ECBOT 5 Year T-Note Future September 2018
| Trading Metrics calculated at close of trading on 16-Jul-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Jul-2018 |
16-Jul-2018 |
Change |
Change % |
Previous Week |
| Open |
113-175 |
113-205 |
0-030 |
0.1% |
113-210 |
| High |
113-207 |
113-205 |
-0-002 |
0.0% |
113-213 |
| Low |
113-153 |
113-133 |
-0-020 |
-0.1% |
113-125 |
| Close |
113-202 |
113-162 |
-0-040 |
-0.1% |
113-202 |
| Range |
0-055 |
0-072 |
0-018 |
31.8% |
0-088 |
| ATR |
0-073 |
0-073 |
0-000 |
-0.1% |
0-000 |
| Volume |
530,566 |
612,620 |
82,054 |
15.5% |
3,000,780 |
|
| Daily Pivots for day following 16-Jul-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
114-064 |
114-026 |
113-202 |
|
| R3 |
113-312 |
113-273 |
113-182 |
|
| R2 |
113-239 |
113-239 |
113-176 |
|
| R1 |
113-201 |
113-201 |
113-169 |
113-184 |
| PP |
113-167 |
113-167 |
113-167 |
113-158 |
| S1 |
113-128 |
113-128 |
113-156 |
113-111 |
| S2 |
113-094 |
113-094 |
113-149 |
|
| S3 |
113-022 |
113-056 |
113-143 |
|
| S4 |
112-269 |
112-303 |
113-123 |
|
|
| 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 |
113-207 |
113-125 |
0-082 |
0.2% |
0-058 |
0.2% |
45% |
False |
False |
628,548 |
| 10 |
113-260 |
113-125 |
0-135 |
0.4% |
0-066 |
0.2% |
28% |
False |
False |
602,848 |
| 20 |
113-260 |
113-050 |
0-210 |
0.6% |
0-068 |
0.2% |
54% |
False |
False |
674,211 |
| 40 |
114-153 |
112-167 |
1-305 |
1.7% |
0-089 |
0.2% |
50% |
False |
False |
849,694 |
| 60 |
114-153 |
112-147 |
2-005 |
1.8% |
0-077 |
0.2% |
52% |
False |
False |
576,922 |
| 80 |
114-173 |
112-147 |
2-025 |
1.8% |
0-066 |
0.2% |
50% |
False |
False |
433,038 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
114-193 |
|
2.618 |
114-075 |
|
1.618 |
114-002 |
|
1.000 |
113-277 |
|
0.618 |
113-250 |
|
HIGH |
113-205 |
|
0.618 |
113-177 |
|
0.500 |
113-169 |
|
0.382 |
113-160 |
|
LOW |
113-133 |
|
0.618 |
113-088 |
|
1.000 |
113-060 |
|
1.618 |
113-015 |
|
2.618 |
112-263 |
|
4.250 |
112-144 |
|
|
| Fisher Pivots for day following 16-Jul-2018 |
| Pivot |
1 day |
3 day |
| R1 |
113-169 |
113-166 |
| PP |
113-167 |
113-165 |
| S1 |
113-165 |
113-164 |
|