ECBOT 5 Year T-Note Future December 2018
| Trading Metrics calculated at close of trading on 03-Oct-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Oct-2018 |
03-Oct-2018 |
Change |
Change % |
Previous Week |
| Open |
112-135 |
112-153 |
0-018 |
0.0% |
112-138 |
| High |
112-190 |
112-178 |
-0-013 |
0.0% |
112-187 |
| Low |
112-133 |
112-015 |
-0-118 |
-0.3% |
112-080 |
| Close |
112-167 |
112-050 |
-0-117 |
-0.3% |
112-153 |
| Range |
0-058 |
0-162 |
0-105 |
182.6% |
0-107 |
| ATR |
0-059 |
0-066 |
0-007 |
12.7% |
0-000 |
| Volume |
883,391 |
1,414,863 |
531,472 |
60.2% |
4,196,334 |
|
| Daily Pivots for day following 03-Oct-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
113-248 |
113-152 |
112-139 |
|
| R3 |
113-086 |
112-309 |
112-095 |
|
| R2 |
112-243 |
112-243 |
112-080 |
|
| R1 |
112-147 |
112-147 |
112-065 |
112-114 |
| PP |
112-081 |
112-081 |
112-081 |
112-064 |
| S1 |
111-304 |
111-304 |
112-035 |
111-271 |
| S2 |
111-238 |
111-238 |
112-020 |
|
| S3 |
111-076 |
111-142 |
112-005 |
|
| S4 |
110-233 |
110-299 |
111-281 |
|
|
| 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 |
112-015 |
0-175 |
0.5% |
0-076 |
0.2% |
20% |
False |
True |
963,777 |
| 10 |
112-190 |
112-015 |
0-175 |
0.5% |
0-063 |
0.2% |
20% |
False |
True |
854,356 |
| 20 |
113-127 |
112-015 |
1-112 |
1.2% |
0-065 |
0.2% |
8% |
False |
True |
830,783 |
| 40 |
113-198 |
112-015 |
1-182 |
1.4% |
0-062 |
0.2% |
7% |
False |
True |
677,329 |
| 60 |
113-198 |
112-015 |
1-182 |
1.4% |
0-056 |
0.2% |
7% |
False |
True |
453,568 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
114-228 |
|
2.618 |
113-283 |
|
1.618 |
113-120 |
|
1.000 |
113-020 |
|
0.618 |
112-278 |
|
HIGH |
112-178 |
|
0.618 |
112-115 |
|
0.500 |
112-096 |
|
0.382 |
112-077 |
|
LOW |
112-015 |
|
0.618 |
111-235 |
|
1.000 |
111-173 |
|
1.618 |
111-072 |
|
2.618 |
110-230 |
|
4.250 |
109-284 |
|
|
| Fisher Pivots for day following 03-Oct-2018 |
| Pivot |
1 day |
3 day |
| R1 |
112-096 |
112-103 |
| PP |
112-081 |
112-085 |
| S1 |
112-065 |
112-068 |
|