ECBOT 5 Year T-Note Future September 2018
Trading Metrics calculated at close of trading on 29-Jun-2018 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Jun-2018 |
29-Jun-2018 |
Change |
Change % |
Previous Week |
Open |
113-238 |
113-218 |
-0-020 |
-0.1% |
113-127 |
High |
113-255 |
113-225 |
-0-030 |
-0.1% |
113-255 |
Low |
113-198 |
113-167 |
-0-030 |
-0.1% |
113-127 |
Close |
113-205 |
113-198 |
-0-007 |
0.0% |
113-198 |
Range |
0-058 |
0-058 |
0-000 |
0.0% |
0-128 |
ATR |
0-084 |
0-082 |
-0-002 |
-2.2% |
0-000 |
Volume |
691,573 |
897,769 |
206,196 |
29.8% |
4,105,408 |
|
Daily Pivots for day following 29-Jun-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
114-049 |
114-021 |
113-229 |
|
R3 |
113-312 |
113-283 |
113-213 |
|
R2 |
113-254 |
113-254 |
113-208 |
|
R1 |
113-226 |
113-226 |
113-203 |
113-211 |
PP |
113-197 |
113-197 |
113-197 |
113-189 |
S1 |
113-168 |
113-168 |
113-192 |
113-154 |
S2 |
113-139 |
113-139 |
113-187 |
|
S3 |
113-082 |
113-111 |
113-182 |
|
S4 |
113-024 |
113-053 |
113-166 |
|
|
Weekly Pivots for week ending 29-Jun-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
114-256 |
114-194 |
113-268 |
|
R3 |
114-128 |
114-067 |
113-233 |
|
R2 |
114-001 |
114-001 |
113-221 |
|
R1 |
113-259 |
113-259 |
113-209 |
113-290 |
PP |
113-193 |
113-193 |
113-193 |
113-209 |
S1 |
113-132 |
113-132 |
113-186 |
113-162 |
S2 |
113-066 |
113-066 |
113-174 |
|
S3 |
112-258 |
113-004 |
113-162 |
|
S4 |
112-131 |
112-197 |
113-127 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
113-255 |
113-127 |
0-128 |
0.4% |
0-063 |
0.2% |
55% |
False |
False |
821,081 |
10 |
113-255 |
113-050 |
0-205 |
0.6% |
0-069 |
0.2% |
72% |
False |
False |
745,574 |
20 |
113-255 |
112-290 |
0-285 |
0.8% |
0-079 |
0.2% |
80% |
False |
False |
796,363 |
40 |
114-153 |
112-147 |
2-005 |
1.8% |
0-087 |
0.2% |
57% |
False |
False |
713,069 |
60 |
114-153 |
112-147 |
2-005 |
1.8% |
0-074 |
0.2% |
57% |
False |
False |
476,909 |
80 |
114-173 |
112-147 |
2-025 |
1.8% |
0-058 |
0.2% |
56% |
False |
False |
357,682 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
114-149 |
2.618 |
114-056 |
1.618 |
113-318 |
1.000 |
113-282 |
0.618 |
113-261 |
HIGH |
113-225 |
0.618 |
113-203 |
0.500 |
113-196 |
0.382 |
113-189 |
LOW |
113-167 |
0.618 |
113-132 |
1.000 |
113-110 |
1.618 |
113-074 |
2.618 |
113-017 |
4.250 |
112-243 |
|
|
Fisher Pivots for day following 29-Jun-2018 |
Pivot |
1 day |
3 day |
R1 |
113-197 |
113-206 |
PP |
113-197 |
113-203 |
S1 |
113-196 |
113-200 |
|