ECBOT 5 Year T-Note Future September 2018
Trading Metrics calculated at close of trading on 26-Sep-2018 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Sep-2018 |
26-Sep-2018 |
Change |
Change % |
Previous Week |
Open |
112-182 |
112-200 |
0-018 |
0.0% |
112-287 |
High |
112-200 |
112-253 |
0-053 |
0.1% |
113-000 |
Low |
112-178 |
112-185 |
0-007 |
0.0% |
112-185 |
Close |
112-190 |
112-233 |
0-042 |
0.1% |
112-225 |
Range |
0-022 |
0-068 |
0-045 |
200.1% |
0-135 |
ATR |
0-055 |
0-056 |
0-001 |
1.6% |
0-000 |
Volume |
86 |
16,515 |
16,429 |
19,103.5% |
61,775 |
|
Daily Pivots for day following 26-Sep-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
113-106 |
113-077 |
112-270 |
|
R3 |
113-038 |
113-009 |
112-251 |
|
R2 |
112-291 |
112-291 |
112-245 |
|
R1 |
112-262 |
112-262 |
112-239 |
112-276 |
PP |
112-223 |
112-223 |
112-223 |
112-231 |
S1 |
112-194 |
112-194 |
112-226 |
112-209 |
S2 |
112-156 |
112-156 |
112-220 |
|
S3 |
112-088 |
112-127 |
112-214 |
|
S4 |
112-021 |
112-059 |
112-195 |
|
|
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 |
112-253 |
112-178 |
0-075 |
0.2% |
0-042 |
0.1% |
73% |
True |
False |
5,548 |
10 |
113-050 |
112-178 |
0-193 |
0.5% |
0-052 |
0.1% |
29% |
False |
False |
9,743 |
20 |
113-213 |
112-178 |
1-035 |
1.0% |
0-054 |
0.2% |
15% |
False |
False |
152,700 |
40 |
113-278 |
112-178 |
1-100 |
1.2% |
0-059 |
0.2% |
13% |
False |
False |
544,368 |
60 |
113-278 |
112-178 |
1-100 |
1.2% |
0-060 |
0.2% |
13% |
False |
False |
588,545 |
80 |
113-278 |
112-178 |
1-100 |
1.2% |
0-064 |
0.2% |
13% |
False |
False |
638,382 |
100 |
114-153 |
112-147 |
2-005 |
1.8% |
0-071 |
0.2% |
13% |
False |
False |
644,465 |
120 |
114-153 |
112-147 |
2-005 |
1.8% |
0-068 |
0.2% |
13% |
False |
False |
538,042 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
113-219 |
2.618 |
113-109 |
1.618 |
113-042 |
1.000 |
113-000 |
0.618 |
112-294 |
HIGH |
112-253 |
0.618 |
112-227 |
0.500 |
112-219 |
0.382 |
112-211 |
LOW |
112-185 |
0.618 |
112-143 |
1.000 |
112-117 |
1.618 |
112-076 |
2.618 |
112-008 |
4.250 |
111-218 |
|
|
Fisher Pivots for day following 26-Sep-2018 |
Pivot |
1 day |
3 day |
R1 |
112-228 |
112-227 |
PP |
112-223 |
112-221 |
S1 |
112-219 |
112-215 |
|