ECBOT 5 Year T-Note Future September 2018
| Trading Metrics calculated at close of trading on 09-Jul-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Jul-2018 |
09-Jul-2018 |
Change |
Change % |
Previous Week |
| Open |
113-195 |
113-210 |
0-015 |
0.0% |
113-180 |
| High |
113-260 |
113-213 |
-0-047 |
-0.1% |
113-260 |
| Low |
113-173 |
113-155 |
-0-018 |
0.0% |
113-130 |
| Close |
113-205 |
113-162 |
-0-042 |
-0.1% |
113-205 |
| Range |
0-087 |
0-058 |
-0-030 |
-34.3% |
0-130 |
| ATR |
0-081 |
0-079 |
-0-002 |
-2.1% |
0-000 |
| Volume |
555,407 |
470,658 |
-84,749 |
-15.3% |
2,415,082 |
|
| Daily Pivots for day following 09-Jul-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
114-029 |
113-313 |
113-194 |
|
| R3 |
113-292 |
113-256 |
113-178 |
|
| R2 |
113-234 |
113-234 |
113-173 |
|
| R1 |
113-198 |
113-198 |
113-168 |
113-188 |
| PP |
113-177 |
113-177 |
113-177 |
113-171 |
| S1 |
113-141 |
113-141 |
113-157 |
113-130 |
| S2 |
113-119 |
113-119 |
113-152 |
|
| S3 |
113-062 |
113-083 |
113-147 |
|
| S4 |
113-004 |
113-026 |
113-131 |
|
|
| 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% |
25% |
False |
False |
577,148 |
| 10 |
113-260 |
113-127 |
0-133 |
0.4% |
0-068 |
0.2% |
26% |
False |
False |
699,114 |
| 20 |
113-260 |
112-290 |
0-290 |
0.8% |
0-071 |
0.2% |
66% |
False |
False |
718,304 |
| 40 |
114-153 |
112-147 |
2-005 |
1.8% |
0-089 |
0.2% |
52% |
False |
False |
779,644 |
| 60 |
114-153 |
112-147 |
2-005 |
1.8% |
0-076 |
0.2% |
52% |
False |
False |
524,964 |
| 80 |
114-173 |
112-147 |
2-025 |
1.8% |
0-062 |
0.2% |
50% |
False |
False |
393,754 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
114-137 |
|
2.618 |
114-043 |
|
1.618 |
113-306 |
|
1.000 |
113-270 |
|
0.618 |
113-248 |
|
HIGH |
113-213 |
|
0.618 |
113-191 |
|
0.500 |
113-184 |
|
0.382 |
113-177 |
|
LOW |
113-155 |
|
0.618 |
113-119 |
|
1.000 |
113-098 |
|
1.618 |
113-062 |
|
2.618 |
113-004 |
|
4.250 |
112-231 |
|
|
| Fisher Pivots for day following 09-Jul-2018 |
| Pivot |
1 day |
3 day |
| R1 |
113-184 |
113-208 |
| PP |
113-177 |
113-193 |
| S1 |
113-170 |
113-177 |
|