ECBOT 5 Year T-Note Future December 2018
Trading Metrics calculated at close of trading on 09-Oct-2018 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Oct-2018 |
09-Oct-2018 |
Change |
Change % |
Previous Week |
Open |
111-305 |
111-315 |
0-010 |
0.0% |
112-138 |
High |
112-020 |
112-020 |
0-000 |
0.0% |
112-190 |
Low |
111-265 |
111-293 |
0-028 |
0.1% |
111-275 |
Close |
112-007 |
112-005 |
-0-002 |
0.0% |
111-305 |
Range |
0-075 |
0-047 |
-0-028 |
-36.7% |
0-235 |
ATR |
0-068 |
0-067 |
-0-001 |
-2.2% |
0-000 |
Volume |
273,436 |
1,035,601 |
762,165 |
278.7% |
5,643,431 |
|
Daily Pivots for day following 09-Oct-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
112-142 |
112-121 |
112-031 |
|
R3 |
112-094 |
112-073 |
112-018 |
|
R2 |
112-047 |
112-047 |
112-014 |
|
R1 |
112-026 |
112-026 |
112-009 |
112-036 |
PP |
111-319 |
111-319 |
111-319 |
112-004 |
S1 |
111-298 |
111-298 |
112-001 |
111-309 |
S2 |
111-272 |
111-272 |
111-316 |
|
S3 |
111-224 |
111-251 |
111-312 |
|
S4 |
111-177 |
111-203 |
111-299 |
|
|
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 |
112-178 |
111-265 |
0-233 |
0.6% |
0-086 |
0.2% |
26% |
False |
False |
1,081,020 |
10 |
112-190 |
111-265 |
0-245 |
0.7% |
0-072 |
0.2% |
24% |
False |
False |
967,800 |
20 |
112-285 |
111-265 |
1-020 |
0.9% |
0-063 |
0.2% |
18% |
False |
False |
870,496 |
40 |
113-198 |
111-265 |
1-253 |
1.6% |
0-062 |
0.2% |
10% |
False |
False |
772,982 |
60 |
113-198 |
111-265 |
1-253 |
1.6% |
0-060 |
0.2% |
10% |
False |
False |
520,069 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
112-222 |
2.618 |
112-144 |
1.618 |
112-097 |
1.000 |
112-067 |
0.618 |
112-049 |
HIGH |
112-020 |
0.618 |
112-002 |
0.500 |
111-316 |
0.382 |
111-311 |
LOW |
111-293 |
0.618 |
111-263 |
1.000 |
111-245 |
1.618 |
111-216 |
2.618 |
111-168 |
4.250 |
111-091 |
|
|
Fisher Pivots for day following 09-Oct-2018 |
Pivot |
1 day |
3 day |
R1 |
112-002 |
111-319 |
PP |
111-319 |
111-313 |
S1 |
111-316 |
111-308 |
|