ECBOT 5 Year T-Note Future September 2018
Trading Metrics calculated at close of trading on 20-Jul-2018 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Jul-2018 |
20-Jul-2018 |
Change |
Change % |
Previous Week |
Open |
113-145 |
113-193 |
0-048 |
0.1% |
113-205 |
High |
113-210 |
113-202 |
-0-008 |
0.0% |
113-210 |
Low |
113-100 |
113-142 |
0-042 |
0.1% |
113-100 |
Close |
113-187 |
113-153 |
-0-035 |
-0.1% |
113-153 |
Range |
0-110 |
0-060 |
-0-050 |
-45.5% |
0-110 |
ATR |
0-071 |
0-071 |
-0-001 |
-1.1% |
0-000 |
Volume |
924,971 |
735,626 |
-189,345 |
-20.5% |
3,194,687 |
|
Daily Pivots for day following 20-Jul-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
114-026 |
113-309 |
113-186 |
|
R3 |
113-286 |
113-249 |
113-169 |
|
R2 |
113-226 |
113-226 |
113-164 |
|
R1 |
113-189 |
113-189 |
113-158 |
113-178 |
PP |
113-166 |
113-166 |
113-166 |
113-160 |
S1 |
113-129 |
113-129 |
113-147 |
113-118 |
S2 |
113-106 |
113-106 |
113-142 |
|
S3 |
113-046 |
113-069 |
113-136 |
|
S4 |
112-306 |
113-009 |
113-120 |
|
|
Weekly Pivots for week ending 20-Jul-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
114-164 |
114-108 |
113-213 |
|
R3 |
114-054 |
113-318 |
113-183 |
|
R2 |
113-264 |
113-264 |
113-173 |
|
R1 |
113-208 |
113-208 |
113-163 |
113-181 |
PP |
113-154 |
113-154 |
113-154 |
113-141 |
S1 |
113-098 |
113-098 |
113-142 |
113-071 |
S2 |
113-044 |
113-044 |
113-132 |
|
S3 |
112-254 |
112-308 |
113-122 |
|
S4 |
112-144 |
112-198 |
113-092 |
|
|
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% |
0-064 |
0.2% |
48% |
False |
False |
638,937 |
10 |
113-213 |
113-100 |
0-113 |
0.3% |
0-059 |
0.2% |
47% |
False |
False |
619,546 |
20 |
113-260 |
113-095 |
0-165 |
0.5% |
0-063 |
0.2% |
35% |
False |
False |
660,099 |
40 |
114-153 |
112-290 |
1-182 |
1.4% |
0-088 |
0.2% |
36% |
False |
False |
877,726 |
60 |
114-153 |
112-147 |
2-005 |
1.8% |
0-077 |
0.2% |
50% |
False |
False |
619,735 |
80 |
114-173 |
112-147 |
2-025 |
1.8% |
0-069 |
0.2% |
49% |
False |
False |
465,314 |
100 |
114-173 |
112-147 |
2-025 |
1.8% |
0-055 |
0.2% |
49% |
False |
False |
372,251 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
114-137 |
2.618 |
114-040 |
1.618 |
113-300 |
1.000 |
113-262 |
0.618 |
113-240 |
HIGH |
113-202 |
0.618 |
113-180 |
0.500 |
113-172 |
0.382 |
113-165 |
LOW |
113-142 |
0.618 |
113-105 |
1.000 |
113-082 |
1.618 |
113-045 |
2.618 |
112-305 |
4.250 |
112-207 |
|
|
Fisher Pivots for day following 20-Jul-2018 |
Pivot |
1 day |
3 day |
R1 |
113-172 |
113-155 |
PP |
113-166 |
113-154 |
S1 |
113-159 |
113-153 |
|