ECBOT 5 Year T-Note Future September 2018
Trading Metrics calculated at close of trading on 06-Aug-2018 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Aug-2018 |
06-Aug-2018 |
Change |
Change % |
Previous Week |
Open |
113-030 |
113-098 |
0-067 |
0.2% |
113-047 |
High |
113-098 |
113-127 |
0-030 |
0.1% |
113-098 |
Low |
113-020 |
113-075 |
0-055 |
0.2% |
112-305 |
Close |
113-095 |
113-107 |
0-012 |
0.0% |
113-095 |
Range |
0-078 |
0-052 |
-0-025 |
-32.3% |
0-113 |
ATR |
0-066 |
0-065 |
-0-001 |
-1.5% |
0-000 |
Volume |
722,777 |
513,207 |
-209,570 |
-29.0% |
3,917,235 |
|
Daily Pivots for day following 06-Aug-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
113-261 |
113-237 |
113-136 |
|
R3 |
113-208 |
113-184 |
113-122 |
|
R2 |
113-156 |
113-156 |
113-117 |
|
R1 |
113-132 |
113-132 |
113-112 |
113-144 |
PP |
113-103 |
113-103 |
113-103 |
113-109 |
S1 |
113-079 |
113-079 |
113-103 |
113-091 |
S2 |
113-051 |
113-051 |
113-098 |
|
S3 |
112-318 |
113-027 |
113-093 |
|
S4 |
112-266 |
112-294 |
113-079 |
|
|
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 |
113-127 |
112-305 |
0-142 |
0.4% |
0-062 |
0.2% |
86% |
True |
False |
772,859 |
10 |
113-127 |
112-305 |
0-142 |
0.4% |
0-055 |
0.2% |
86% |
True |
False |
751,165 |
20 |
113-210 |
112-305 |
0-225 |
0.6% |
0-060 |
0.2% |
54% |
False |
False |
704,530 |
40 |
113-260 |
112-290 |
0-290 |
0.8% |
0-066 |
0.2% |
47% |
False |
False |
711,417 |
60 |
114-153 |
112-147 |
2-005 |
1.8% |
0-080 |
0.2% |
43% |
False |
False |
754,606 |
80 |
114-153 |
112-147 |
2-005 |
1.8% |
0-072 |
0.2% |
43% |
False |
False |
569,855 |
100 |
114-173 |
112-147 |
2-025 |
1.8% |
0-062 |
0.2% |
42% |
False |
False |
455,909 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
114-031 |
2.618 |
113-265 |
1.618 |
113-212 |
1.000 |
113-180 |
0.618 |
113-160 |
HIGH |
113-127 |
0.618 |
113-107 |
0.500 |
113-101 |
0.382 |
113-095 |
LOW |
113-075 |
0.618 |
113-043 |
1.000 |
113-023 |
1.618 |
112-310 |
2.618 |
112-258 |
4.250 |
112-172 |
|
|
Fisher Pivots for day following 06-Aug-2018 |
Pivot |
1 day |
3 day |
R1 |
113-105 |
113-092 |
PP |
113-103 |
113-077 |
S1 |
113-101 |
113-061 |
|