ECBOT 5 Year T-Note Future September 2018
Trading Metrics calculated at close of trading on 03-Aug-2018 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Aug-2018 |
03-Aug-2018 |
Change |
Change % |
Previous Week |
Open |
113-005 |
113-030 |
0-025 |
0.1% |
113-047 |
High |
113-042 |
113-098 |
0-055 |
0.2% |
113-098 |
Low |
112-315 |
113-020 |
0-025 |
0.1% |
112-305 |
Close |
113-040 |
113-095 |
0-055 |
0.2% |
113-095 |
Range |
0-047 |
0-078 |
0-030 |
63.2% |
0-113 |
ATR |
0-066 |
0-066 |
0-001 |
1.3% |
0-000 |
Volume |
702,367 |
722,777 |
20,410 |
2.9% |
3,917,235 |
|
Daily Pivots for day following 03-Aug-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
113-303 |
113-277 |
113-138 |
|
R3 |
113-226 |
113-199 |
113-116 |
|
R2 |
113-148 |
113-148 |
113-109 |
|
R1 |
113-122 |
113-122 |
113-102 |
113-135 |
PP |
113-071 |
113-071 |
113-071 |
113-078 |
S1 |
113-044 |
113-044 |
113-088 |
113-058 |
S2 |
112-313 |
112-313 |
113-081 |
|
S3 |
112-236 |
112-287 |
113-074 |
|
S4 |
112-158 |
112-209 |
113-052 |
|
|
Weekly Pivots for week ending 03-Aug-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
114-077 |
114-038 |
113-157 |
|
R3 |
113-284 |
113-246 |
113-126 |
|
R2 |
113-172 |
113-172 |
113-116 |
|
R1 |
113-133 |
113-133 |
113-105 |
113-153 |
PP |
113-059 |
113-059 |
113-059 |
113-069 |
S1 |
113-021 |
113-021 |
113-085 |
113-040 |
S2 |
112-267 |
112-267 |
113-074 |
|
S3 |
112-154 |
112-228 |
113-064 |
|
S4 |
112-042 |
112-116 |
113-033 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
113-098 |
112-305 |
0-113 |
0.3% |
0-059 |
0.2% |
98% |
True |
False |
783,447 |
10 |
113-175 |
112-305 |
0-190 |
0.5% |
0-062 |
0.2% |
58% |
False |
False |
785,258 |
20 |
113-213 |
112-305 |
0-228 |
0.6% |
0-061 |
0.2% |
48% |
False |
False |
702,402 |
40 |
113-260 |
112-290 |
0-290 |
0.8% |
0-067 |
0.2% |
43% |
False |
False |
720,545 |
60 |
114-153 |
112-147 |
2-005 |
1.8% |
0-080 |
0.2% |
41% |
False |
False |
746,975 |
80 |
114-153 |
112-147 |
2-005 |
1.8% |
0-073 |
0.2% |
41% |
False |
False |
563,450 |
100 |
114-173 |
112-147 |
2-025 |
1.8% |
0-061 |
0.2% |
40% |
False |
False |
450,777 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
114-107 |
2.618 |
113-300 |
1.618 |
113-223 |
1.000 |
113-175 |
0.618 |
113-145 |
HIGH |
113-098 |
0.618 |
113-068 |
0.500 |
113-059 |
0.382 |
113-050 |
LOW |
113-020 |
0.618 |
112-292 |
1.000 |
112-262 |
1.618 |
112-215 |
2.618 |
112-137 |
4.250 |
112-011 |
|
|
Fisher Pivots for day following 03-Aug-2018 |
Pivot |
1 day |
3 day |
R1 |
113-083 |
113-077 |
PP |
113-071 |
113-059 |
S1 |
113-059 |
113-041 |
|