ECBOT 5 Year T-Note Future September 2018
Trading Metrics calculated at close of trading on 05-Jul-2018 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Jul-2018 |
05-Jul-2018 |
Change |
Change % |
Previous Week |
Open |
113-150 |
113-205 |
0-055 |
0.2% |
113-127 |
High |
113-210 |
113-215 |
0-005 |
0.0% |
113-255 |
Low |
113-130 |
113-160 |
0-030 |
0.1% |
113-127 |
Close |
113-198 |
113-175 |
-0-022 |
-0.1% |
113-198 |
Range |
0-080 |
0-055 |
-0-025 |
-31.2% |
0-128 |
ATR |
0-082 |
0-080 |
-0-002 |
-2.4% |
0-000 |
Volume |
629,289 |
592,589 |
-36,700 |
-5.8% |
4,105,408 |
|
Daily Pivots for day following 05-Jul-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
114-028 |
113-317 |
113-205 |
|
R3 |
113-293 |
113-262 |
113-190 |
|
R2 |
113-238 |
113-238 |
113-185 |
|
R1 |
113-207 |
113-207 |
113-180 |
113-195 |
PP |
113-183 |
113-183 |
113-183 |
113-178 |
S1 |
113-152 |
113-152 |
113-170 |
113-140 |
S2 |
113-128 |
113-128 |
113-165 |
|
S3 |
113-073 |
113-097 |
113-160 |
|
S4 |
113-018 |
113-042 |
113-145 |
|
|
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% |
0-068 |
0.2% |
36% |
False |
False |
689,803 |
10 |
113-255 |
113-050 |
0-205 |
0.6% |
0-068 |
0.2% |
61% |
False |
False |
728,448 |
20 |
113-255 |
112-290 |
0-285 |
0.8% |
0-077 |
0.2% |
72% |
False |
False |
765,984 |
40 |
114-153 |
112-147 |
2-005 |
1.8% |
0-088 |
0.2% |
54% |
False |
False |
757,841 |
60 |
114-153 |
112-147 |
2-005 |
1.8% |
0-076 |
0.2% |
54% |
False |
False |
507,893 |
80 |
114-173 |
112-147 |
2-025 |
1.8% |
0-060 |
0.2% |
52% |
False |
False |
380,928 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
114-129 |
2.618 |
114-039 |
1.618 |
113-304 |
1.000 |
113-270 |
0.618 |
113-249 |
HIGH |
113-215 |
0.618 |
113-194 |
0.500 |
113-188 |
0.382 |
113-181 |
LOW |
113-160 |
0.618 |
113-126 |
1.000 |
113-105 |
1.618 |
113-071 |
2.618 |
113-016 |
4.250 |
112-246 |
|
|
Fisher Pivots for day following 05-Jul-2018 |
Pivot |
1 day |
3 day |
R1 |
113-188 |
113-185 |
PP |
113-183 |
113-182 |
S1 |
113-179 |
113-178 |
|