ECBOT 5 Year T-Note Future December 2018
Trading Metrics calculated at close of trading on 08-Oct-2018 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Oct-2018 |
08-Oct-2018 |
Change |
Change % |
Previous Week |
Open |
112-018 |
111-305 |
-0-033 |
-0.1% |
112-138 |
High |
112-030 |
112-020 |
-0-010 |
0.0% |
112-190 |
Low |
111-275 |
111-265 |
-0-010 |
0.0% |
111-275 |
Close |
111-305 |
112-007 |
0-022 |
0.1% |
111-305 |
Range |
0-075 |
0-075 |
0-000 |
0.0% |
0-235 |
ATR |
0-068 |
0-068 |
0-001 |
0.7% |
0-000 |
Volume |
1,224,029 |
273,436 |
-950,593 |
-77.7% |
5,643,431 |
|
Daily Pivots for day following 08-Oct-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
112-216 |
112-187 |
112-049 |
|
R3 |
112-141 |
112-112 |
112-028 |
|
R2 |
112-066 |
112-066 |
112-021 |
|
R1 |
112-037 |
112-037 |
112-014 |
112-051 |
PP |
111-311 |
111-311 |
111-311 |
111-318 |
S1 |
111-282 |
111-282 |
112-001 |
111-296 |
S2 |
111-236 |
111-236 |
111-314 |
|
S3 |
111-161 |
111-207 |
111-307 |
|
S4 |
111-086 |
111-132 |
111-286 |
|
|
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 |
111-265 |
0-245 |
0.7% |
0-088 |
0.2% |
26% |
False |
True |
1,050,578 |
10 |
112-190 |
111-265 |
0-245 |
0.7% |
0-071 |
0.2% |
26% |
False |
True |
944,202 |
20 |
112-315 |
111-265 |
1-050 |
1.0% |
0-065 |
0.2% |
17% |
False |
True |
856,565 |
40 |
113-198 |
111-265 |
1-253 |
1.6% |
0-063 |
0.2% |
11% |
False |
True |
748,219 |
60 |
113-198 |
111-265 |
1-253 |
1.6% |
0-060 |
0.2% |
11% |
False |
True |
502,812 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
113-019 |
2.618 |
112-216 |
1.618 |
112-141 |
1.000 |
112-095 |
0.618 |
112-066 |
HIGH |
112-020 |
0.618 |
111-311 |
0.500 |
111-302 |
0.382 |
111-294 |
LOW |
111-265 |
0.618 |
111-219 |
1.000 |
111-190 |
1.618 |
111-144 |
2.618 |
111-069 |
4.250 |
110-266 |
|
|
Fisher Pivots for day following 08-Oct-2018 |
Pivot |
1 day |
3 day |
R1 |
111-319 |
112-002 |
PP |
111-311 |
111-316 |
S1 |
111-302 |
111-310 |
|