ECBOT 5 Year T-Note Future September 2018
Trading Metrics calculated at close of trading on 20-Sep-2018 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Sep-2018 |
20-Sep-2018 |
Change |
Change % |
Previous Week |
Open |
112-222 |
112-238 |
0-015 |
0.0% |
113-075 |
High |
112-247 |
112-238 |
-0-010 |
0.0% |
113-093 |
Low |
112-200 |
112-185 |
-0-015 |
0.0% |
112-278 |
Close |
112-207 |
112-210 |
0-003 |
0.0% |
112-287 |
Range |
0-047 |
0-053 |
0-005 |
10.6% |
0-135 |
ATR |
0-060 |
0-060 |
-0-001 |
-0.9% |
0-000 |
Volume |
19,553 |
6,412 |
-13,141 |
-67.2% |
47,346 |
|
Daily Pivots for day following 20-Sep-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
113-048 |
113-022 |
112-239 |
|
R3 |
112-316 |
112-289 |
112-224 |
|
R2 |
112-263 |
112-263 |
112-220 |
|
R1 |
112-237 |
112-237 |
112-215 |
112-224 |
PP |
112-211 |
112-211 |
112-211 |
112-204 |
S1 |
112-184 |
112-184 |
112-205 |
112-171 |
S2 |
112-158 |
112-158 |
112-200 |
|
S3 |
112-106 |
112-132 |
112-196 |
|
S4 |
112-053 |
112-079 |
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 |
113-015 |
112-185 |
0-150 |
0.4% |
0-059 |
0.2% |
17% |
False |
True |
13,115 |
10 |
113-198 |
112-185 |
1-013 |
0.9% |
0-061 |
0.2% |
8% |
False |
True |
14,817 |
20 |
113-265 |
112-185 |
1-080 |
1.1% |
0-057 |
0.2% |
6% |
False |
True |
484,939 |
40 |
113-278 |
112-185 |
1-093 |
1.1% |
0-059 |
0.2% |
6% |
False |
True |
617,994 |
60 |
113-278 |
112-185 |
1-093 |
1.1% |
0-062 |
0.2% |
6% |
False |
True |
641,850 |
80 |
114-153 |
112-185 |
1-288 |
1.7% |
0-069 |
0.2% |
4% |
False |
True |
705,563 |
100 |
114-153 |
112-147 |
2-005 |
1.8% |
0-071 |
0.2% |
10% |
False |
False |
644,742 |
120 |
114-153 |
112-147 |
2-005 |
1.8% |
0-067 |
0.2% |
10% |
False |
False |
537,864 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
113-141 |
2.618 |
113-055 |
1.618 |
113-002 |
1.000 |
112-290 |
0.618 |
112-270 |
HIGH |
112-238 |
0.618 |
112-217 |
0.500 |
112-211 |
0.382 |
112-205 |
LOW |
112-185 |
0.618 |
112-153 |
1.000 |
112-132 |
1.618 |
112-100 |
2.618 |
112-048 |
4.250 |
111-282 |
|
|
Fisher Pivots for day following 20-Sep-2018 |
Pivot |
1 day |
3 day |
R1 |
112-211 |
112-252 |
PP |
112-211 |
112-238 |
S1 |
112-210 |
112-224 |
|