ECBOT 5 Year T-Note Future September 2018
Trading Metrics calculated at close of trading on 31-Jul-2018 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Jul-2018 |
31-Jul-2018 |
Change |
Change % |
Previous Week |
Open |
113-047 |
113-040 |
-0-007 |
0.0% |
113-155 |
High |
113-050 |
113-085 |
0-035 |
0.1% |
113-175 |
Low |
113-013 |
113-030 |
0-018 |
0.0% |
113-010 |
Close |
113-038 |
113-040 |
0-002 |
0.0% |
113-040 |
Range |
0-038 |
0-055 |
0-017 |
46.6% |
0-165 |
ATR |
0-067 |
0-066 |
-0-001 |
-1.3% |
0-000 |
Volume |
566,143 |
1,063,712 |
497,569 |
87.9% |
3,935,353 |
|
Daily Pivots for day following 31-Jul-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
113-217 |
113-183 |
113-070 |
|
R3 |
113-162 |
113-128 |
113-055 |
|
R2 |
113-107 |
113-107 |
113-050 |
|
R1 |
113-073 |
113-073 |
113-045 |
113-067 |
PP |
113-052 |
113-052 |
113-052 |
113-049 |
S1 |
113-018 |
113-018 |
113-035 |
113-013 |
S2 |
112-317 |
112-317 |
113-030 |
|
S3 |
112-262 |
112-283 |
113-025 |
|
S4 |
112-207 |
112-228 |
113-010 |
|
|
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 |
113-085 |
113-010 |
0-075 |
0.2% |
0-049 |
0.1% |
40% |
True |
False |
791,183 |
10 |
113-210 |
113-010 |
0-200 |
0.6% |
0-063 |
0.2% |
15% |
False |
False |
769,389 |
20 |
113-260 |
113-010 |
0-250 |
0.7% |
0-062 |
0.2% |
12% |
False |
False |
676,898 |
40 |
113-260 |
112-290 |
0-290 |
0.8% |
0-070 |
0.2% |
24% |
False |
False |
732,395 |
60 |
114-153 |
112-147 |
2-005 |
1.8% |
0-079 |
0.2% |
33% |
False |
False |
711,197 |
80 |
114-153 |
112-147 |
2-005 |
1.8% |
0-072 |
0.2% |
33% |
False |
False |
534,879 |
100 |
114-173 |
112-147 |
2-025 |
1.8% |
0-059 |
0.2% |
32% |
False |
False |
427,903 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
113-319 |
2.618 |
113-229 |
1.618 |
113-174 |
1.000 |
113-140 |
0.618 |
113-119 |
HIGH |
113-085 |
0.618 |
113-064 |
0.500 |
113-058 |
0.382 |
113-051 |
LOW |
113-030 |
0.618 |
112-316 |
1.000 |
112-295 |
1.618 |
112-261 |
2.618 |
112-206 |
4.250 |
112-116 |
|
|
Fisher Pivots for day following 31-Jul-2018 |
Pivot |
1 day |
3 day |
R1 |
113-058 |
113-048 |
PP |
113-052 |
113-045 |
S1 |
113-046 |
113-043 |
|