ECBOT 5 Year T-Note Future December 2018
Trading Metrics calculated at close of trading on 04-Oct-2018 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Oct-2018 |
04-Oct-2018 |
Change |
Change % |
Previous Week |
Open |
112-153 |
112-025 |
-0-128 |
-0.4% |
112-138 |
High |
112-178 |
112-035 |
-0-142 |
-0.4% |
112-187 |
Low |
112-015 |
111-285 |
-0-050 |
-0.1% |
112-080 |
Close |
112-050 |
112-007 |
-0-043 |
-0.1% |
112-153 |
Range |
0-162 |
0-070 |
-0-092 |
-56.9% |
0-107 |
ATR |
0-066 |
0-067 |
0-001 |
2.1% |
0-000 |
Volume |
1,414,863 |
1,457,172 |
42,309 |
3.0% |
4,196,334 |
|
Daily Pivots for day following 04-Oct-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
112-213 |
112-180 |
112-046 |
|
R3 |
112-143 |
112-110 |
112-027 |
|
R2 |
112-073 |
112-073 |
112-020 |
|
R1 |
112-040 |
112-040 |
112-014 |
112-021 |
PP |
112-002 |
112-002 |
112-002 |
111-313 |
S1 |
111-290 |
111-290 |
112-001 |
111-271 |
S2 |
111-252 |
111-252 |
111-315 |
|
S3 |
111-182 |
111-220 |
111-308 |
|
S4 |
111-112 |
111-150 |
111-289 |
|
|
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 |
111-285 |
0-225 |
0.6% |
0-077 |
0.2% |
19% |
False |
True |
1,079,829 |
10 |
112-190 |
111-285 |
0-225 |
0.6% |
0-065 |
0.2% |
19% |
False |
True |
915,944 |
20 |
113-127 |
111-285 |
1-162 |
1.3% |
0-066 |
0.2% |
9% |
False |
True |
864,417 |
40 |
113-198 |
111-285 |
1-233 |
1.5% |
0-063 |
0.2% |
8% |
False |
True |
713,163 |
60 |
113-198 |
111-285 |
1-233 |
1.5% |
0-057 |
0.2% |
8% |
False |
True |
477,854 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
113-013 |
2.618 |
112-218 |
1.618 |
112-148 |
1.000 |
112-105 |
0.618 |
112-078 |
HIGH |
112-035 |
0.618 |
112-008 |
0.500 |
112-000 |
0.382 |
111-312 |
LOW |
111-285 |
0.618 |
111-242 |
1.000 |
111-215 |
1.618 |
111-172 |
2.618 |
111-102 |
4.250 |
110-307 |
|
|
Fisher Pivots for day following 04-Oct-2018 |
Pivot |
1 day |
3 day |
R1 |
112-005 |
112-078 |
PP |
112-002 |
112-054 |
S1 |
112-000 |
112-031 |
|