ECBOT 5 Year T-Note Future September 2018
| Trading Metrics calculated at close of trading on 17-Jul-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Jul-2018 |
17-Jul-2018 |
Change |
Change % |
Previous Week |
| Open |
113-205 |
113-165 |
-0-040 |
-0.1% |
113-210 |
| High |
113-205 |
113-175 |
-0-030 |
-0.1% |
113-213 |
| Low |
113-133 |
113-140 |
0-007 |
0.0% |
113-125 |
| Close |
113-162 |
113-150 |
-0-012 |
0.0% |
113-202 |
| Range |
0-072 |
0-035 |
-0-037 |
-51.7% |
0-088 |
| ATR |
0-073 |
0-070 |
-0-003 |
-3.7% |
0-000 |
| Volume |
612,620 |
453,378 |
-159,242 |
-26.0% |
3,000,780 |
|
| Daily Pivots for day following 17-Jul-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
113-260 |
113-240 |
113-169 |
|
| R3 |
113-225 |
113-205 |
113-160 |
|
| R2 |
113-190 |
113-190 |
113-156 |
|
| R1 |
113-170 |
113-170 |
113-153 |
113-163 |
| PP |
113-155 |
113-155 |
113-155 |
113-151 |
| S1 |
113-135 |
113-135 |
113-147 |
113-128 |
| S2 |
113-120 |
113-120 |
113-144 |
|
| S3 |
113-085 |
113-100 |
113-140 |
|
| S4 |
113-050 |
113-065 |
113-131 |
|
|
| 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% |
0-057 |
0.2% |
30% |
False |
False |
610,306 |
| 10 |
113-260 |
113-125 |
0-135 |
0.4% |
0-060 |
0.2% |
19% |
False |
False |
584,406 |
| 20 |
113-260 |
113-050 |
0-210 |
0.6% |
0-067 |
0.2% |
48% |
False |
False |
673,381 |
| 40 |
114-153 |
112-210 |
1-262 |
1.6% |
0-087 |
0.2% |
45% |
False |
False |
857,982 |
| 60 |
114-153 |
112-147 |
2-005 |
1.8% |
0-076 |
0.2% |
50% |
False |
False |
584,431 |
| 80 |
114-173 |
112-147 |
2-025 |
1.8% |
0-066 |
0.2% |
48% |
False |
False |
438,705 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
114-004 |
|
2.618 |
113-267 |
|
1.618 |
113-232 |
|
1.000 |
113-210 |
|
0.618 |
113-197 |
|
HIGH |
113-175 |
|
0.618 |
113-162 |
|
0.500 |
113-158 |
|
0.382 |
113-153 |
|
LOW |
113-140 |
|
0.618 |
113-118 |
|
1.000 |
113-105 |
|
1.618 |
113-083 |
|
2.618 |
113-048 |
|
4.250 |
112-311 |
|
|
| Fisher Pivots for day following 17-Jul-2018 |
| Pivot |
1 day |
3 day |
| R1 |
113-158 |
113-170 |
| PP |
113-155 |
113-163 |
| S1 |
113-153 |
113-157 |
|