ECBOT 5 Year T-Note Future December 2018
Trading Metrics calculated at close of trading on 12-Sep-2018 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Sep-2018 |
12-Sep-2018 |
Change |
Change % |
Previous Week |
Open |
112-313 |
112-247 |
-0-065 |
-0.2% |
113-115 |
High |
112-315 |
112-275 |
-0-040 |
-0.1% |
113-135 |
Low |
112-240 |
112-245 |
0-005 |
0.0% |
112-305 |
Close |
112-245 |
112-258 |
0-013 |
0.0% |
112-313 |
Range |
0-075 |
0-030 |
-0-045 |
-60.0% |
0-150 |
ATR |
0-062 |
0-060 |
-0-002 |
-3.7% |
0-000 |
Volume |
756,977 |
786,963 |
29,986 |
4.0% |
3,613,414 |
|
Daily Pivots for day following 12-Sep-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
113-029 |
113-013 |
112-274 |
|
R3 |
112-319 |
112-303 |
112-266 |
|
R2 |
112-289 |
112-289 |
112-263 |
|
R1 |
112-273 |
112-273 |
112-260 |
112-281 |
PP |
112-259 |
112-259 |
112-259 |
112-263 |
S1 |
112-243 |
112-243 |
112-255 |
112-251 |
S2 |
112-229 |
112-229 |
112-252 |
|
S3 |
112-199 |
112-213 |
112-249 |
|
S4 |
112-169 |
112-183 |
112-241 |
|
|
Weekly Pivots for week ending 07-Sep-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
114-168 |
114-070 |
113-075 |
|
R3 |
114-018 |
113-240 |
113-034 |
|
R2 |
113-188 |
113-188 |
113-020 |
|
R1 |
113-090 |
113-090 |
113-006 |
113-064 |
PP |
113-038 |
113-038 |
113-038 |
113-024 |
S1 |
112-260 |
112-260 |
112-299 |
112-234 |
S2 |
112-207 |
112-207 |
112-285 |
|
S3 |
112-057 |
112-110 |
112-271 |
|
S4 |
111-227 |
111-280 |
112-230 |
|
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
113-083 |
2.618 |
113-034 |
1.618 |
113-004 |
1.000 |
112-305 |
0.618 |
112-294 |
HIGH |
112-275 |
0.618 |
112-264 |
0.500 |
112-260 |
0.382 |
112-256 |
LOW |
112-245 |
0.618 |
112-226 |
1.000 |
112-215 |
1.618 |
112-196 |
2.618 |
112-166 |
4.250 |
112-117 |
|
|
Fisher Pivots for day following 12-Sep-2018 |
Pivot |
1 day |
3 day |
R1 |
112-260 |
112-285 |
PP |
112-259 |
112-276 |
S1 |
112-258 |
112-267 |
|