ECBOT 5 Year T-Note Future September 2018
Trading Metrics calculated at close of trading on 02-Aug-2018 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Aug-2018 |
02-Aug-2018 |
Change |
Change % |
Previous Week |
Open |
113-030 |
113-005 |
-0-025 |
-0.1% |
113-155 |
High |
113-065 |
113-042 |
-0-022 |
-0.1% |
113-175 |
Low |
112-305 |
112-315 |
0-010 |
0.0% |
113-010 |
Close |
113-002 |
113-040 |
0-038 |
0.1% |
113-040 |
Range |
0-080 |
0-047 |
-0-033 |
-40.6% |
0-165 |
ATR |
0-067 |
0-066 |
-0-001 |
-2.1% |
0-000 |
Volume |
862,236 |
702,367 |
-159,869 |
-18.5% |
3,935,353 |
|
Daily Pivots for day following 02-Aug-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
113-168 |
113-152 |
113-066 |
|
R3 |
113-121 |
113-104 |
113-053 |
|
R2 |
113-073 |
113-073 |
113-049 |
|
R1 |
113-057 |
113-057 |
113-044 |
113-065 |
PP |
113-026 |
113-026 |
113-026 |
113-030 |
S1 |
113-009 |
113-009 |
113-036 |
113-018 |
S2 |
112-298 |
112-298 |
113-031 |
|
S3 |
112-251 |
112-282 |
113-027 |
|
S4 |
112-203 |
112-234 |
113-014 |
|
|
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% |
0-052 |
0.1% |
55% |
False |
False |
764,101 |
10 |
113-202 |
112-305 |
0-218 |
0.6% |
0-060 |
0.2% |
25% |
False |
False |
786,543 |
20 |
113-260 |
112-305 |
0-275 |
0.8% |
0-061 |
0.2% |
20% |
False |
False |
694,034 |
40 |
113-260 |
112-290 |
0-290 |
0.8% |
0-069 |
0.2% |
24% |
False |
False |
730,009 |
60 |
114-153 |
112-147 |
2-005 |
1.8% |
0-079 |
0.2% |
33% |
False |
False |
736,572 |
80 |
114-153 |
112-147 |
2-005 |
1.8% |
0-072 |
0.2% |
33% |
False |
False |
554,428 |
100 |
114-173 |
112-147 |
2-025 |
1.8% |
0-061 |
0.2% |
32% |
False |
False |
443,549 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
113-244 |
2.618 |
113-167 |
1.618 |
113-119 |
1.000 |
113-090 |
0.618 |
113-072 |
HIGH |
113-042 |
0.618 |
113-024 |
0.500 |
113-019 |
0.382 |
113-013 |
LOW |
112-315 |
0.618 |
112-286 |
1.000 |
112-268 |
1.618 |
112-238 |
2.618 |
112-191 |
4.250 |
112-113 |
|
|
Fisher Pivots for day following 02-Aug-2018 |
Pivot |
1 day |
3 day |
R1 |
113-033 |
113-038 |
PP |
113-026 |
113-037 |
S1 |
113-019 |
113-035 |
|