ECBOT 5 Year T-Note Future December 2018
Trading Metrics calculated at close of trading on 02-Oct-2018 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Oct-2018 |
02-Oct-2018 |
Change |
Change % |
Previous Week |
Open |
112-138 |
112-135 |
-0-002 |
0.0% |
112-138 |
High |
112-155 |
112-190 |
0-035 |
0.1% |
112-187 |
Low |
112-107 |
112-133 |
0-025 |
0.1% |
112-080 |
Close |
112-142 |
112-167 |
0-025 |
0.1% |
112-153 |
Range |
0-048 |
0-058 |
0-010 |
21.0% |
0-107 |
ATR |
0-059 |
0-059 |
0-000 |
-0.1% |
0-000 |
Volume |
663,976 |
883,391 |
219,415 |
33.0% |
4,196,334 |
|
Daily Pivots for day following 02-Oct-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
113-016 |
112-309 |
112-199 |
|
R3 |
112-278 |
112-252 |
112-183 |
|
R2 |
112-221 |
112-221 |
112-178 |
|
R1 |
112-194 |
112-194 |
112-173 |
112-208 |
PP |
112-163 |
112-163 |
112-163 |
112-170 |
S1 |
112-137 |
112-137 |
112-162 |
112-150 |
S2 |
112-106 |
112-106 |
112-157 |
|
S3 |
112-048 |
112-079 |
112-152 |
|
S4 |
111-311 |
112-022 |
112-136 |
|
|
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 |
112-190 |
112-093 |
0-098 |
0.3% |
0-058 |
0.2% |
77% |
True |
False |
854,581 |
10 |
112-190 |
112-080 |
0-110 |
0.3% |
0-053 |
0.1% |
80% |
True |
False |
802,015 |
20 |
113-127 |
112-080 |
1-047 |
1.0% |
0-059 |
0.2% |
24% |
False |
False |
799,877 |
40 |
113-198 |
112-080 |
1-118 |
1.2% |
0-059 |
0.2% |
20% |
False |
False |
642,338 |
60 |
113-198 |
112-080 |
1-118 |
1.2% |
0-054 |
0.1% |
20% |
False |
False |
429,987 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
113-114 |
2.618 |
113-021 |
1.618 |
112-283 |
1.000 |
112-248 |
0.618 |
112-226 |
HIGH |
112-190 |
0.618 |
112-168 |
0.500 |
112-161 |
0.382 |
112-154 |
LOW |
112-133 |
0.618 |
112-097 |
1.000 |
112-075 |
1.618 |
112-039 |
2.618 |
111-302 |
4.250 |
111-208 |
|
|
Fisher Pivots for day following 02-Oct-2018 |
Pivot |
1 day |
3 day |
R1 |
112-165 |
112-161 |
PP |
112-163 |
112-155 |
S1 |
112-161 |
112-149 |
|