ECBOT 5 Year T-Note Future December 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 |
112-162 |
112-138 |
-0-025 |
-0.1% |
112-138 |
High |
112-187 |
112-185 |
-0-002 |
0.0% |
112-187 |
Low |
112-120 |
112-138 |
0-018 |
0.0% |
112-080 |
Close |
112-135 |
112-153 |
0-018 |
0.0% |
112-153 |
Range |
0-067 |
0-047 |
-0-020 |
-29.6% |
0-107 |
ATR |
0-060 |
0-060 |
-0-001 |
-1.2% |
0-000 |
Volume |
876,911 |
979,747 |
102,836 |
11.7% |
4,196,334 |
|
Daily Pivots for day following 28-Sep-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
112-301 |
112-274 |
112-179 |
|
R3 |
112-253 |
112-227 |
112-166 |
|
R2 |
112-206 |
112-206 |
112-161 |
|
R1 |
112-179 |
112-179 |
112-157 |
112-192 |
PP |
112-158 |
112-158 |
112-158 |
112-165 |
S1 |
112-132 |
112-132 |
112-148 |
112-145 |
S2 |
112-111 |
112-111 |
112-144 |
|
S3 |
112-063 |
112-084 |
112-139 |
|
S4 |
112-016 |
112-037 |
112-126 |
|
|
Weekly Pivots for week ending 28-Sep-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
113-142 |
113-095 |
112-212 |
|
R3 |
113-035 |
112-307 |
112-182 |
|
R2 |
112-247 |
112-247 |
112-172 |
|
R1 |
112-200 |
112-200 |
112-162 |
112-224 |
PP |
112-140 |
112-140 |
112-140 |
112-152 |
S1 |
112-093 |
112-093 |
112-143 |
112-116 |
S2 |
112-033 |
112-033 |
112-133 |
|
S3 |
111-245 |
111-305 |
112-123 |
|
S4 |
111-138 |
111-198 |
112-093 |
|
|
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% |
0-054 |
0.2% |
67% |
False |
False |
839,266 |
10 |
112-240 |
112-080 |
0-160 |
0.4% |
0-058 |
0.2% |
45% |
False |
False |
795,761 |
20 |
113-138 |
112-080 |
1-058 |
1.0% |
0-060 |
0.2% |
19% |
False |
False |
816,578 |
40 |
113-198 |
112-080 |
1-118 |
1.2% |
0-060 |
0.2% |
17% |
False |
False |
605,355 |
60 |
113-198 |
112-080 |
1-118 |
1.2% |
0-052 |
0.1% |
17% |
False |
False |
404,198 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
113-067 |
2.618 |
112-309 |
1.618 |
112-262 |
1.000 |
112-232 |
0.618 |
112-214 |
HIGH |
112-185 |
0.618 |
112-167 |
0.500 |
112-161 |
0.382 |
112-156 |
LOW |
112-138 |
0.618 |
112-108 |
1.000 |
112-090 |
1.618 |
112-061 |
2.618 |
112-013 |
4.250 |
111-256 |
|
|
Fisher Pivots for day following 28-Sep-2018 |
Pivot |
1 day |
3 day |
R1 |
112-161 |
112-148 |
PP |
112-158 |
112-144 |
S1 |
112-155 |
112-140 |
|