ECBOT 5 Year T-Note Future September 2018
Trading Metrics calculated at close of trading on 30-Jul-2018 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Jul-2018 |
30-Jul-2018 |
Change |
Change % |
Previous Week |
Open |
113-020 |
113-047 |
0-027 |
0.1% |
113-155 |
High |
113-053 |
113-050 |
-0-002 |
0.0% |
113-175 |
Low |
113-010 |
113-013 |
0-002 |
0.0% |
113-010 |
Close |
113-040 |
113-038 |
-0-002 |
0.0% |
113-040 |
Range |
0-042 |
0-038 |
-0-005 |
-11.7% |
0-165 |
ATR |
0-069 |
0-067 |
-0-002 |
-3.3% |
0-000 |
Volume |
626,049 |
566,143 |
-59,906 |
-9.6% |
3,935,353 |
|
Daily Pivots for day following 30-Jul-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
113-146 |
113-129 |
113-058 |
|
R3 |
113-108 |
113-092 |
113-048 |
|
R2 |
113-071 |
113-071 |
113-044 |
|
R1 |
113-054 |
113-054 |
113-041 |
113-044 |
PP |
113-033 |
113-033 |
113-033 |
113-028 |
S1 |
113-017 |
113-017 |
113-034 |
113-006 |
S2 |
112-316 |
112-316 |
113-031 |
|
S3 |
112-278 |
112-299 |
113-027 |
|
S4 |
112-241 |
112-262 |
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 |
113-093 |
113-010 |
0-082 |
0.2% |
0-048 |
0.1% |
33% |
False |
False |
729,471 |
10 |
113-210 |
113-010 |
0-200 |
0.6% |
0-061 |
0.2% |
14% |
False |
False |
708,356 |
20 |
113-260 |
113-010 |
0-250 |
0.7% |
0-063 |
0.2% |
11% |
False |
False |
655,602 |
40 |
113-260 |
112-290 |
0-290 |
0.8% |
0-071 |
0.2% |
23% |
False |
False |
725,982 |
60 |
114-153 |
112-147 |
2-005 |
1.8% |
0-079 |
0.2% |
33% |
False |
False |
693,914 |
80 |
114-153 |
112-147 |
2-005 |
1.8% |
0-072 |
0.2% |
33% |
False |
False |
521,583 |
100 |
114-173 |
112-147 |
2-025 |
1.8% |
0-059 |
0.2% |
32% |
False |
False |
417,266 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
113-209 |
2.618 |
113-148 |
1.618 |
113-111 |
1.000 |
113-088 |
0.618 |
113-073 |
HIGH |
113-050 |
0.618 |
113-036 |
0.500 |
113-031 |
0.382 |
113-027 |
LOW |
113-013 |
0.618 |
112-309 |
1.000 |
112-295 |
1.618 |
112-272 |
2.618 |
112-234 |
4.250 |
112-173 |
|
|
Fisher Pivots for day following 30-Jul-2018 |
Pivot |
1 day |
3 day |
R1 |
113-035 |
113-038 |
PP |
113-033 |
113-038 |
S1 |
113-031 |
113-038 |
|