ECBOT 5 Year T-Note Future September 2018
Trading Metrics calculated at close of trading on 07-Aug-2018 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Aug-2018 |
07-Aug-2018 |
Change |
Change % |
Previous Week |
Open |
113-098 |
113-107 |
0-010 |
0.0% |
113-047 |
High |
113-127 |
113-110 |
-0-017 |
0.0% |
113-098 |
Low |
113-075 |
113-045 |
-0-030 |
-0.1% |
112-305 |
Close |
113-107 |
113-053 |
-0-055 |
-0.2% |
113-095 |
Range |
0-052 |
0-065 |
0-013 |
23.9% |
0-113 |
ATR |
0-065 |
0-065 |
0-000 |
0.0% |
0-000 |
Volume |
513,207 |
550,153 |
36,946 |
7.2% |
3,917,235 |
|
Daily Pivots for day following 07-Aug-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
113-264 |
113-223 |
113-088 |
|
R3 |
113-199 |
113-158 |
113-070 |
|
R2 |
113-134 |
113-134 |
113-064 |
|
R1 |
113-093 |
113-093 |
113-058 |
113-081 |
PP |
113-069 |
113-069 |
113-069 |
113-063 |
S1 |
113-028 |
113-028 |
113-047 |
113-016 |
S2 |
113-004 |
113-004 |
113-041 |
|
S3 |
112-259 |
112-283 |
113-035 |
|
S4 |
112-194 |
112-218 |
113-017 |
|
|
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% |
0-064 |
0.2% |
47% |
False |
False |
670,148 |
10 |
113-127 |
112-305 |
0-142 |
0.4% |
0-057 |
0.2% |
47% |
False |
False |
730,665 |
20 |
113-210 |
112-305 |
0-225 |
0.6% |
0-062 |
0.2% |
30% |
False |
False |
704,808 |
40 |
113-260 |
112-290 |
0-290 |
0.8% |
0-066 |
0.2% |
28% |
False |
False |
709,989 |
60 |
114-153 |
112-147 |
2-005 |
1.8% |
0-080 |
0.2% |
35% |
False |
False |
763,626 |
80 |
114-153 |
112-147 |
2-005 |
1.8% |
0-072 |
0.2% |
35% |
False |
False |
576,729 |
100 |
114-173 |
112-147 |
2-025 |
1.8% |
0-062 |
0.2% |
34% |
False |
False |
461,410 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
114-066 |
2.618 |
113-280 |
1.618 |
113-215 |
1.000 |
113-175 |
0.618 |
113-150 |
HIGH |
113-110 |
0.618 |
113-085 |
0.500 |
113-078 |
0.382 |
113-070 |
LOW |
113-045 |
0.618 |
113-005 |
1.000 |
112-300 |
1.618 |
112-260 |
2.618 |
112-195 |
4.250 |
112-089 |
|
|
Fisher Pivots for day following 07-Aug-2018 |
Pivot |
1 day |
3 day |
R1 |
113-078 |
113-074 |
PP |
113-069 |
113-067 |
S1 |
113-061 |
113-060 |
|