ECBOT 5 Year T-Note Future September 2018
Trading Metrics calculated at close of trading on 24-Jul-2018 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Jul-2018 |
24-Jul-2018 |
Change |
Change % |
Previous Week |
Open |
113-155 |
113-073 |
-0-082 |
-0.2% |
113-205 |
High |
113-175 |
113-093 |
-0-082 |
-0.2% |
113-210 |
Low |
113-055 |
113-045 |
-0-010 |
0.0% |
113-100 |
Close |
113-058 |
113-070 |
0-013 |
0.0% |
113-153 |
Range |
0-120 |
0-048 |
-0-072 |
-60.4% |
0-110 |
ATR |
0-074 |
0-072 |
-0-002 |
-2.6% |
0-000 |
Volume |
854,139 |
755,153 |
-98,986 |
-11.6% |
3,194,687 |
|
Daily Pivots for day following 24-Jul-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
113-212 |
113-188 |
113-096 |
|
R3 |
113-164 |
113-141 |
113-083 |
|
R2 |
113-117 |
113-117 |
113-079 |
|
R1 |
113-093 |
113-093 |
113-074 |
113-081 |
PP |
113-069 |
113-069 |
113-069 |
113-063 |
S1 |
113-046 |
113-046 |
113-066 |
113-034 |
S2 |
113-022 |
113-022 |
113-061 |
|
S3 |
112-294 |
112-318 |
113-057 |
|
S4 |
112-247 |
112-271 |
113-044 |
|
|
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 |
113-045 |
0-165 |
0.5% |
0-076 |
0.2% |
15% |
False |
True |
747,596 |
10 |
113-210 |
113-045 |
0-165 |
0.5% |
0-066 |
0.2% |
15% |
False |
True |
678,951 |
20 |
113-260 |
113-045 |
0-215 |
0.6% |
0-067 |
0.2% |
12% |
False |
True |
672,269 |
40 |
114-153 |
112-290 |
1-182 |
1.4% |
0-087 |
0.2% |
20% |
False |
False |
851,872 |
60 |
114-153 |
112-147 |
2-005 |
1.8% |
0-079 |
0.2% |
38% |
False |
False |
646,123 |
80 |
114-173 |
112-147 |
2-025 |
1.8% |
0-071 |
0.2% |
36% |
False |
False |
485,430 |
100 |
114-173 |
112-147 |
2-025 |
1.8% |
0-057 |
0.2% |
36% |
False |
False |
388,344 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
113-294 |
2.618 |
113-217 |
1.618 |
113-169 |
1.000 |
113-140 |
0.618 |
113-122 |
HIGH |
113-093 |
0.618 |
113-074 |
0.500 |
113-069 |
0.382 |
113-063 |
LOW |
113-045 |
0.618 |
113-016 |
1.000 |
112-317 |
1.618 |
112-288 |
2.618 |
112-241 |
4.250 |
112-163 |
|
|
Fisher Pivots for day following 24-Jul-2018 |
Pivot |
1 day |
3 day |
R1 |
113-070 |
113-124 |
PP |
113-069 |
113-106 |
S1 |
113-069 |
113-088 |
|