ECBOT 5 Year T-Note Future September 2018
Trading Metrics calculated at close of trading on 24-Sep-2018 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Sep-2018 |
24-Sep-2018 |
Change |
Change % |
Previous Week |
Open |
112-200 |
112-190 |
-0-010 |
0.0% |
112-287 |
High |
112-227 |
112-227 |
0-000 |
0.0% |
113-000 |
Low |
112-195 |
112-190 |
-0-005 |
0.0% |
112-185 |
Close |
112-225 |
112-220 |
-0-005 |
0.0% |
112-225 |
Range |
0-032 |
0-037 |
0-005 |
15.4% |
0-135 |
ATR |
0-058 |
0-056 |
-0-001 |
-2.5% |
0-000 |
Volume |
2,893 |
1,835 |
-1,058 |
-36.6% |
61,775 |
|
Daily Pivots for day following 24-Sep-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
113-005 |
112-310 |
112-241 |
|
R3 |
112-287 |
112-272 |
112-230 |
|
R2 |
112-250 |
112-250 |
112-227 |
|
R1 |
112-235 |
112-235 |
112-223 |
112-242 |
PP |
112-213 |
112-213 |
112-213 |
112-216 |
S1 |
112-198 |
112-198 |
112-217 |
112-205 |
S2 |
112-175 |
112-175 |
112-213 |
|
S3 |
112-138 |
112-160 |
112-210 |
|
S4 |
112-100 |
112-123 |
112-199 |
|
|
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% |
0-052 |
0.1% |
26% |
False |
False |
7,168 |
10 |
113-073 |
112-185 |
0-208 |
0.6% |
0-052 |
0.1% |
17% |
False |
False |
10,320 |
20 |
113-240 |
112-185 |
1-055 |
1.0% |
0-056 |
0.2% |
9% |
False |
False |
353,125 |
40 |
113-278 |
112-185 |
1-093 |
1.1% |
0-059 |
0.2% |
8% |
False |
False |
584,699 |
60 |
113-278 |
112-185 |
1-093 |
1.1% |
0-061 |
0.2% |
8% |
False |
False |
613,861 |
80 |
113-278 |
112-185 |
1-093 |
1.1% |
0-066 |
0.2% |
8% |
False |
False |
663,078 |
100 |
114-153 |
112-147 |
2-005 |
1.8% |
0-071 |
0.2% |
11% |
False |
False |
644,652 |
120 |
114-153 |
112-147 |
2-005 |
1.8% |
0-067 |
0.2% |
11% |
False |
False |
537,904 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
113-067 |
2.618 |
113-006 |
1.618 |
112-288 |
1.000 |
112-265 |
0.618 |
112-251 |
HIGH |
112-227 |
0.618 |
112-213 |
0.500 |
112-209 |
0.382 |
112-204 |
LOW |
112-190 |
0.618 |
112-167 |
1.000 |
112-153 |
1.618 |
112-129 |
2.618 |
112-092 |
4.250 |
112-031 |
|
|
Fisher Pivots for day following 24-Sep-2018 |
Pivot |
1 day |
3 day |
R1 |
112-216 |
112-217 |
PP |
112-213 |
112-214 |
S1 |
112-209 |
112-211 |
|