ECBOT 5 Year T-Note Future September 2018
| Trading Metrics calculated at close of trading on 12-Jul-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Jul-2018 |
12-Jul-2018 |
Change |
Change % |
Previous Week |
| Open |
113-175 |
113-160 |
-0-015 |
0.0% |
113-180 |
| High |
113-207 |
113-178 |
-0-030 |
-0.1% |
113-260 |
| Low |
113-138 |
113-125 |
-0-013 |
0.0% |
113-130 |
| Close |
113-178 |
113-155 |
-0-022 |
-0.1% |
113-205 |
| Range |
0-070 |
0-053 |
-0-017 |
-25.0% |
0-130 |
| ATR |
0-076 |
0-075 |
-0-002 |
-2.2% |
0-000 |
| Volume |
798,487 |
656,481 |
-142,006 |
-17.8% |
2,415,082 |
|
| Daily Pivots for day following 12-Jul-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
113-310 |
113-285 |
113-184 |
|
| R3 |
113-258 |
113-233 |
113-169 |
|
| R2 |
113-205 |
113-205 |
113-165 |
|
| R1 |
113-180 |
113-180 |
113-160 |
113-166 |
| PP |
113-153 |
113-153 |
113-153 |
113-146 |
| S1 |
113-127 |
113-127 |
113-150 |
113-114 |
| S2 |
113-100 |
113-100 |
113-145 |
|
| S3 |
113-047 |
113-075 |
113-141 |
|
| S4 |
112-315 |
113-022 |
113-126 |
|
|
| 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 |
113-125 |
0-135 |
0.4% |
0-061 |
0.2% |
22% |
False |
True |
605,124 |
| 10 |
113-260 |
113-125 |
0-135 |
0.4% |
0-065 |
0.2% |
22% |
False |
True |
647,463 |
| 20 |
113-260 |
113-013 |
0-247 |
0.7% |
0-068 |
0.2% |
58% |
False |
False |
705,220 |
| 40 |
114-153 |
112-147 |
2-005 |
1.8% |
0-088 |
0.2% |
51% |
False |
False |
824,379 |
| 60 |
114-153 |
112-147 |
2-005 |
1.8% |
0-076 |
0.2% |
51% |
False |
False |
558,098 |
| 80 |
114-173 |
112-147 |
2-025 |
1.8% |
0-064 |
0.2% |
49% |
False |
False |
418,748 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
114-081 |
|
2.618 |
113-315 |
|
1.618 |
113-262 |
|
1.000 |
113-230 |
|
0.618 |
113-210 |
|
HIGH |
113-178 |
|
0.618 |
113-157 |
|
0.500 |
113-151 |
|
0.382 |
113-145 |
|
LOW |
113-125 |
|
0.618 |
113-093 |
|
1.000 |
113-072 |
|
1.618 |
113-040 |
|
2.618 |
112-308 |
|
4.250 |
112-222 |
|
|
| Fisher Pivots for day following 12-Jul-2018 |
| Pivot |
1 day |
3 day |
| R1 |
113-154 |
113-166 |
| PP |
113-153 |
113-162 |
| S1 |
113-151 |
113-159 |
|