ECBOT 5 Year T-Note Future September 2018
Trading Metrics calculated at close of trading on 17-Sep-2018 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Sep-2018 |
17-Sep-2018 |
Change |
Change % |
Previous Week |
Open |
113-015 |
112-287 |
-0-048 |
-0.1% |
113-075 |
High |
113-015 |
112-305 |
-0-030 |
-0.1% |
113-093 |
Low |
112-278 |
112-260 |
-0-018 |
0.0% |
112-278 |
Close |
112-287 |
112-287 |
0-000 |
0.0% |
112-287 |
Range |
0-058 |
0-045 |
-0-013 |
-21.8% |
0-135 |
ATR |
0-060 |
0-059 |
-0-001 |
-1.8% |
0-000 |
Volume |
6,696 |
27,770 |
21,074 |
314.7% |
47,346 |
|
Daily Pivots for day following 17-Sep-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
113-099 |
113-078 |
112-312 |
|
R3 |
113-054 |
113-033 |
112-300 |
|
R2 |
113-009 |
113-009 |
112-296 |
|
R1 |
112-308 |
112-308 |
112-292 |
112-310 |
PP |
112-284 |
112-284 |
112-284 |
112-285 |
S1 |
112-263 |
112-263 |
112-283 |
112-265 |
S2 |
112-239 |
112-239 |
112-279 |
|
S3 |
112-194 |
112-218 |
112-275 |
|
S4 |
112-149 |
112-173 |
112-263 |
|
|
Weekly Pivots for week ending 14-Sep-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
114-091 |
114-004 |
113-042 |
|
R3 |
113-276 |
113-189 |
113-005 |
|
R2 |
113-141 |
113-141 |
112-312 |
|
R1 |
113-054 |
113-054 |
112-300 |
113-030 |
PP |
113-006 |
113-006 |
113-006 |
112-314 |
S1 |
112-239 |
112-239 |
112-275 |
112-215 |
S2 |
112-191 |
112-191 |
112-263 |
|
S3 |
112-056 |
112-104 |
112-250 |
|
S4 |
111-241 |
111-289 |
112-213 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
113-073 |
112-260 |
0-133 |
0.4% |
0-053 |
0.1% |
21% |
False |
True |
13,472 |
10 |
113-207 |
112-260 |
0-267 |
0.7% |
0-058 |
0.2% |
10% |
False |
True |
28,418 |
20 |
113-278 |
112-260 |
1-018 |
0.9% |
0-056 |
0.2% |
8% |
False |
True |
593,571 |
40 |
113-278 |
112-260 |
1-018 |
0.9% |
0-060 |
0.2% |
8% |
False |
True |
682,187 |
60 |
113-278 |
112-260 |
1-018 |
0.9% |
0-061 |
0.2% |
8% |
False |
True |
674,825 |
80 |
114-153 |
112-260 |
1-213 |
1.5% |
0-074 |
0.2% |
5% |
False |
True |
779,956 |
100 |
114-153 |
112-147 |
2-005 |
1.8% |
0-070 |
0.2% |
22% |
False |
False |
644,716 |
120 |
114-173 |
112-147 |
2-025 |
1.8% |
0-066 |
0.2% |
21% |
False |
False |
537,605 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
113-176 |
2.618 |
113-103 |
1.618 |
113-058 |
1.000 |
113-030 |
0.618 |
113-013 |
HIGH |
112-305 |
0.618 |
112-288 |
0.500 |
112-282 |
0.382 |
112-277 |
LOW |
112-260 |
0.618 |
112-232 |
1.000 |
112-215 |
1.618 |
112-187 |
2.618 |
112-142 |
4.250 |
112-069 |
|
|
Fisher Pivots for day following 17-Sep-2018 |
Pivot |
1 day |
3 day |
R1 |
112-286 |
112-315 |
PP |
112-284 |
112-306 |
S1 |
112-282 |
112-297 |
|