ECBOT 5 Year T-Note Future September 2018
| Trading Metrics calculated at close of trading on 13-Aug-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Aug-2018 |
13-Aug-2018 |
Change |
Change % |
Previous Week |
| Open |
113-102 |
113-220 |
0-118 |
0.3% |
113-098 |
| High |
113-233 |
113-250 |
0-018 |
0.0% |
113-233 |
| Low |
113-100 |
113-178 |
0-078 |
0.2% |
113-045 |
| Close |
113-225 |
113-198 |
-0-027 |
-0.1% |
113-225 |
| Range |
0-133 |
0-073 |
-0-060 |
-45.3% |
0-188 |
| ATR |
0-067 |
0-068 |
0-000 |
0.5% |
0-000 |
| Volume |
1,224,940 |
1,131,749 |
-93,191 |
-7.6% |
3,530,342 |
|
| Daily Pivots for day following 13-Aug-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
114-106 |
114-064 |
113-237 |
|
| R3 |
114-033 |
113-312 |
113-217 |
|
| R2 |
113-281 |
113-281 |
113-211 |
|
| R1 |
113-239 |
113-239 |
113-204 |
113-224 |
| PP |
113-208 |
113-208 |
113-208 |
113-201 |
| S1 |
113-167 |
113-167 |
113-191 |
113-151 |
| S2 |
113-136 |
113-136 |
113-184 |
|
| S3 |
113-063 |
113-094 |
113-178 |
|
| S4 |
112-311 |
113-022 |
113-158 |
|
|
| 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 |
113-250 |
113-045 |
0-205 |
0.6% |
0-071 |
0.2% |
74% |
True |
False |
829,776 |
| 10 |
113-250 |
112-305 |
0-265 |
0.7% |
0-067 |
0.2% |
80% |
True |
False |
801,318 |
| 20 |
113-250 |
112-305 |
0-265 |
0.7% |
0-064 |
0.2% |
80% |
True |
False |
754,837 |
| 40 |
113-260 |
112-305 |
0-275 |
0.8% |
0-066 |
0.2% |
77% |
False |
False |
714,524 |
| 60 |
114-153 |
112-167 |
1-305 |
1.7% |
0-080 |
0.2% |
56% |
False |
False |
818,075 |
| 80 |
114-153 |
112-147 |
2-005 |
1.8% |
0-073 |
0.2% |
57% |
False |
False |
621,401 |
| 100 |
114-173 |
112-147 |
2-025 |
1.8% |
0-065 |
0.2% |
56% |
False |
False |
497,398 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
114-238 |
|
2.618 |
114-120 |
|
1.618 |
114-047 |
|
1.000 |
114-003 |
|
0.618 |
113-295 |
|
HIGH |
113-250 |
|
0.618 |
113-222 |
|
0.500 |
113-214 |
|
0.382 |
113-205 |
|
LOW |
113-178 |
|
0.618 |
113-133 |
|
1.000 |
113-105 |
|
1.618 |
113-060 |
|
2.618 |
112-308 |
|
4.250 |
112-189 |
|
|
| Fisher Pivots for day following 13-Aug-2018 |
| Pivot |
1 day |
3 day |
| R1 |
113-214 |
113-183 |
| PP |
113-208 |
113-168 |
| S1 |
113-203 |
113-154 |
|