ECBOT 5 Year T-Note Future September 2018
| Trading Metrics calculated at close of trading on 18-Jul-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Jul-2018 |
18-Jul-2018 |
Change |
Change % |
Previous Week |
| Open |
113-165 |
113-145 |
-0-020 |
-0.1% |
113-210 |
| High |
113-175 |
113-173 |
-0-002 |
0.0% |
113-213 |
| Low |
113-140 |
113-130 |
-0-010 |
0.0% |
113-125 |
| Close |
113-150 |
113-142 |
-0-008 |
0.0% |
113-202 |
| Range |
0-035 |
0-042 |
0-007 |
21.4% |
0-088 |
| ATR |
0-070 |
0-068 |
-0-002 |
-2.8% |
0-000 |
| Volume |
453,378 |
468,092 |
14,714 |
3.2% |
3,000,780 |
|
| Daily Pivots for day following 18-Jul-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
113-276 |
113-252 |
113-166 |
|
| R3 |
113-233 |
113-209 |
113-154 |
|
| R2 |
113-191 |
113-191 |
113-150 |
|
| R1 |
113-167 |
113-167 |
113-146 |
113-158 |
| PP |
113-148 |
113-148 |
113-148 |
113-144 |
| S1 |
113-124 |
113-124 |
113-139 |
113-115 |
| S2 |
113-106 |
113-106 |
113-135 |
|
| S3 |
113-063 |
113-082 |
113-131 |
|
| S4 |
113-021 |
113-039 |
113-119 |
|
|
| 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% |
0-051 |
0.1% |
21% |
False |
False |
544,227 |
| 10 |
113-260 |
113-125 |
0-135 |
0.4% |
0-057 |
0.2% |
13% |
False |
False |
568,286 |
| 20 |
113-260 |
113-050 |
0-210 |
0.6% |
0-064 |
0.2% |
44% |
False |
False |
654,769 |
| 40 |
114-153 |
112-215 |
1-258 |
1.6% |
0-087 |
0.2% |
43% |
False |
False |
865,503 |
| 60 |
114-153 |
112-147 |
2-005 |
1.8% |
0-076 |
0.2% |
49% |
False |
False |
592,139 |
| 80 |
114-173 |
112-147 |
2-025 |
1.8% |
0-067 |
0.2% |
47% |
False |
False |
444,556 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
114-033 |
|
2.618 |
113-284 |
|
1.618 |
113-241 |
|
1.000 |
113-215 |
|
0.618 |
113-199 |
|
HIGH |
113-173 |
|
0.618 |
113-156 |
|
0.500 |
113-151 |
|
0.382 |
113-146 |
|
LOW |
113-130 |
|
0.618 |
113-104 |
|
1.000 |
113-088 |
|
1.618 |
113-061 |
|
2.618 |
113-019 |
|
4.250 |
112-269 |
|
|
| Fisher Pivots for day following 18-Jul-2018 |
| Pivot |
1 day |
3 day |
| R1 |
113-151 |
113-168 |
| PP |
113-148 |
113-159 |
| S1 |
113-145 |
113-151 |
|