ECBOT 5 Year T-Note Future September 2018
Trading Metrics calculated at close of trading on 09-Aug-2018 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Aug-2018 |
09-Aug-2018 |
Change |
Change % |
Previous Week |
Open |
113-053 |
113-062 |
0-010 |
0.0% |
113-047 |
High |
113-078 |
113-110 |
0-033 |
0.1% |
113-098 |
Low |
113-045 |
113-058 |
0-013 |
0.0% |
112-305 |
Close |
113-060 |
113-098 |
0-038 |
0.1% |
113-095 |
Range |
0-033 |
0-053 |
0-020 |
61.5% |
0-113 |
ATR |
0-063 |
0-062 |
-0-001 |
-1.2% |
0-000 |
Volume |
579,482 |
662,560 |
83,078 |
14.3% |
3,917,235 |
|
Daily Pivots for day following 09-Aug-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
113-246 |
113-224 |
113-126 |
|
R3 |
113-193 |
113-172 |
113-112 |
|
R2 |
113-141 |
113-141 |
113-107 |
|
R1 |
113-119 |
113-119 |
113-102 |
113-130 |
PP |
113-088 |
113-088 |
113-088 |
113-094 |
S1 |
113-067 |
113-067 |
113-093 |
113-078 |
S2 |
113-036 |
113-036 |
113-088 |
|
S3 |
112-303 |
113-014 |
113-083 |
|
S4 |
112-251 |
112-282 |
113-069 |
|
|
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 |
113-020 |
0-107 |
0.3% |
0-056 |
0.2% |
72% |
False |
False |
605,635 |
10 |
113-127 |
112-305 |
0-142 |
0.4% |
0-054 |
0.1% |
79% |
False |
False |
684,868 |
20 |
113-210 |
112-305 |
0-225 |
0.6% |
0-060 |
0.2% |
50% |
False |
False |
694,162 |
40 |
113-260 |
112-305 |
0-275 |
0.8% |
0-064 |
0.2% |
41% |
False |
False |
699,691 |
60 |
114-153 |
112-147 |
2-005 |
1.8% |
0-079 |
0.2% |
42% |
False |
False |
780,973 |
80 |
114-153 |
112-147 |
2-005 |
1.8% |
0-072 |
0.2% |
42% |
False |
False |
592,114 |
100 |
114-173 |
112-147 |
2-025 |
1.8% |
0-063 |
0.2% |
41% |
False |
False |
473,831 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
114-013 |
2.618 |
113-247 |
1.618 |
113-195 |
1.000 |
113-163 |
0.618 |
113-142 |
HIGH |
113-110 |
0.618 |
113-090 |
0.500 |
113-084 |
0.382 |
113-078 |
LOW |
113-058 |
0.618 |
113-025 |
1.000 |
113-005 |
1.618 |
112-293 |
2.618 |
112-240 |
4.250 |
112-154 |
|
|
Fisher Pivots for day following 09-Aug-2018 |
Pivot |
1 day |
3 day |
R1 |
113-093 |
113-091 |
PP |
113-088 |
113-084 |
S1 |
113-084 |
113-078 |
|