ECBOT 5 Year T-Note Future September 2018
| Trading Metrics calculated at close of trading on 10-Aug-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Aug-2018 |
10-Aug-2018 |
Change |
Change % |
Previous Week |
| Open |
113-062 |
113-102 |
0-040 |
0.1% |
113-098 |
| High |
113-110 |
113-233 |
0-122 |
0.3% |
113-233 |
| Low |
113-058 |
113-100 |
0-042 |
0.1% |
113-045 |
| Close |
113-098 |
113-225 |
0-127 |
0.4% |
113-225 |
| Range |
0-053 |
0-133 |
0-080 |
152.3% |
0-188 |
| ATR |
0-062 |
0-067 |
0-005 |
8.3% |
0-000 |
| Volume |
662,560 |
1,224,940 |
562,380 |
84.9% |
3,530,342 |
|
| Daily Pivots for day following 10-Aug-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
114-263 |
114-217 |
113-298 |
|
| R3 |
114-131 |
114-084 |
113-261 |
|
| R2 |
113-318 |
113-318 |
113-249 |
|
| R1 |
113-272 |
113-272 |
113-237 |
113-295 |
| PP |
113-186 |
113-186 |
113-186 |
113-198 |
| S1 |
113-139 |
113-139 |
113-213 |
113-162 |
| S2 |
113-053 |
113-053 |
113-201 |
|
| S3 |
112-241 |
113-007 |
113-189 |
|
| S4 |
112-108 |
112-194 |
113-152 |
|
|
| Weekly Pivots for week ending 10-Aug-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
115-090 |
115-025 |
114-008 |
|
| R3 |
114-223 |
114-158 |
113-277 |
|
| R2 |
114-035 |
114-035 |
113-259 |
|
| R1 |
113-290 |
113-290 |
113-242 |
114-003 |
| PP |
113-167 |
113-167 |
113-167 |
113-184 |
| S1 |
113-102 |
113-102 |
113-208 |
113-135 |
| S2 |
112-300 |
112-300 |
113-191 |
|
| S3 |
112-112 |
112-235 |
113-173 |
|
| S4 |
111-245 |
112-047 |
113-122 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
113-233 |
113-045 |
0-188 |
0.5% |
0-067 |
0.2% |
96% |
True |
False |
706,068 |
| 10 |
113-233 |
112-305 |
0-248 |
0.7% |
0-063 |
0.2% |
97% |
True |
False |
744,757 |
| 20 |
113-233 |
112-305 |
0-248 |
0.7% |
0-064 |
0.2% |
97% |
True |
False |
728,880 |
| 40 |
113-260 |
112-305 |
0-275 |
0.8% |
0-066 |
0.2% |
87% |
False |
False |
706,878 |
| 60 |
114-153 |
112-147 |
2-005 |
1.8% |
0-080 |
0.2% |
62% |
False |
False |
800,420 |
| 80 |
114-153 |
112-147 |
2-005 |
1.8% |
0-073 |
0.2% |
62% |
False |
False |
607,294 |
| 100 |
114-173 |
112-147 |
2-025 |
1.8% |
0-065 |
0.2% |
60% |
False |
False |
486,080 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
115-156 |
|
2.618 |
114-259 |
|
1.618 |
114-127 |
|
1.000 |
114-045 |
|
0.618 |
113-314 |
|
HIGH |
113-233 |
|
0.618 |
113-182 |
|
0.500 |
113-166 |
|
0.382 |
113-151 |
|
LOW |
113-100 |
|
0.618 |
113-018 |
|
1.000 |
112-287 |
|
1.618 |
112-206 |
|
2.618 |
112-073 |
|
4.250 |
111-177 |
|
|
| Fisher Pivots for day following 10-Aug-2018 |
| Pivot |
1 day |
3 day |
| R1 |
113-205 |
113-196 |
| PP |
113-186 |
113-167 |
| S1 |
113-166 |
113-139 |
|