ECBOT 5 Year T-Note Future December 2018
| Trading Metrics calculated at close of trading on 01-Oct-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Sep-2018 |
01-Oct-2018 |
Change |
Change % |
Previous Week |
| Open |
112-138 |
112-138 |
0-000 |
0.0% |
112-138 |
| High |
112-185 |
112-155 |
-0-030 |
-0.1% |
112-187 |
| Low |
112-138 |
112-107 |
-0-030 |
-0.1% |
112-080 |
| Close |
112-153 |
112-142 |
-0-010 |
0.0% |
112-153 |
| Range |
0-047 |
0-048 |
0-000 |
0.1% |
0-107 |
| ATR |
0-060 |
0-059 |
-0-001 |
-1.4% |
0-000 |
| Volume |
979,747 |
663,976 |
-315,771 |
-32.2% |
4,196,334 |
|
| Daily Pivots for day following 01-Oct-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
112-278 |
112-258 |
112-169 |
|
| R3 |
112-230 |
112-210 |
112-156 |
|
| R2 |
112-183 |
112-183 |
112-151 |
|
| R1 |
112-163 |
112-163 |
112-147 |
112-173 |
| PP |
112-135 |
112-135 |
112-135 |
112-140 |
| S1 |
112-115 |
112-115 |
112-138 |
112-125 |
| S2 |
112-087 |
112-087 |
112-134 |
|
| S3 |
112-040 |
112-067 |
112-129 |
|
| S4 |
111-312 |
112-020 |
112-116 |
|
|
| 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% |
58% |
False |
False |
837,826 |
| 10 |
112-240 |
112-080 |
0-160 |
0.4% |
0-057 |
0.2% |
39% |
False |
False |
793,285 |
| 20 |
113-135 |
112-080 |
1-055 |
1.0% |
0-060 |
0.2% |
17% |
False |
False |
799,440 |
| 40 |
113-198 |
112-080 |
1-118 |
1.2% |
0-059 |
0.2% |
14% |
False |
False |
621,000 |
| 60 |
113-198 |
112-080 |
1-118 |
1.2% |
0-053 |
0.1% |
14% |
False |
False |
415,264 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
113-037 |
|
2.618 |
112-279 |
|
1.618 |
112-232 |
|
1.000 |
112-203 |
|
0.618 |
112-184 |
|
HIGH |
112-155 |
|
0.618 |
112-137 |
|
0.500 |
112-131 |
|
0.382 |
112-126 |
|
LOW |
112-107 |
|
0.618 |
112-078 |
|
1.000 |
112-060 |
|
1.618 |
112-031 |
|
2.618 |
111-303 |
|
4.250 |
111-226 |
|
|
| Fisher Pivots for day following 01-Oct-2018 |
| Pivot |
1 day |
3 day |
| R1 |
112-139 |
112-147 |
| PP |
112-135 |
112-146 |
| S1 |
112-131 |
112-144 |
|