ECBOT 5 Year T-Note Future September 2018
| Trading Metrics calculated at close of trading on 19-Sep-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Sep-2018 |
19-Sep-2018 |
Change |
Change % |
Previous Week |
| Open |
112-295 |
112-222 |
-0-073 |
-0.2% |
113-075 |
| High |
113-000 |
112-247 |
-0-073 |
-0.2% |
113-093 |
| Low |
112-227 |
112-200 |
-0-027 |
-0.1% |
112-278 |
| Close |
112-242 |
112-207 |
-0-035 |
-0.1% |
112-287 |
| Range |
0-093 |
0-047 |
-0-045 |
-48.7% |
0-135 |
| ATR |
0-061 |
0-060 |
-0-001 |
-1.6% |
0-000 |
| Volume |
5,147 |
19,553 |
14,406 |
279.9% |
47,346 |
|
| Daily Pivots for day following 19-Sep-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
113-041 |
113-012 |
112-234 |
|
| R3 |
112-313 |
112-284 |
112-221 |
|
| R2 |
112-266 |
112-266 |
112-216 |
|
| R1 |
112-237 |
112-237 |
112-212 |
112-227 |
| PP |
112-218 |
112-218 |
112-218 |
112-214 |
| S1 |
112-189 |
112-189 |
112-203 |
112-180 |
| S2 |
112-171 |
112-171 |
112-199 |
|
| S3 |
112-123 |
112-142 |
112-194 |
|
| S4 |
112-076 |
112-094 |
112-181 |
|
|
| 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 |
112-200 |
0-170 |
0.5% |
0-062 |
0.2% |
4% |
False |
True |
13,938 |
| 10 |
113-198 |
112-200 |
0-318 |
0.9% |
0-061 |
0.2% |
2% |
False |
True |
16,922 |
| 20 |
113-278 |
112-200 |
1-078 |
1.1% |
0-056 |
0.2% |
2% |
False |
True |
530,616 |
| 40 |
113-278 |
112-200 |
1-078 |
1.1% |
0-060 |
0.2% |
2% |
False |
True |
642,572 |
| 60 |
113-278 |
112-200 |
1-078 |
1.1% |
0-062 |
0.2% |
2% |
False |
True |
652,471 |
| 80 |
114-153 |
112-200 |
1-273 |
1.6% |
0-073 |
0.2% |
1% |
False |
True |
747,222 |
| 100 |
114-153 |
112-147 |
2-005 |
1.8% |
0-071 |
0.2% |
9% |
False |
False |
644,703 |
| 120 |
114-173 |
112-147 |
2-025 |
1.8% |
0-067 |
0.2% |
9% |
False |
False |
537,811 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
113-129 |
|
2.618 |
113-052 |
|
1.618 |
113-004 |
|
1.000 |
112-295 |
|
0.618 |
112-277 |
|
HIGH |
112-247 |
|
0.618 |
112-229 |
|
0.500 |
112-224 |
|
0.382 |
112-218 |
|
LOW |
112-200 |
|
0.618 |
112-171 |
|
1.000 |
112-153 |
|
1.618 |
112-123 |
|
2.618 |
112-076 |
|
4.250 |
111-318 |
|
|
| Fisher Pivots for day following 19-Sep-2018 |
| Pivot |
1 day |
3 day |
| R1 |
112-224 |
112-260 |
| PP |
112-218 |
112-242 |
| S1 |
112-213 |
112-225 |
|