ECBOT 5 Year T-Note Future December 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 |
112-138 |
112-107 |
-0-030 |
-0.1% |
112-195 |
| High |
112-142 |
112-115 |
-0-027 |
-0.1% |
112-240 |
| Low |
112-095 |
112-080 |
-0-015 |
0.0% |
112-093 |
| Close |
112-127 |
112-095 |
-0-032 |
-0.1% |
112-133 |
| Range |
0-047 |
0-035 |
-0-012 |
-26.3% |
0-147 |
| ATR |
0-060 |
0-059 |
-0-001 |
-1.5% |
0-000 |
| Volume |
671,179 |
799,617 |
128,438 |
19.1% |
3,761,281 |
|
| Daily Pivots for day following 25-Sep-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
112-202 |
112-183 |
112-114 |
|
| R3 |
112-167 |
112-148 |
112-105 |
|
| R2 |
112-132 |
112-132 |
112-101 |
|
| R1 |
112-113 |
112-113 |
112-098 |
112-105 |
| PP |
112-097 |
112-097 |
112-097 |
112-093 |
| S1 |
112-078 |
112-078 |
112-092 |
112-070 |
| S2 |
112-062 |
112-062 |
112-089 |
|
| S3 |
112-027 |
112-043 |
112-085 |
|
| S4 |
111-312 |
112-008 |
112-076 |
|
|
| Weekly Pivots for week ending 21-Sep-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
113-277 |
113-192 |
112-214 |
|
| R3 |
113-130 |
113-045 |
112-173 |
|
| R2 |
112-302 |
112-302 |
112-160 |
|
| R1 |
112-218 |
112-218 |
112-146 |
112-186 |
| PP |
112-155 |
112-155 |
112-155 |
112-139 |
| S1 |
112-070 |
112-070 |
112-119 |
112-039 |
| S2 |
112-008 |
112-008 |
112-105 |
|
| S3 |
111-180 |
111-243 |
112-092 |
|
| S4 |
111-033 |
111-095 |
112-051 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
112-162 |
112-080 |
0-082 |
0.2% |
0-047 |
0.1% |
18% |
False |
True |
749,450 |
| 10 |
112-285 |
112-080 |
0-205 |
0.6% |
0-055 |
0.2% |
7% |
False |
True |
773,192 |
| 20 |
113-138 |
112-080 |
1-058 |
1.1% |
0-059 |
0.2% |
4% |
False |
True |
905,990 |
| 40 |
113-198 |
112-080 |
1-118 |
1.2% |
0-059 |
0.2% |
3% |
False |
True |
537,972 |
| 60 |
113-200 |
112-080 |
1-120 |
1.2% |
0-052 |
0.1% |
3% |
False |
True |
358,772 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
112-264 |
|
2.618 |
112-207 |
|
1.618 |
112-172 |
|
1.000 |
112-150 |
|
0.618 |
112-137 |
|
HIGH |
112-115 |
|
0.618 |
112-102 |
|
0.500 |
112-098 |
|
0.382 |
112-093 |
|
LOW |
112-080 |
|
0.618 |
112-058 |
|
1.000 |
112-045 |
|
1.618 |
112-023 |
|
2.618 |
111-308 |
|
4.250 |
111-251 |
|
|
| Fisher Pivots for day following 25-Sep-2018 |
| Pivot |
1 day |
3 day |
| R1 |
112-098 |
112-111 |
| PP |
112-097 |
112-106 |
| S1 |
112-096 |
112-100 |
|