ECBOT 5 Year T-Note Future September 2018
| Trading Metrics calculated at close of trading on 14-Aug-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Aug-2018 |
14-Aug-2018 |
Change |
Change % |
Previous Week |
| Open |
113-220 |
113-182 |
-0-038 |
-0.1% |
113-098 |
| High |
113-250 |
113-198 |
-0-053 |
-0.1% |
113-233 |
| Low |
113-178 |
113-153 |
-0-025 |
-0.1% |
113-045 |
| Close |
113-198 |
113-170 |
-0-027 |
-0.1% |
113-225 |
| Range |
0-073 |
0-045 |
-0-028 |
-38.0% |
0-188 |
| ATR |
0-068 |
0-066 |
-0-002 |
-2.4% |
0-000 |
| Volume |
1,131,749 |
673,738 |
-458,011 |
-40.5% |
3,530,342 |
|
| Daily Pivots for day following 14-Aug-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
113-308 |
113-284 |
113-195 |
|
| R3 |
113-263 |
113-239 |
113-182 |
|
| R2 |
113-218 |
113-218 |
113-178 |
|
| R1 |
113-194 |
113-194 |
113-174 |
113-184 |
| PP |
113-173 |
113-173 |
113-173 |
113-168 |
| S1 |
113-149 |
113-149 |
113-166 |
113-139 |
| S2 |
113-128 |
113-128 |
113-162 |
|
| S3 |
113-083 |
113-104 |
113-158 |
|
| S4 |
113-038 |
113-059 |
113-145 |
|
|
| 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% |
0-067 |
0.2% |
61% |
False |
False |
854,493 |
| 10 |
113-250 |
112-305 |
0-265 |
0.7% |
0-066 |
0.2% |
70% |
False |
False |
762,320 |
| 20 |
113-250 |
112-305 |
0-265 |
0.7% |
0-064 |
0.2% |
70% |
False |
False |
765,855 |
| 40 |
113-260 |
112-305 |
0-275 |
0.8% |
0-066 |
0.2% |
67% |
False |
False |
719,618 |
| 60 |
114-153 |
112-210 |
1-262 |
1.6% |
0-080 |
0.2% |
48% |
False |
False |
827,273 |
| 80 |
114-153 |
112-147 |
2-005 |
1.8% |
0-073 |
0.2% |
53% |
False |
False |
629,787 |
| 100 |
114-173 |
112-147 |
2-025 |
1.8% |
0-066 |
0.2% |
52% |
False |
False |
504,135 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
114-069 |
|
2.618 |
113-315 |
|
1.618 |
113-270 |
|
1.000 |
113-242 |
|
0.618 |
113-225 |
|
HIGH |
113-198 |
|
0.618 |
113-180 |
|
0.500 |
113-175 |
|
0.382 |
113-170 |
|
LOW |
113-153 |
|
0.618 |
113-125 |
|
1.000 |
113-108 |
|
1.618 |
113-080 |
|
2.618 |
113-035 |
|
4.250 |
112-281 |
|
|
| Fisher Pivots for day following 14-Aug-2018 |
| Pivot |
1 day |
3 day |
| R1 |
113-175 |
113-175 |
| PP |
113-173 |
113-173 |
| S1 |
113-172 |
113-172 |
|