ECBOT 5 Year T-Note Future September 2018
Trading Metrics calculated at close of trading on 10-Jul-2018 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Jul-2018 |
10-Jul-2018 |
Change |
Change % |
Previous Week |
Open |
113-210 |
113-165 |
-0-045 |
-0.1% |
113-180 |
High |
113-213 |
113-167 |
-0-045 |
-0.1% |
113-260 |
Low |
113-155 |
113-127 |
-0-028 |
-0.1% |
113-130 |
Close |
113-162 |
113-130 |
-0-032 |
-0.1% |
113-205 |
Range |
0-058 |
0-040 |
-0-018 |
-30.4% |
0-130 |
ATR |
0-079 |
0-076 |
-0-003 |
-3.5% |
0-000 |
Volume |
470,658 |
544,588 |
73,930 |
15.7% |
2,415,082 |
|
Daily Pivots for day following 10-Jul-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
113-262 |
113-236 |
113-152 |
|
R3 |
113-222 |
113-196 |
113-141 |
|
R2 |
113-182 |
113-182 |
113-137 |
|
R1 |
113-156 |
113-156 |
113-134 |
113-149 |
PP |
113-142 |
113-142 |
113-142 |
113-138 |
S1 |
113-116 |
113-116 |
113-126 |
113-109 |
S2 |
113-102 |
113-102 |
113-123 |
|
S3 |
113-062 |
113-076 |
113-119 |
|
S4 |
113-022 |
113-036 |
113-108 |
|
|
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 |
113-127 |
0-133 |
0.4% |
0-064 |
0.2% |
2% |
False |
True |
558,506 |
10 |
113-260 |
113-127 |
0-133 |
0.4% |
0-067 |
0.2% |
2% |
False |
True |
665,586 |
20 |
113-260 |
112-290 |
0-290 |
0.8% |
0-071 |
0.2% |
55% |
False |
False |
715,170 |
40 |
114-153 |
112-147 |
2-005 |
1.8% |
0-089 |
0.2% |
47% |
False |
False |
793,035 |
60 |
114-153 |
112-147 |
2-005 |
1.8% |
0-075 |
0.2% |
47% |
False |
False |
534,036 |
80 |
114-173 |
112-147 |
2-025 |
1.8% |
0-063 |
0.2% |
45% |
False |
False |
400,561 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
114-017 |
2.618 |
113-272 |
1.618 |
113-232 |
1.000 |
113-207 |
0.618 |
113-192 |
HIGH |
113-167 |
0.618 |
113-152 |
0.500 |
113-147 |
0.382 |
113-143 |
LOW |
113-127 |
0.618 |
113-103 |
1.000 |
113-087 |
1.618 |
113-063 |
2.618 |
113-023 |
4.250 |
112-277 |
|
|
Fisher Pivots for day following 10-Jul-2018 |
Pivot |
1 day |
3 day |
R1 |
113-147 |
113-194 |
PP |
113-142 |
113-173 |
S1 |
113-136 |
113-151 |
|