ECBOT 5 Year T-Note Future September 2018
| Trading Metrics calculated at close of trading on 18-Sep-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Sep-2018 |
18-Sep-2018 |
Change |
Change % |
Previous Week |
| Open |
112-287 |
112-295 |
0-008 |
0.0% |
113-075 |
| High |
112-305 |
113-000 |
0-015 |
0.0% |
113-093 |
| Low |
112-260 |
112-227 |
-0-033 |
-0.1% |
112-278 |
| Close |
112-287 |
112-242 |
-0-045 |
-0.1% |
112-287 |
| Range |
0-045 |
0-093 |
0-048 |
105.6% |
0-135 |
| ATR |
0-059 |
0-061 |
0-002 |
4.1% |
0-000 |
| Volume |
27,770 |
5,147 |
-22,623 |
-81.5% |
47,346 |
|
| Daily Pivots for day following 18-Sep-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
113-221 |
113-164 |
112-293 |
|
| R3 |
113-128 |
113-072 |
112-268 |
|
| R2 |
113-036 |
113-036 |
112-259 |
|
| R1 |
112-299 |
112-299 |
112-251 |
112-281 |
| PP |
112-263 |
112-263 |
112-263 |
112-254 |
| S1 |
112-207 |
112-207 |
112-234 |
112-189 |
| S2 |
112-171 |
112-171 |
112-226 |
|
| S3 |
112-078 |
112-114 |
112-217 |
|
| S4 |
111-306 |
112-022 |
112-192 |
|
|
| 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 |
113-050 |
112-227 |
0-143 |
0.4% |
0-058 |
0.2% |
11% |
False |
True |
11,129 |
| 10 |
113-198 |
112-227 |
0-290 |
0.8% |
0-060 |
0.2% |
5% |
False |
True |
21,304 |
| 20 |
113-278 |
112-227 |
1-050 |
1.0% |
0-057 |
0.2% |
4% |
False |
True |
561,044 |
| 40 |
113-278 |
112-227 |
1-050 |
1.0% |
0-060 |
0.2% |
4% |
False |
True |
660,962 |
| 60 |
113-278 |
112-227 |
1-050 |
1.0% |
0-062 |
0.2% |
4% |
False |
True |
666,810 |
| 80 |
114-153 |
112-227 |
1-245 |
1.6% |
0-074 |
0.2% |
3% |
False |
True |
766,132 |
| 100 |
114-153 |
112-147 |
2-005 |
1.8% |
0-071 |
0.2% |
15% |
False |
False |
644,542 |
| 120 |
114-173 |
112-147 |
2-025 |
1.8% |
0-067 |
0.2% |
14% |
False |
False |
537,648 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
114-073 |
|
2.618 |
113-242 |
|
1.618 |
113-150 |
|
1.000 |
113-093 |
|
0.618 |
113-057 |
|
HIGH |
113-000 |
|
0.618 |
112-285 |
|
0.500 |
112-274 |
|
0.382 |
112-263 |
|
LOW |
112-227 |
|
0.618 |
112-170 |
|
1.000 |
112-135 |
|
1.618 |
112-078 |
|
2.618 |
111-305 |
|
4.250 |
111-154 |
|
|
| Fisher Pivots for day following 18-Sep-2018 |
| Pivot |
1 day |
3 day |
| R1 |
112-274 |
112-281 |
| PP |
112-263 |
112-268 |
| S1 |
112-253 |
112-255 |
|