ECBOT 5 Year T-Note Future December 2018
Trading Metrics calculated at close of trading on 05-Oct-2018 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Oct-2018 |
05-Oct-2018 |
Change |
Change % |
Previous Week |
Open |
112-025 |
112-018 |
-0-007 |
0.0% |
112-138 |
High |
112-035 |
112-030 |
-0-005 |
0.0% |
112-190 |
Low |
111-285 |
111-275 |
-0-010 |
0.0% |
111-275 |
Close |
112-007 |
111-305 |
-0-022 |
-0.1% |
111-305 |
Range |
0-070 |
0-075 |
0-005 |
7.1% |
0-235 |
ATR |
0-067 |
0-068 |
0-001 |
0.8% |
0-000 |
Volume |
1,457,172 |
1,224,029 |
-233,143 |
-16.0% |
5,643,431 |
|
Daily Pivots for day following 05-Oct-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
112-215 |
112-175 |
112-026 |
|
R3 |
112-140 |
112-100 |
112-006 |
|
R2 |
112-065 |
112-065 |
111-319 |
|
R1 |
112-025 |
112-025 |
111-312 |
112-008 |
PP |
111-310 |
111-310 |
111-310 |
111-301 |
S1 |
111-270 |
111-270 |
111-298 |
111-252 |
S2 |
111-235 |
111-235 |
111-291 |
|
S3 |
111-160 |
111-195 |
111-284 |
|
S4 |
111-085 |
111-120 |
111-264 |
|
|
Weekly Pivots for week ending 05-Oct-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
114-108 |
113-282 |
112-114 |
|
R3 |
113-193 |
113-047 |
112-050 |
|
R2 |
112-278 |
112-278 |
112-028 |
|
R1 |
112-132 |
112-132 |
112-007 |
112-088 |
PP |
112-043 |
112-043 |
112-043 |
112-021 |
S1 |
111-217 |
111-217 |
111-283 |
111-172 |
S2 |
111-128 |
111-128 |
111-262 |
|
S3 |
110-213 |
110-302 |
111-240 |
|
S4 |
109-298 |
110-067 |
111-176 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
112-190 |
111-275 |
0-235 |
0.7% |
0-083 |
0.2% |
13% |
False |
True |
1,128,686 |
10 |
112-190 |
111-275 |
0-235 |
0.7% |
0-068 |
0.2% |
13% |
False |
True |
983,976 |
20 |
113-010 |
111-275 |
1-055 |
1.0% |
0-062 |
0.2% |
8% |
False |
True |
867,742 |
40 |
113-198 |
111-275 |
1-242 |
1.6% |
0-064 |
0.2% |
5% |
False |
True |
742,482 |
60 |
113-198 |
111-275 |
1-242 |
1.6% |
0-058 |
0.2% |
5% |
False |
True |
498,255 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
113-029 |
2.618 |
112-226 |
1.618 |
112-151 |
1.000 |
112-105 |
0.618 |
112-076 |
HIGH |
112-030 |
0.618 |
112-001 |
0.500 |
111-313 |
0.382 |
111-304 |
LOW |
111-275 |
0.618 |
111-229 |
1.000 |
111-200 |
1.618 |
111-154 |
2.618 |
111-079 |
4.250 |
110-276 |
|
|
Fisher Pivots for day following 05-Oct-2018 |
Pivot |
1 day |
3 day |
R1 |
111-313 |
112-066 |
PP |
111-310 |
112-039 |
S1 |
111-307 |
112-012 |
|