |
113-015 |
113-015 |
113-015 |
113-007 |
S1 |
112-300 |
112-300 |
113-006 |
112-284 |
S2 |
112-267 |
112-267 |
113-000 |
|
S3 |
112-200 |
112-232 |
112-314 |
|
S4 |
112-132 |
112-165 |
112-295 |
|
|
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 |
112-302 |
0-215 |
0.6% |
0-063 |
0.2% |
14% |
False |
True |
16,518 |
10 |
113-213 |
112-302 |
0-230 |
0.6% |
0-058 |
0.2% |
13% |
False |
True |
148,803 |
20 |
113-278 |
112-302 |
0-295 |
0.8% |
0-057 |
0.2% |
10% |
False |
True |
658,436 |
40 |
113-278 |
112-302 |
0-295 |
0.8% |
0-062 |
0.2% |
10% |
False |
True |
722,840 |
60 |
113-278 |
112-302 |
0-295 |
0.8% |
0-063 |
0.2% |
10% |
False |
True |
700,150 |
80 |
114-153 |
112-215 |
1-258 |
1.6% |
0-075 |
0.2% |
20% |
False |
False |
794,172 |
100 |
114-153 |
112-147 |
2-005 |
1.8% |
0-070 |
0.2% |
29% |
False |
False |
644,420 |
120 |
114-173 |
112-147 |
2-025 |
1.8% |
0-065 |
0.2% |
28% |
False |
False |
537,318 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
114-017 |
2.618 |
113-227 |
1.618 |
113-159 |
1.000 |
113-118 |
0.618 |
113-092 |
HIGH |
113-050 |
0.618 |
113-024 |
0.500 |
113-016 |
0.382 |
113-008 |
LOW |
112-302 |
0.618 |
112-261 |
1.000 |
112-235 |
1.618 |
112-193 |
2.618 |
112-126 |
4.250 |
112-016 |
|
|
Fisher Pivots for day following 13-Sep-2018 |
Pivot |
1 day |
3 day |
R1 |
113-016 |
113-028 |
PP |
113-015 |
113-023 |
S1 |
113-014 |
113-018 |
|