ECBOT 5 Year T-Note Future September 2018
| Trading Metrics calculated at close of trading on 19-Jul-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Jul-2018 |
19-Jul-2018 |
Change |
Change % |
Previous Week |
| Open |
113-145 |
113-145 |
0-000 |
0.0% |
113-210 |
| High |
113-173 |
113-210 |
0-038 |
0.1% |
113-213 |
| Low |
113-130 |
113-100 |
-0-030 |
-0.1% |
113-125 |
| Close |
113-142 |
113-187 |
0-045 |
0.1% |
113-202 |
| Range |
0-042 |
0-110 |
0-068 |
158.9% |
0-088 |
| ATR |
0-068 |
0-071 |
0-003 |
4.3% |
0-000 |
| Volume |
468,092 |
924,971 |
456,879 |
97.6% |
3,000,780 |
|
| Daily Pivots for day following 19-Jul-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
114-176 |
114-132 |
113-248 |
|
| R3 |
114-066 |
114-022 |
113-218 |
|
| R2 |
113-276 |
113-276 |
113-208 |
|
| R1 |
113-232 |
113-232 |
113-198 |
113-254 |
| PP |
113-166 |
113-166 |
113-166 |
113-177 |
| S1 |
113-122 |
113-122 |
113-177 |
113-144 |
| S2 |
113-056 |
113-056 |
113-167 |
|
| S3 |
112-266 |
113-012 |
113-157 |
|
| S4 |
112-156 |
112-222 |
113-127 |
|
|
| 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 |
113-210 |
113-100 |
0-110 |
0.3% |
0-063 |
0.2% |
80% |
True |
True |
597,925 |
| 10 |
113-260 |
113-100 |
0-160 |
0.4% |
0-062 |
0.2% |
55% |
False |
True |
601,524 |
| 20 |
113-260 |
113-050 |
0-210 |
0.6% |
0-065 |
0.2% |
65% |
False |
False |
664,986 |
| 40 |
114-153 |
112-240 |
1-233 |
1.5% |
0-089 |
0.2% |
48% |
False |
False |
881,436 |
| 60 |
114-153 |
112-147 |
2-005 |
1.8% |
0-077 |
0.2% |
56% |
False |
False |
607,550 |
| 80 |
114-173 |
112-147 |
2-025 |
1.8% |
0-068 |
0.2% |
54% |
False |
False |
456,118 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
115-038 |
|
2.618 |
114-178 |
|
1.618 |
114-068 |
|
1.000 |
114-000 |
|
0.618 |
113-278 |
|
HIGH |
113-210 |
|
0.618 |
113-168 |
|
0.500 |
113-155 |
|
0.382 |
113-142 |
|
LOW |
113-100 |
|
0.618 |
113-032 |
|
1.000 |
112-310 |
|
1.618 |
112-242 |
|
2.618 |
112-132 |
|
4.250 |
111-272 |
|
|
| Fisher Pivots for day following 19-Jul-2018 |
| Pivot |
1 day |
3 day |
| R1 |
113-177 |
113-177 |
| PP |
113-166 |
113-166 |
| S1 |
113-155 |
113-155 |
|