ECBOT 5 Year T-Note Future September 2018
Trading Metrics calculated at close of trading on 03-Jul-2018 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Jul-2018 |
03-Jul-2018 |
Change |
Change % |
Previous Week |
Open |
113-180 |
113-150 |
-0-030 |
-0.1% |
113-127 |
High |
113-240 |
113-210 |
-0-030 |
-0.1% |
113-255 |
Low |
113-150 |
113-130 |
-0-020 |
-0.1% |
113-127 |
Close |
113-162 |
113-198 |
0-035 |
0.1% |
113-198 |
Range |
0-090 |
0-080 |
-0-010 |
-11.1% |
0-128 |
ATR |
0-082 |
0-082 |
0-000 |
-0.2% |
0-000 |
Volume |
637,797 |
629,289 |
-8,508 |
-1.3% |
4,105,408 |
|
Daily Pivots for day following 03-Jul-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
114-099 |
114-068 |
113-242 |
|
R3 |
114-019 |
113-308 |
113-220 |
|
R2 |
113-259 |
113-259 |
113-212 |
|
R1 |
113-228 |
113-228 |
113-205 |
113-244 |
PP |
113-179 |
113-179 |
113-179 |
113-187 |
S1 |
113-148 |
113-148 |
113-190 |
113-164 |
S2 |
113-099 |
113-099 |
113-183 |
|
S3 |
113-019 |
113-068 |
113-176 |
|
S4 |
112-259 |
112-308 |
113-154 |
|
|
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 |
113-130 |
0-125 |
0.3% |
0-074 |
0.2% |
54% |
False |
True |
769,793 |
10 |
113-255 |
113-050 |
0-205 |
0.6% |
0-071 |
0.2% |
72% |
False |
False |
741,251 |
20 |
113-255 |
112-290 |
0-285 |
0.8% |
0-079 |
0.2% |
80% |
False |
False |
776,389 |
40 |
114-153 |
112-147 |
2-005 |
1.8% |
0-088 |
0.2% |
57% |
False |
False |
743,749 |
60 |
114-153 |
112-147 |
2-005 |
1.8% |
0-076 |
0.2% |
57% |
False |
False |
498,020 |
80 |
114-173 |
112-147 |
2-025 |
1.8% |
0-060 |
0.2% |
56% |
False |
False |
373,521 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
114-230 |
2.618 |
114-099 |
1.618 |
114-019 |
1.000 |
113-290 |
0.618 |
113-259 |
HIGH |
113-210 |
0.618 |
113-179 |
0.500 |
113-170 |
0.382 |
113-161 |
LOW |
113-130 |
0.618 |
113-081 |
1.000 |
113-050 |
1.618 |
113-001 |
2.618 |
112-241 |
4.250 |
112-110 |
|
|
Fisher Pivots for day following 03-Jul-2018 |
Pivot |
1 day |
3 day |
R1 |
113-188 |
113-193 |
PP |
113-179 |
113-189 |
S1 |
113-170 |
113-185 |
|