ECBOT 5 Year T-Note Future September 2018
Trading Metrics calculated at close of trading on 23-Jul-2018 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Jul-2018 |
23-Jul-2018 |
Change |
Change % |
Previous Week |
Open |
113-193 |
113-155 |
-0-038 |
-0.1% |
113-205 |
High |
113-202 |
113-175 |
-0-027 |
-0.1% |
113-210 |
Low |
113-142 |
113-055 |
-0-087 |
-0.2% |
113-100 |
Close |
113-153 |
113-058 |
-0-095 |
-0.3% |
113-153 |
Range |
0-060 |
0-120 |
0-060 |
100.0% |
0-110 |
ATR |
0-071 |
0-074 |
0-004 |
5.0% |
0-000 |
Volume |
735,626 |
854,139 |
118,513 |
16.1% |
3,194,687 |
|
Daily Pivots for day following 23-Jul-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
114-136 |
114-057 |
113-124 |
|
R3 |
114-016 |
113-257 |
113-091 |
|
R2 |
113-216 |
113-216 |
113-080 |
|
R1 |
113-137 |
113-137 |
113-069 |
113-116 |
PP |
113-096 |
113-096 |
113-096 |
113-086 |
S1 |
113-017 |
113-017 |
113-047 |
112-316 |
S2 |
112-296 |
112-296 |
113-036 |
|
S3 |
112-176 |
112-217 |
113-025 |
|
S4 |
112-056 |
112-097 |
112-312 |
|
|
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 |
113-055 |
0-155 |
0.4% |
0-074 |
0.2% |
2% |
False |
True |
687,241 |
10 |
113-210 |
113-055 |
0-155 |
0.4% |
0-066 |
0.2% |
2% |
False |
True |
657,894 |
20 |
113-260 |
113-055 |
0-205 |
0.6% |
0-067 |
0.2% |
1% |
False |
True |
678,504 |
40 |
114-153 |
112-290 |
1-182 |
1.4% |
0-089 |
0.2% |
17% |
False |
False |
871,302 |
60 |
114-153 |
112-147 |
2-005 |
1.8% |
0-078 |
0.2% |
36% |
False |
False |
633,595 |
80 |
114-173 |
112-147 |
2-025 |
1.8% |
0-070 |
0.2% |
35% |
False |
False |
475,991 |
100 |
114-173 |
112-147 |
2-025 |
1.8% |
0-056 |
0.2% |
35% |
False |
False |
380,792 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
115-045 |
2.618 |
114-169 |
1.618 |
114-049 |
1.000 |
113-295 |
0.618 |
113-249 |
HIGH |
113-175 |
0.618 |
113-129 |
0.500 |
113-115 |
0.382 |
113-101 |
LOW |
113-055 |
0.618 |
112-301 |
1.000 |
112-255 |
1.618 |
112-181 |
2.618 |
112-061 |
4.250 |
111-185 |
|
|
Fisher Pivots for day following 23-Jul-2018 |
Pivot |
1 day |
3 day |
R1 |
113-115 |
113-133 |
PP |
113-096 |
113-108 |
S1 |
113-077 |
113-083 |
|