ECBOT 5 Year T-Note Future September 2018
Trading Metrics calculated at close of trading on 01-Aug-2018 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
31-Jul-2018 |
01-Aug-2018 |
Change |
Change % |
Previous Week |
Open |
113-040 |
113-030 |
-0-010 |
0.0% |
113-155 |
High |
113-085 |
113-065 |
-0-020 |
-0.1% |
113-175 |
Low |
113-030 |
112-305 |
-0-045 |
-0.1% |
113-010 |
Close |
113-040 |
113-002 |
-0-038 |
-0.1% |
113-040 |
Range |
0-055 |
0-080 |
0-025 |
45.5% |
0-165 |
ATR |
0-066 |
0-067 |
0-001 |
1.5% |
0-000 |
Volume |
1,063,712 |
862,236 |
-201,476 |
-18.9% |
3,935,353 |
|
Daily Pivots for day following 01-Aug-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
113-257 |
113-210 |
113-046 |
|
R3 |
113-177 |
113-130 |
113-024 |
|
R2 |
113-097 |
113-097 |
113-017 |
|
R1 |
113-050 |
113-050 |
113-010 |
113-034 |
PP |
113-017 |
113-017 |
113-017 |
113-009 |
S1 |
112-290 |
112-290 |
112-315 |
112-274 |
S2 |
112-257 |
112-257 |
112-308 |
|
S3 |
112-177 |
112-210 |
112-300 |
|
S4 |
112-097 |
112-130 |
112-278 |
|
|
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 |
112-305 |
0-100 |
0.3% |
0-053 |
0.1% |
18% |
False |
True |
765,721 |
10 |
113-210 |
112-305 |
0-225 |
0.6% |
0-066 |
0.2% |
8% |
False |
True |
808,804 |
20 |
113-260 |
112-305 |
0-275 |
0.8% |
0-062 |
0.2% |
6% |
False |
True |
688,545 |
40 |
113-260 |
112-290 |
0-290 |
0.8% |
0-070 |
0.2% |
11% |
False |
False |
732,467 |
60 |
114-153 |
112-147 |
2-005 |
1.8% |
0-080 |
0.2% |
27% |
False |
False |
725,348 |
80 |
114-153 |
112-147 |
2-005 |
1.8% |
0-072 |
0.2% |
27% |
False |
False |
545,651 |
100 |
114-173 |
112-147 |
2-025 |
1.8% |
0-060 |
0.2% |
26% |
False |
False |
436,525 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
114-085 |
2.618 |
113-274 |
1.618 |
113-194 |
1.000 |
113-145 |
0.618 |
113-114 |
HIGH |
113-065 |
0.618 |
113-034 |
0.500 |
113-025 |
0.382 |
113-016 |
LOW |
112-305 |
0.618 |
112-256 |
1.000 |
112-225 |
1.618 |
112-176 |
2.618 |
112-096 |
4.250 |
111-285 |
|
|
Fisher Pivots for day following 01-Aug-2018 |
Pivot |
1 day |
3 day |
R1 |
113-025 |
113-035 |
PP |
113-017 |
113-024 |
S1 |
113-010 |
113-013 |
|