ECBOT 5 Year T-Note Future December 2018
| Trading Metrics calculated at close of trading on 27-Sep-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Sep-2018 |
27-Sep-2018 |
Change |
Change % |
Previous Week |
| Open |
112-093 |
112-162 |
0-070 |
0.2% |
112-195 |
| High |
112-165 |
112-187 |
0-022 |
0.1% |
112-240 |
| Low |
112-093 |
112-120 |
0-027 |
0.1% |
112-093 |
| Close |
112-142 |
112-135 |
-0-007 |
0.0% |
112-133 |
| Range |
0-072 |
0-067 |
-0-005 |
-6.9% |
0-147 |
| ATR |
0-060 |
0-060 |
0-001 |
0.9% |
0-000 |
| Volume |
868,880 |
876,911 |
8,031 |
0.9% |
3,761,281 |
|
| Daily Pivots for day following 27-Sep-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
113-030 |
112-310 |
112-172 |
|
| R3 |
112-282 |
112-242 |
112-154 |
|
| R2 |
112-215 |
112-215 |
112-147 |
|
| R1 |
112-175 |
112-175 |
112-141 |
112-161 |
| PP |
112-147 |
112-147 |
112-147 |
112-141 |
| S1 |
112-108 |
112-108 |
112-129 |
112-094 |
| S2 |
112-080 |
112-080 |
112-123 |
|
| S3 |
112-013 |
112-040 |
112-116 |
|
| S4 |
111-265 |
111-293 |
112-098 |
|
|
| 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 |
112-187 |
112-080 |
0-107 |
0.3% |
0-052 |
0.1% |
51% |
True |
False |
752,060 |
| 10 |
112-250 |
112-080 |
0-170 |
0.5% |
0-059 |
0.2% |
32% |
False |
False |
774,575 |
| 20 |
113-138 |
112-080 |
1-058 |
1.0% |
0-061 |
0.2% |
15% |
False |
False |
824,493 |
| 40 |
113-198 |
112-080 |
1-118 |
1.2% |
0-060 |
0.2% |
13% |
False |
False |
581,198 |
| 60 |
113-198 |
112-080 |
1-118 |
1.2% |
0-052 |
0.1% |
13% |
False |
False |
387,869 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
113-154 |
|
2.618 |
113-044 |
|
1.618 |
112-297 |
|
1.000 |
112-255 |
|
0.618 |
112-229 |
|
HIGH |
112-187 |
|
0.618 |
112-162 |
|
0.500 |
112-154 |
|
0.382 |
112-146 |
|
LOW |
112-120 |
|
0.618 |
112-078 |
|
1.000 |
112-053 |
|
1.618 |
112-011 |
|
2.618 |
111-263 |
|
4.250 |
111-153 |
|
|
| Fisher Pivots for day following 27-Sep-2018 |
| Pivot |
1 day |
3 day |
| R1 |
112-154 |
112-135 |
| PP |
112-147 |
112-134 |
| S1 |
112-141 |
112-134 |
|