ECBOT 5 Year T-Note Future September 2018
| Trading Metrics calculated at close of trading on 11-Jul-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Jul-2018 |
11-Jul-2018 |
Change |
Change % |
Previous Week |
| Open |
113-165 |
113-175 |
0-010 |
0.0% |
113-180 |
| High |
113-167 |
113-207 |
0-040 |
0.1% |
113-260 |
| Low |
113-127 |
113-138 |
0-010 |
0.0% |
113-130 |
| Close |
113-130 |
113-178 |
0-047 |
0.1% |
113-205 |
| Range |
0-040 |
0-070 |
0-030 |
75.0% |
0-130 |
| ATR |
0-076 |
0-076 |
0-000 |
0.1% |
0-000 |
| Volume |
544,588 |
798,487 |
253,899 |
46.6% |
2,415,082 |
|
| Daily Pivots for day following 11-Jul-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
114-064 |
114-031 |
113-216 |
|
| R3 |
113-314 |
113-281 |
113-197 |
|
| R2 |
113-244 |
113-244 |
113-190 |
|
| R1 |
113-211 |
113-211 |
113-184 |
113-227 |
| PP |
113-174 |
113-174 |
113-174 |
113-182 |
| S1 |
113-141 |
113-141 |
113-171 |
113-158 |
| S2 |
113-104 |
113-104 |
113-165 |
|
| S3 |
113-034 |
113-071 |
113-158 |
|
| S4 |
112-284 |
113-001 |
113-139 |
|
|
| 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% |
0-062 |
0.2% |
38% |
False |
False |
592,345 |
| 10 |
113-260 |
113-127 |
0-133 |
0.4% |
0-068 |
0.2% |
38% |
False |
False |
681,069 |
| 20 |
113-260 |
112-290 |
0-290 |
0.8% |
0-071 |
0.2% |
72% |
False |
False |
721,140 |
| 40 |
114-153 |
112-147 |
2-005 |
1.8% |
0-090 |
0.2% |
54% |
False |
False |
812,341 |
| 60 |
114-153 |
112-147 |
2-005 |
1.8% |
0-076 |
0.2% |
54% |
False |
False |
547,270 |
| 80 |
114-173 |
112-147 |
2-025 |
1.8% |
0-064 |
0.2% |
53% |
False |
False |
410,542 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
114-185 |
|
2.618 |
114-071 |
|
1.618 |
114-001 |
|
1.000 |
113-277 |
|
0.618 |
113-251 |
|
HIGH |
113-207 |
|
0.618 |
113-181 |
|
0.500 |
113-172 |
|
0.382 |
113-164 |
|
LOW |
113-138 |
|
0.618 |
113-094 |
|
1.000 |
113-068 |
|
1.618 |
113-024 |
|
2.618 |
112-274 |
|
4.250 |
112-160 |
|
|
| Fisher Pivots for day following 11-Jul-2018 |
| Pivot |
1 day |
3 day |
| R1 |
113-176 |
113-175 |
| PP |
113-174 |
113-173 |
| S1 |
113-172 |
113-170 |
|