ECBOT 5 Year T-Note Future December 2018
| Trading Metrics calculated at close of trading on 11-Sep-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Sep-2018 |
11-Sep-2018 |
Change |
Change % |
Previous Week |
| Open |
112-310 |
112-313 |
0-002 |
0.0% |
113-115 |
| High |
113-010 |
112-315 |
-0-015 |
0.0% |
113-135 |
| Low |
112-302 |
112-240 |
-0-062 |
-0.2% |
112-305 |
| Close |
112-310 |
112-245 |
-0-065 |
-0.2% |
112-313 |
| Range |
0-028 |
0-075 |
0-047 |
172.6% |
0-150 |
| ATR |
0-062 |
0-062 |
0-001 |
1.6% |
0-000 |
| Volume |
496,985 |
756,977 |
259,992 |
52.3% |
3,613,414 |
|
| Daily Pivots for day following 11-Sep-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
113-172 |
113-123 |
112-286 |
|
| R3 |
113-097 |
113-048 |
112-266 |
|
| R2 |
113-022 |
113-022 |
112-259 |
|
| R1 |
112-293 |
112-293 |
112-252 |
112-280 |
| PP |
112-267 |
112-267 |
112-267 |
112-260 |
| S1 |
112-218 |
112-218 |
112-238 |
112-205 |
| S2 |
112-192 |
112-192 |
112-231 |
|
| S3 |
112-117 |
112-143 |
112-224 |
|
| S4 |
112-042 |
112-068 |
112-204 |
|
|
| 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 |
113-314 |
|
2.618 |
113-191 |
|
1.618 |
113-116 |
|
1.000 |
113-070 |
|
0.618 |
113-041 |
|
HIGH |
112-315 |
|
0.618 |
112-286 |
|
0.500 |
112-278 |
|
0.382 |
112-269 |
|
LOW |
112-240 |
|
0.618 |
112-194 |
|
1.000 |
112-165 |
|
1.618 |
112-119 |
|
2.618 |
112-044 |
|
4.250 |
111-241 |
|
|
| Fisher Pivots for day following 11-Sep-2018 |
| Pivot |
1 day |
3 day |
| R1 |
112-278 |
113-024 |
| PP |
112-267 |
112-311 |
| S1 |
112-256 |
112-278 |
|