ECBOT 5 Year T-Note Future September 2018
Trading Metrics calculated at close of trading on 08-Aug-2018 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Aug-2018 |
08-Aug-2018 |
Change |
Change % |
Previous Week |
Open |
113-107 |
113-053 |
-0-055 |
-0.2% |
113-047 |
High |
113-110 |
113-078 |
-0-033 |
-0.1% |
113-098 |
Low |
113-045 |
113-045 |
0-000 |
0.0% |
112-305 |
Close |
113-053 |
113-060 |
0-007 |
0.0% |
113-095 |
Range |
0-065 |
0-033 |
-0-033 |
-50.0% |
0-113 |
ATR |
0-065 |
0-063 |
-0-002 |
-3.6% |
0-000 |
Volume |
550,153 |
579,482 |
29,329 |
5.3% |
3,917,235 |
|
Daily Pivots for day following 08-Aug-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
113-158 |
113-142 |
113-078 |
|
R3 |
113-126 |
113-109 |
113-069 |
|
R2 |
113-093 |
113-093 |
113-066 |
|
R1 |
113-077 |
113-077 |
113-063 |
113-085 |
PP |
113-061 |
113-061 |
113-061 |
113-065 |
S1 |
113-044 |
113-044 |
113-057 |
113-052 |
S2 |
113-028 |
113-028 |
113-054 |
|
S3 |
112-316 |
113-012 |
113-051 |
|
S4 |
112-283 |
112-299 |
113-042 |
|
|
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 |
112-315 |
0-132 |
0.4% |
0-055 |
0.2% |
49% |
False |
False |
613,597 |
10 |
113-127 |
112-305 |
0-142 |
0.4% |
0-054 |
0.1% |
53% |
False |
False |
689,659 |
20 |
113-210 |
112-305 |
0-225 |
0.6% |
0-060 |
0.2% |
33% |
False |
False |
693,858 |
40 |
113-260 |
112-290 |
0-290 |
0.8% |
0-065 |
0.2% |
31% |
False |
False |
707,499 |
60 |
114-153 |
112-147 |
2-005 |
1.8% |
0-080 |
0.2% |
36% |
False |
False |
772,846 |
80 |
114-153 |
112-147 |
2-005 |
1.8% |
0-072 |
0.2% |
36% |
False |
False |
583,917 |
100 |
114-173 |
112-147 |
2-025 |
1.8% |
0-063 |
0.2% |
35% |
False |
False |
467,205 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
113-216 |
2.618 |
113-163 |
1.618 |
113-130 |
1.000 |
113-110 |
0.618 |
113-098 |
HIGH |
113-078 |
0.618 |
113-065 |
0.500 |
113-061 |
0.382 |
113-057 |
LOW |
113-045 |
0.618 |
113-025 |
1.000 |
113-012 |
1.618 |
112-312 |
2.618 |
112-280 |
4.250 |
112-227 |
|
|
Fisher Pivots for day following 08-Aug-2018 |
Pivot |
1 day |
3 day |
R1 |
113-061 |
113-086 |
PP |
113-061 |
113-077 |
S1 |
113-060 |
113-069 |
|