ECBOT 5 Year T-Note Future September 2018
Trading Metrics calculated at close of trading on 26-Jul-2018 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Jul-2018 |
26-Jul-2018 |
Change |
Change % |
Previous Week |
Open |
113-062 |
113-033 |
-0-030 |
-0.1% |
113-205 |
High |
113-085 |
113-065 |
-0-020 |
-0.1% |
113-210 |
Low |
113-025 |
113-013 |
-0-012 |
0.0% |
113-100 |
Close |
113-080 |
113-025 |
-0-055 |
-0.2% |
113-153 |
Range |
0-060 |
0-052 |
-0-008 |
-12.5% |
0-110 |
ATR |
0-071 |
0-071 |
0-000 |
-0.4% |
0-000 |
Volume |
989,547 |
710,465 |
-279,082 |
-28.2% |
3,194,687 |
|
Daily Pivots for day following 26-Jul-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
113-192 |
113-161 |
113-054 |
|
R3 |
113-139 |
113-108 |
113-039 |
|
R2 |
113-087 |
113-087 |
113-035 |
|
R1 |
113-056 |
113-056 |
113-030 |
113-045 |
PP |
113-034 |
113-034 |
113-034 |
113-029 |
S1 |
113-003 |
113-003 |
113-020 |
112-313 |
S2 |
112-302 |
112-302 |
113-015 |
|
S3 |
112-249 |
112-271 |
113-011 |
|
S4 |
112-197 |
112-218 |
112-316 |
|
|
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 |
113-202 |
113-013 |
0-190 |
0.5% |
0-068 |
0.2% |
7% |
False |
True |
808,986 |
10 |
113-210 |
113-013 |
0-198 |
0.5% |
0-065 |
0.2% |
6% |
False |
True |
703,455 |
20 |
113-260 |
113-013 |
0-247 |
0.7% |
0-065 |
0.2% |
5% |
False |
True |
675,459 |
40 |
113-293 |
112-290 |
1-002 |
0.9% |
0-075 |
0.2% |
17% |
False |
False |
766,129 |
60 |
114-153 |
112-147 |
2-005 |
1.8% |
0-079 |
0.2% |
31% |
False |
False |
674,313 |
80 |
114-153 |
112-147 |
2-005 |
1.8% |
0-071 |
0.2% |
31% |
False |
False |
506,680 |
100 |
114-173 |
112-147 |
2-025 |
1.8% |
0-058 |
0.2% |
30% |
False |
False |
405,344 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
113-288 |
2.618 |
113-202 |
1.618 |
113-150 |
1.000 |
113-117 |
0.618 |
113-097 |
HIGH |
113-065 |
0.618 |
113-045 |
0.500 |
113-039 |
0.382 |
113-033 |
LOW |
113-013 |
0.618 |
112-300 |
1.000 |
112-280 |
1.618 |
112-248 |
2.618 |
112-195 |
4.250 |
112-109 |
|
|
Fisher Pivots for day following 26-Jul-2018 |
Pivot |
1 day |
3 day |
R1 |
113-039 |
113-053 |
PP |
113-034 |
113-043 |
S1 |
113-030 |
113-034 |
|