ECBOT 5 Year T-Note Future September 2018
| Trading Metrics calculated at close of trading on 02-Jul-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Jun-2018 |
02-Jul-2018 |
Change |
Change % |
Previous Week |
| Open |
113-218 |
113-180 |
-0-038 |
-0.1% |
113-127 |
| High |
113-225 |
113-240 |
0-015 |
0.0% |
113-255 |
| Low |
113-167 |
113-150 |
-0-017 |
0.0% |
113-127 |
| Close |
113-198 |
113-162 |
-0-035 |
-0.1% |
113-198 |
| Range |
0-058 |
0-090 |
0-032 |
56.5% |
0-128 |
| ATR |
0-082 |
0-082 |
0-001 |
0.7% |
0-000 |
| Volume |
897,769 |
637,797 |
-259,972 |
-29.0% |
4,105,408 |
|
| Daily Pivots for day following 02-Jul-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
114-134 |
114-078 |
113-212 |
|
| R3 |
114-044 |
113-308 |
113-187 |
|
| R2 |
113-274 |
113-274 |
113-179 |
|
| R1 |
113-218 |
113-218 |
113-171 |
113-201 |
| PP |
113-184 |
113-184 |
113-184 |
113-176 |
| S1 |
113-128 |
113-128 |
113-154 |
113-111 |
| S2 |
113-094 |
113-094 |
113-146 |
|
| S3 |
113-004 |
113-038 |
113-138 |
|
| S4 |
112-234 |
112-268 |
113-113 |
|
|
| 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 |
113-133 |
0-122 |
0.3% |
0-069 |
0.2% |
24% |
False |
False |
772,667 |
| 10 |
113-255 |
113-050 |
0-205 |
0.6% |
0-074 |
0.2% |
55% |
False |
False |
762,357 |
| 20 |
113-255 |
112-290 |
0-285 |
0.8% |
0-079 |
0.2% |
68% |
False |
False |
787,893 |
| 40 |
114-153 |
112-147 |
2-005 |
1.8% |
0-087 |
0.2% |
52% |
False |
False |
728,346 |
| 60 |
114-153 |
112-147 |
2-005 |
1.8% |
0-076 |
0.2% |
52% |
False |
False |
487,539 |
| 80 |
114-173 |
112-147 |
2-025 |
1.8% |
0-059 |
0.2% |
50% |
False |
False |
365,654 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
114-302 |
|
2.618 |
114-156 |
|
1.618 |
114-066 |
|
1.000 |
114-010 |
|
0.618 |
113-296 |
|
HIGH |
113-240 |
|
0.618 |
113-206 |
|
0.500 |
113-195 |
|
0.382 |
113-184 |
|
LOW |
113-150 |
|
0.618 |
113-094 |
|
1.000 |
113-060 |
|
1.618 |
113-004 |
|
2.618 |
112-234 |
|
4.250 |
112-088 |
|
|
| Fisher Pivots for day following 02-Jul-2018 |
| Pivot |
1 day |
3 day |
| R1 |
113-195 |
113-203 |
| PP |
113-184 |
113-189 |
| S1 |
113-173 |
113-176 |
|