ECBOT 5 Year T-Note Future September 2018
Trading Metrics calculated at close of trading on 25-Sep-2018 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Sep-2018 |
25-Sep-2018 |
Change |
Change % |
Previous Week |
Open |
112-190 |
112-182 |
-0-008 |
0.0% |
112-287 |
High |
112-227 |
112-200 |
-0-027 |
-0.1% |
113-000 |
Low |
112-190 |
112-178 |
-0-013 |
0.0% |
112-185 |
Close |
112-220 |
112-190 |
-0-030 |
-0.1% |
112-225 |
Range |
0-037 |
0-022 |
-0-015 |
-40.0% |
0-135 |
ATR |
0-056 |
0-055 |
-0-001 |
-1.7% |
0-000 |
Volume |
1,835 |
86 |
-1,749 |
-95.3% |
61,775 |
|
Daily Pivots for day following 25-Sep-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
112-257 |
112-246 |
112-202 |
|
R3 |
112-234 |
112-223 |
112-196 |
|
R2 |
112-212 |
112-212 |
112-194 |
|
R1 |
112-201 |
112-201 |
112-192 |
112-206 |
PP |
112-189 |
112-189 |
112-189 |
112-192 |
S1 |
112-178 |
112-178 |
112-188 |
112-184 |
S2 |
112-167 |
112-167 |
112-186 |
|
S3 |
112-144 |
112-156 |
112-184 |
|
S4 |
112-122 |
112-133 |
112-178 |
|
|
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 |
112-247 |
112-178 |
0-070 |
0.2% |
0-038 |
0.1% |
18% |
False |
True |
6,155 |
10 |
113-050 |
112-178 |
0-193 |
0.5% |
0-048 |
0.1% |
6% |
False |
True |
8,642 |
20 |
113-213 |
112-178 |
1-035 |
1.0% |
0-054 |
0.1% |
4% |
False |
True |
278,208 |
40 |
113-278 |
112-178 |
1-100 |
1.2% |
0-058 |
0.2% |
3% |
False |
True |
570,548 |
60 |
113-278 |
112-178 |
1-100 |
1.2% |
0-060 |
0.2% |
3% |
False |
True |
598,899 |
80 |
113-278 |
112-178 |
1-100 |
1.2% |
0-065 |
0.2% |
3% |
False |
True |
648,265 |
100 |
114-153 |
112-147 |
2-005 |
1.8% |
0-071 |
0.2% |
7% |
False |
False |
644,567 |
120 |
114-153 |
112-147 |
2-005 |
1.8% |
0-067 |
0.2% |
7% |
False |
False |
537,904 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
112-296 |
2.618 |
112-259 |
1.618 |
112-236 |
1.000 |
112-222 |
0.618 |
112-214 |
HIGH |
112-200 |
0.618 |
112-191 |
0.500 |
112-189 |
0.382 |
112-186 |
LOW |
112-178 |
0.618 |
112-164 |
1.000 |
112-155 |
1.618 |
112-141 |
2.618 |
112-119 |
4.250 |
112-082 |
|
|
Fisher Pivots for day following 25-Sep-2018 |
Pivot |
1 day |
3 day |
R1 |
112-190 |
112-202 |
PP |
112-189 |
112-198 |
S1 |
112-189 |
112-194 |
|