ECBOT 5 Year T-Note Future December 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 |
112-107 |
112-093 |
-0-015 |
0.0% |
112-195 |
| High |
112-115 |
112-165 |
0-050 |
0.1% |
112-240 |
| Low |
112-080 |
112-093 |
0-013 |
0.0% |
112-093 |
| Close |
112-095 |
112-142 |
0-047 |
0.1% |
112-133 |
| Range |
0-035 |
0-072 |
0-037 |
107.0% |
0-147 |
| ATR |
0-059 |
0-060 |
0-001 |
1.7% |
0-000 |
| Volume |
799,617 |
868,880 |
69,263 |
8.7% |
3,761,281 |
|
| Daily Pivots for day following 26-Sep-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
113-031 |
112-319 |
112-182 |
|
| R3 |
112-278 |
112-247 |
112-162 |
|
| R2 |
112-206 |
112-206 |
112-156 |
|
| R1 |
112-174 |
112-174 |
112-149 |
112-190 |
| PP |
112-133 |
112-133 |
112-133 |
112-141 |
| S1 |
112-102 |
112-102 |
112-136 |
112-118 |
| S2 |
112-061 |
112-061 |
112-129 |
|
| S3 |
111-308 |
112-029 |
112-123 |
|
| S4 |
111-236 |
111-277 |
112-103 |
|
|
| 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 |
112-165 |
112-080 |
0-085 |
0.2% |
0-050 |
0.1% |
74% |
True |
False |
744,935 |
| 10 |
112-285 |
112-080 |
0-205 |
0.6% |
0-059 |
0.2% |
30% |
False |
False |
781,383 |
| 20 |
113-138 |
112-080 |
1-058 |
1.0% |
0-060 |
0.2% |
17% |
False |
False |
844,748 |
| 40 |
113-198 |
112-080 |
1-118 |
1.2% |
0-060 |
0.2% |
14% |
False |
False |
559,599 |
| 60 |
113-198 |
112-080 |
1-118 |
1.2% |
0-051 |
0.1% |
14% |
False |
False |
373,254 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
113-153 |
|
2.618 |
113-035 |
|
1.618 |
112-282 |
|
1.000 |
112-237 |
|
0.618 |
112-210 |
|
HIGH |
112-165 |
|
0.618 |
112-137 |
|
0.500 |
112-129 |
|
0.382 |
112-120 |
|
LOW |
112-093 |
|
0.618 |
112-048 |
|
1.000 |
112-020 |
|
1.618 |
111-295 |
|
2.618 |
111-223 |
|
4.250 |
111-104 |
|
|
| Fisher Pivots for day following 26-Sep-2018 |
| Pivot |
1 day |
3 day |
| R1 |
112-138 |
112-136 |
| PP |
112-133 |
112-129 |
| S1 |
112-129 |
112-122 |
|