ECBOT 5 Year T-Note Future September 2018
Trading Metrics calculated at close of trading on 21-Sep-2018 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Sep-2018 |
21-Sep-2018 |
Change |
Change % |
Previous Week |
Open |
112-238 |
112-200 |
-0-038 |
-0.1% |
112-287 |
High |
112-238 |
112-227 |
-0-010 |
0.0% |
113-000 |
Low |
112-185 |
112-195 |
0-010 |
0.0% |
112-185 |
Close |
112-210 |
112-225 |
0-015 |
0.0% |
112-225 |
Range |
0-053 |
0-032 |
-0-020 |
-38.1% |
0-135 |
ATR |
0-060 |
0-058 |
-0-002 |
-3.2% |
0-000 |
Volume |
6,412 |
2,893 |
-3,519 |
-54.9% |
61,775 |
|
Daily Pivots for day following 21-Sep-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
112-313 |
112-302 |
112-243 |
|
R3 |
112-281 |
112-269 |
112-234 |
|
R2 |
112-248 |
112-248 |
112-231 |
|
R1 |
112-237 |
112-237 |
112-228 |
112-242 |
PP |
112-216 |
112-216 |
112-216 |
112-219 |
S1 |
112-204 |
112-204 |
112-222 |
112-210 |
S2 |
112-183 |
112-183 |
112-219 |
|
S3 |
112-151 |
112-172 |
112-216 |
|
S4 |
112-118 |
112-139 |
112-207 |
|
|
Weekly Pivots for week ending 21-Sep-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
114-008 |
113-252 |
112-299 |
|
R3 |
113-193 |
113-117 |
112-262 |
|
R2 |
113-058 |
113-058 |
112-250 |
|
R1 |
112-302 |
112-302 |
112-237 |
112-272 |
PP |
112-243 |
112-243 |
112-243 |
112-229 |
S1 |
112-167 |
112-167 |
112-213 |
112-137 |
S2 |
112-108 |
112-108 |
112-200 |
|
S3 |
111-293 |
112-032 |
112-188 |
|
S4 |
111-158 |
111-217 |
112-151 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
113-000 |
112-185 |
0-135 |
0.4% |
0-054 |
0.1% |
30% |
False |
False |
12,355 |
10 |
113-093 |
112-185 |
0-228 |
0.6% |
0-051 |
0.1% |
18% |
False |
False |
10,912 |
20 |
113-240 |
112-185 |
1-055 |
1.0% |
0-056 |
0.2% |
11% |
False |
False |
412,598 |
40 |
113-278 |
112-185 |
1-093 |
1.1% |
0-059 |
0.2% |
10% |
False |
False |
600,305 |
60 |
113-278 |
112-185 |
1-093 |
1.1% |
0-061 |
0.2% |
10% |
False |
False |
625,356 |
80 |
113-293 |
112-185 |
1-108 |
1.2% |
0-067 |
0.2% |
9% |
False |
False |
683,217 |
100 |
114-153 |
112-147 |
2-005 |
1.8% |
0-071 |
0.2% |
12% |
False |
False |
644,710 |
120 |
114-153 |
112-147 |
2-005 |
1.8% |
0-067 |
0.2% |
12% |
False |
False |
537,888 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
113-046 |
2.618 |
112-313 |
1.618 |
112-280 |
1.000 |
112-260 |
0.618 |
112-248 |
HIGH |
112-227 |
0.618 |
112-215 |
0.500 |
112-211 |
0.382 |
112-207 |
LOW |
112-195 |
0.618 |
112-175 |
1.000 |
112-163 |
1.618 |
112-142 |
2.618 |
112-110 |
4.250 |
112-057 |
|
|
Fisher Pivots for day following 21-Sep-2018 |
Pivot |
1 day |
3 day |
R1 |
112-220 |
112-222 |
PP |
112-216 |
112-219 |
S1 |
112-211 |
112-216 |
|