ECBOT 5 Year T-Note Future September 2018
| Trading Metrics calculated at close of trading on 06-Jul-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Jul-2018 |
06-Jul-2018 |
Change |
Change % |
Previous Week |
| Open |
113-205 |
113-195 |
-0-010 |
0.0% |
113-180 |
| High |
113-215 |
113-260 |
0-045 |
0.1% |
113-260 |
| Low |
113-160 |
113-173 |
0-013 |
0.0% |
113-130 |
| Close |
113-175 |
113-205 |
0-030 |
0.1% |
113-205 |
| Range |
0-055 |
0-087 |
0-032 |
59.0% |
0-130 |
| ATR |
0-080 |
0-081 |
0-001 |
0.7% |
0-000 |
| Volume |
592,589 |
555,407 |
-37,182 |
-6.3% |
2,415,082 |
|
| Daily Pivots for day following 06-Jul-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
114-155 |
114-107 |
113-253 |
|
| R3 |
114-067 |
114-020 |
113-229 |
|
| R2 |
113-300 |
113-300 |
113-221 |
|
| R1 |
113-252 |
113-252 |
113-213 |
113-276 |
| PP |
113-213 |
113-213 |
113-213 |
113-224 |
| S1 |
113-165 |
113-165 |
113-197 |
113-189 |
| S2 |
113-125 |
113-125 |
113-189 |
|
| S3 |
113-038 |
113-078 |
113-181 |
|
| S4 |
112-270 |
112-310 |
113-157 |
|
|
| Weekly Pivots for week ending 06-Jul-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
114-268 |
114-207 |
113-276 |
|
| R3 |
114-138 |
114-077 |
113-241 |
|
| R2 |
114-008 |
114-008 |
113-229 |
|
| R1 |
113-267 |
113-267 |
113-217 |
113-297 |
| PP |
113-198 |
113-198 |
113-198 |
113-214 |
| S1 |
113-137 |
113-137 |
113-193 |
113-168 |
| S2 |
113-068 |
113-068 |
113-181 |
|
| S3 |
112-258 |
113-007 |
113-169 |
|
| S4 |
112-128 |
112-197 |
113-134 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
113-260 |
113-130 |
0-130 |
0.4% |
0-074 |
0.2% |
58% |
True |
False |
662,570 |
| 10 |
113-260 |
113-095 |
0-165 |
0.5% |
0-067 |
0.2% |
67% |
True |
False |
700,652 |
| 20 |
113-260 |
112-290 |
0-290 |
0.8% |
0-073 |
0.2% |
81% |
True |
False |
738,687 |
| 40 |
114-153 |
112-147 |
2-005 |
1.8% |
0-090 |
0.2% |
59% |
False |
False |
769,262 |
| 60 |
114-153 |
112-147 |
2-005 |
1.8% |
0-077 |
0.2% |
59% |
False |
False |
517,133 |
| 80 |
114-173 |
112-147 |
2-025 |
1.8% |
0-061 |
0.2% |
57% |
False |
False |
387,870 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
114-312 |
|
2.618 |
114-169 |
|
1.618 |
114-082 |
|
1.000 |
114-027 |
|
0.618 |
113-314 |
|
HIGH |
113-260 |
|
0.618 |
113-227 |
|
0.500 |
113-216 |
|
0.382 |
113-206 |
|
LOW |
113-173 |
|
0.618 |
113-118 |
|
1.000 |
113-085 |
|
1.618 |
113-031 |
|
2.618 |
112-263 |
|
4.250 |
112-121 |
|
|
| Fisher Pivots for day following 06-Jul-2018 |
| Pivot |
1 day |
3 day |
| R1 |
113-216 |
113-202 |
| PP |
113-213 |
113-198 |
| S1 |
113-209 |
113-195 |
|