ECBOT 5 Year T-Note Future September 2018
Trading Metrics calculated at close of trading on 28-Sep-2018 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Sep-2018 |
28-Sep-2018 |
Change |
Change % |
Previous Week |
Open |
112-260 |
112-240 |
-0-020 |
-0.1% |
112-190 |
High |
112-270 |
112-273 |
0-002 |
0.0% |
112-273 |
Low |
112-220 |
112-238 |
0-018 |
0.0% |
112-178 |
Close |
112-230 |
112-265 |
0-035 |
0.1% |
112-265 |
Range |
0-050 |
0-035 |
-0-015 |
-30.0% |
0-095 |
ATR |
0-056 |
0-055 |
-0-001 |
-1.7% |
0-000 |
Volume |
2,502 |
248 |
-2,254 |
-90.1% |
21,186 |
|
Daily Pivots for day following 28-Sep-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
113-043 |
113-029 |
112-284 |
|
R3 |
113-008 |
112-314 |
112-275 |
|
R2 |
112-293 |
112-293 |
112-271 |
|
R1 |
112-279 |
112-279 |
112-268 |
112-286 |
PP |
112-258 |
112-258 |
112-258 |
112-262 |
S1 |
112-244 |
112-244 |
112-262 |
112-251 |
S2 |
112-223 |
112-223 |
112-259 |
|
S3 |
112-188 |
112-209 |
112-255 |
|
S4 |
112-153 |
112-174 |
112-246 |
|
|
Weekly Pivots for week ending 28-Sep-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
113-203 |
113-169 |
112-317 |
|
R3 |
113-108 |
113-074 |
112-291 |
|
R2 |
113-013 |
113-013 |
112-282 |
|
R1 |
112-299 |
112-299 |
112-274 |
112-316 |
PP |
112-238 |
112-238 |
112-238 |
112-247 |
S1 |
112-204 |
112-204 |
112-256 |
112-221 |
S2 |
112-143 |
112-143 |
112-248 |
|
S3 |
112-048 |
112-109 |
112-239 |
|
S4 |
111-273 |
112-014 |
112-213 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
112-273 |
112-178 |
0-095 |
0.3% |
0-043 |
0.1% |
92% |
True |
False |
4,237 |
10 |
113-000 |
112-178 |
0-142 |
0.4% |
0-048 |
0.1% |
61% |
False |
False |
8,296 |
20 |
113-213 |
112-178 |
1-035 |
1.0% |
0-053 |
0.1% |
25% |
False |
False |
29,863 |
40 |
113-278 |
112-178 |
1-100 |
1.2% |
0-058 |
0.2% |
21% |
False |
False |
505,322 |
60 |
113-278 |
112-178 |
1-100 |
1.2% |
0-059 |
0.2% |
21% |
False |
False |
568,226 |
80 |
113-278 |
112-178 |
1-100 |
1.2% |
0-063 |
0.2% |
21% |
False |
False |
617,665 |
100 |
114-153 |
112-147 |
2-005 |
1.8% |
0-071 |
0.2% |
18% |
False |
False |
644,072 |
120 |
114-153 |
112-147 |
2-005 |
1.8% |
0-067 |
0.2% |
18% |
False |
False |
538,059 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
113-101 |
2.618 |
113-044 |
1.618 |
113-009 |
1.000 |
112-308 |
0.618 |
112-294 |
HIGH |
112-273 |
0.618 |
112-259 |
0.500 |
112-255 |
0.382 |
112-251 |
LOW |
112-238 |
0.618 |
112-216 |
1.000 |
112-202 |
1.618 |
112-181 |
2.618 |
112-146 |
4.250 |
112-089 |
|
|
Fisher Pivots for day following 28-Sep-2018 |
Pivot |
1 day |
3 day |
R1 |
112-262 |
112-253 |
PP |
112-258 |
112-241 |
S1 |
112-255 |
112-229 |
|