ECBOT 5 Year T-Note Future September 2018
Trading Metrics calculated at close of trading on 27-Jul-2018 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Jul-2018 |
27-Jul-2018 |
Change |
Change % |
Previous Week |
Open |
113-033 |
113-020 |
-0-013 |
0.0% |
113-155 |
High |
113-065 |
113-053 |
-0-012 |
0.0% |
113-175 |
Low |
113-013 |
113-010 |
-0-002 |
0.0% |
113-010 |
Close |
113-025 |
113-040 |
0-015 |
0.0% |
113-040 |
Range |
0-052 |
0-042 |
-0-010 |
-19.0% |
0-165 |
ATR |
0-071 |
0-069 |
-0-002 |
-2.9% |
0-000 |
Volume |
710,465 |
626,049 |
-84,416 |
-11.9% |
3,935,353 |
|
Daily Pivots for day following 27-Jul-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
113-162 |
113-143 |
113-063 |
|
R3 |
113-119 |
113-101 |
113-052 |
|
R2 |
113-077 |
113-077 |
113-048 |
|
R1 |
113-058 |
113-058 |
113-044 |
113-068 |
PP |
113-034 |
113-034 |
113-034 |
113-039 |
S1 |
113-016 |
113-016 |
113-036 |
113-025 |
S2 |
112-312 |
112-312 |
113-032 |
|
S3 |
112-269 |
112-293 |
113-028 |
|
S4 |
112-227 |
112-251 |
113-017 |
|
|
Weekly Pivots for week ending 27-Jul-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
114-250 |
114-150 |
113-131 |
|
R3 |
114-085 |
113-305 |
113-085 |
|
R2 |
113-240 |
113-240 |
113-070 |
|
R1 |
113-140 |
113-140 |
113-055 |
113-108 |
PP |
113-075 |
113-075 |
113-075 |
113-059 |
S1 |
112-295 |
112-295 |
113-025 |
112-263 |
S2 |
112-230 |
112-230 |
113-010 |
|
S3 |
112-065 |
112-130 |
112-315 |
|
S4 |
111-220 |
111-285 |
112-269 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
113-175 |
113-010 |
0-165 |
0.5% |
0-064 |
0.2% |
18% |
False |
True |
787,070 |
10 |
113-210 |
113-010 |
0-200 |
0.6% |
0-064 |
0.2% |
15% |
False |
True |
713,004 |
20 |
113-260 |
113-010 |
0-250 |
0.7% |
0-064 |
0.2% |
12% |
False |
True |
672,183 |
40 |
113-260 |
112-290 |
0-290 |
0.8% |
0-073 |
0.2% |
24% |
False |
False |
741,457 |
60 |
114-153 |
112-147 |
2-005 |
1.8% |
0-079 |
0.2% |
33% |
False |
False |
684,620 |
80 |
114-153 |
112-147 |
2-005 |
1.8% |
0-071 |
0.2% |
33% |
False |
False |
514,506 |
100 |
114-173 |
112-147 |
2-025 |
1.8% |
0-058 |
0.2% |
32% |
False |
False |
411,604 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
113-233 |
2.618 |
113-164 |
1.618 |
113-121 |
1.000 |
113-095 |
0.618 |
113-079 |
HIGH |
113-053 |
0.618 |
113-036 |
0.500 |
113-031 |
0.382 |
113-026 |
LOW |
113-010 |
0.618 |
112-304 |
1.000 |
112-288 |
1.618 |
112-261 |
2.618 |
112-219 |
4.250 |
112-149 |
|
|
Fisher Pivots for day following 27-Jul-2018 |
Pivot |
1 day |
3 day |
R1 |
113-037 |
113-048 |
PP |
113-034 |
113-045 |
S1 |
113-031 |
113-043 |
|