ECBOT 5 Year T-Note Future September 2018
Trading Metrics calculated at close of trading on 25-Jul-2018 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Jul-2018 |
25-Jul-2018 |
Change |
Change % |
Previous Week |
Open |
113-073 |
113-062 |
-0-010 |
0.0% |
113-205 |
High |
113-093 |
113-085 |
-0-008 |
0.0% |
113-210 |
Low |
113-045 |
113-025 |
-0-020 |
-0.1% |
113-100 |
Close |
113-070 |
113-080 |
0-010 |
0.0% |
113-153 |
Range |
0-048 |
0-060 |
0-012 |
26.3% |
0-110 |
ATR |
0-072 |
0-071 |
-0-001 |
-1.2% |
0-000 |
Volume |
755,153 |
989,547 |
234,394 |
31.0% |
3,194,687 |
|
Daily Pivots for day following 25-Jul-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
113-243 |
113-222 |
113-113 |
|
R3 |
113-183 |
113-162 |
113-096 |
|
R2 |
113-123 |
113-123 |
113-091 |
|
R1 |
113-102 |
113-102 |
113-086 |
113-112 |
PP |
113-063 |
113-063 |
113-063 |
113-069 |
S1 |
113-042 |
113-042 |
113-074 |
113-052 |
S2 |
113-003 |
113-003 |
113-069 |
|
S3 |
112-263 |
112-302 |
113-064 |
|
S4 |
112-203 |
112-242 |
113-047 |
|
|
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 |
113-025 |
0-185 |
0.5% |
0-080 |
0.2% |
30% |
False |
True |
851,887 |
10 |
113-210 |
113-025 |
0-185 |
0.5% |
0-066 |
0.2% |
30% |
False |
True |
698,057 |
20 |
113-260 |
113-025 |
0-235 |
0.6% |
0-067 |
0.2% |
23% |
False |
True |
689,563 |
40 |
114-153 |
112-290 |
1-182 |
1.4% |
0-079 |
0.2% |
22% |
False |
False |
793,133 |
60 |
114-153 |
112-147 |
2-005 |
1.8% |
0-079 |
0.2% |
39% |
False |
False |
662,574 |
80 |
114-153 |
112-147 |
2-005 |
1.8% |
0-071 |
0.2% |
39% |
False |
False |
497,799 |
100 |
114-173 |
112-147 |
2-025 |
1.8% |
0-057 |
0.2% |
38% |
False |
False |
398,239 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
114-020 |
2.618 |
113-242 |
1.618 |
113-182 |
1.000 |
113-145 |
0.618 |
113-122 |
HIGH |
113-085 |
0.618 |
113-062 |
0.500 |
113-055 |
0.382 |
113-048 |
LOW |
113-025 |
0.618 |
112-308 |
1.000 |
112-285 |
1.618 |
112-248 |
2.618 |
112-188 |
4.250 |
112-090 |
|
|
Fisher Pivots for day following 25-Jul-2018 |
Pivot |
1 day |
3 day |
R1 |
113-072 |
113-100 |
PP |
113-063 |
113-093 |
S1 |
113-055 |
113-087 |
|