ECBOT 5 Year T-Note Future December 2018
| Trading Metrics calculated at close of trading on 07-Sep-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Sep-2018 |
07-Sep-2018 |
Change |
Change % |
Previous Week |
| Open |
113-078 |
113-122 |
0-045 |
0.1% |
113-115 |
| High |
113-125 |
113-127 |
0-002 |
0.0% |
113-135 |
| Low |
113-070 |
112-305 |
-0-085 |
-0.2% |
112-305 |
| Close |
113-113 |
112-313 |
-0-120 |
-0.3% |
112-313 |
| Range |
0-055 |
0-142 |
0-088 |
159.2% |
0-150 |
| ATR |
0-058 |
0-064 |
0-006 |
10.4% |
0-000 |
| Volume |
784,497 |
1,157,521 |
373,024 |
47.5% |
3,613,414 |
|
| Daily Pivots for day following 07-Sep-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
114-142 |
114-050 |
113-071 |
|
| R3 |
114-000 |
113-227 |
113-032 |
|
| R2 |
113-177 |
113-177 |
113-019 |
|
| R1 |
113-085 |
113-085 |
113-006 |
113-060 |
| PP |
113-035 |
113-035 |
113-035 |
113-022 |
| S1 |
112-263 |
112-263 |
112-299 |
112-238 |
| S2 |
112-213 |
112-213 |
112-286 |
|
| S3 |
112-070 |
112-120 |
112-273 |
|
| S4 |
111-248 |
111-298 |
112-234 |
|
|
| Weekly Pivots for week ending 07-Sep-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
114-168 |
114-070 |
113-075 |
|
| R3 |
114-018 |
113-240 |
113-034 |
|
| R2 |
113-188 |
113-188 |
113-020 |
|
| R1 |
113-090 |
113-090 |
113-006 |
113-064 |
| PP |
113-038 |
113-038 |
113-038 |
113-024 |
| S1 |
112-260 |
112-260 |
112-299 |
112-234 |
| S2 |
112-207 |
112-207 |
112-285 |
|
| S3 |
112-057 |
112-110 |
112-271 |
|
| S4 |
111-227 |
111-280 |
112-230 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
115-093 |
|
2.618 |
114-181 |
|
1.618 |
114-038 |
|
1.000 |
113-270 |
|
0.618 |
113-216 |
|
HIGH |
113-127 |
|
0.618 |
113-073 |
|
0.500 |
113-056 |
|
0.382 |
113-039 |
|
LOW |
112-305 |
|
0.618 |
112-217 |
|
1.000 |
112-162 |
|
1.618 |
112-074 |
|
2.618 |
111-252 |
|
4.250 |
111-019 |
|
|
| Fisher Pivots for day following 07-Sep-2018 |
| Pivot |
1 day |
3 day |
| R1 |
113-056 |
113-056 |
| PP |
113-035 |
113-035 |
| S1 |
113-014 |
113-014 |
|