ECBOT 5 Year T-Note Future September 2018
| Trading Metrics calculated at close of trading on 13-Jul-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Jul-2018 |
13-Jul-2018 |
Change |
Change % |
Previous Week |
| Open |
113-160 |
113-175 |
0-015 |
0.0% |
113-210 |
| High |
113-178 |
113-207 |
0-030 |
0.1% |
113-213 |
| Low |
113-125 |
113-153 |
0-028 |
0.1% |
113-125 |
| Close |
113-155 |
113-202 |
0-047 |
0.1% |
113-202 |
| Range |
0-053 |
0-055 |
0-002 |
4.7% |
0-088 |
| ATR |
0-075 |
0-073 |
-0-001 |
-1.9% |
0-000 |
| Volume |
656,481 |
530,566 |
-125,915 |
-19.2% |
3,000,780 |
|
| Daily Pivots for day following 13-Jul-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
114-032 |
114-012 |
113-233 |
|
| R3 |
113-297 |
113-277 |
113-218 |
|
| R2 |
113-242 |
113-242 |
113-213 |
|
| R1 |
113-222 |
113-222 |
113-208 |
113-232 |
| PP |
113-187 |
113-187 |
113-187 |
113-192 |
| S1 |
113-168 |
113-168 |
113-197 |
113-178 |
| S2 |
113-133 |
113-133 |
113-192 |
|
| S3 |
113-078 |
113-113 |
113-187 |
|
| S4 |
113-023 |
113-058 |
113-172 |
|
|
| Weekly Pivots for week ending 13-Jul-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
114-123 |
114-090 |
113-251 |
|
| R3 |
114-035 |
114-003 |
113-227 |
|
| R2 |
113-268 |
113-268 |
113-219 |
|
| R1 |
113-235 |
113-235 |
113-211 |
113-208 |
| PP |
113-180 |
113-180 |
113-180 |
113-166 |
| S1 |
113-147 |
113-147 |
113-194 |
113-120 |
| S2 |
113-092 |
113-092 |
113-186 |
|
| S3 |
113-005 |
113-060 |
113-178 |
|
| S4 |
112-237 |
112-292 |
113-154 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
113-213 |
113-125 |
0-088 |
0.2% |
0-055 |
0.2% |
89% |
False |
False |
600,156 |
| 10 |
113-260 |
113-125 |
0-135 |
0.4% |
0-064 |
0.2% |
57% |
False |
False |
631,363 |
| 20 |
113-260 |
113-050 |
0-210 |
0.6% |
0-067 |
0.2% |
73% |
False |
False |
684,877 |
| 40 |
114-153 |
112-147 |
2-005 |
1.8% |
0-088 |
0.2% |
58% |
False |
False |
836,191 |
| 60 |
114-153 |
112-147 |
2-005 |
1.8% |
0-076 |
0.2% |
58% |
False |
False |
566,766 |
| 80 |
114-173 |
112-147 |
2-025 |
1.8% |
0-065 |
0.2% |
56% |
False |
False |
425,380 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
114-121 |
|
2.618 |
114-031 |
|
1.618 |
113-296 |
|
1.000 |
113-262 |
|
0.618 |
113-241 |
|
HIGH |
113-207 |
|
0.618 |
113-186 |
|
0.500 |
113-180 |
|
0.382 |
113-174 |
|
LOW |
113-153 |
|
0.618 |
113-119 |
|
1.000 |
113-098 |
|
1.618 |
113-064 |
|
2.618 |
113-009 |
|
4.250 |
112-239 |
|
|
| Fisher Pivots for day following 13-Jul-2018 |
| Pivot |
1 day |
3 day |
| R1 |
113-195 |
113-190 |
| PP |
113-187 |
113-178 |
| S1 |
113-180 |
113-166 |
|