ECBOT 5 Year T-Note Future September 2018
| Trading Metrics calculated at close of trading on 15-Aug-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Aug-2018 |
15-Aug-2018 |
Change |
Change % |
Previous Week |
| Open |
113-182 |
113-160 |
-0-022 |
-0.1% |
113-098 |
| High |
113-198 |
113-258 |
0-060 |
0.2% |
113-233 |
| Low |
113-153 |
113-155 |
0-002 |
0.0% |
113-045 |
| Close |
113-170 |
113-230 |
0-060 |
0.2% |
113-225 |
| Range |
0-045 |
0-102 |
0-058 |
127.8% |
0-188 |
| ATR |
0-066 |
0-069 |
0-003 |
3.9% |
0-000 |
| Volume |
673,738 |
895,886 |
222,148 |
33.0% |
3,530,342 |
|
| Daily Pivots for day following 15-Aug-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
114-202 |
114-158 |
113-286 |
|
| R3 |
114-099 |
114-056 |
113-258 |
|
| R2 |
113-317 |
113-317 |
113-249 |
|
| R1 |
113-273 |
113-273 |
113-239 |
113-295 |
| PP |
113-214 |
113-214 |
113-214 |
113-225 |
| S1 |
113-171 |
113-171 |
113-221 |
113-193 |
| S2 |
113-112 |
113-112 |
113-211 |
|
| S3 |
113-009 |
113-068 |
113-202 |
|
| S4 |
112-227 |
112-286 |
113-174 |
|
|
| 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 |
113-258 |
113-058 |
0-200 |
0.5% |
0-081 |
0.2% |
86% |
True |
False |
917,774 |
| 10 |
113-258 |
112-315 |
0-262 |
0.7% |
0-068 |
0.2% |
90% |
True |
False |
765,685 |
| 20 |
113-258 |
112-305 |
0-273 |
0.7% |
0-067 |
0.2% |
90% |
True |
False |
787,245 |
| 40 |
113-260 |
112-305 |
0-275 |
0.8% |
0-066 |
0.2% |
89% |
False |
False |
721,007 |
| 60 |
114-153 |
112-215 |
1-258 |
1.6% |
0-081 |
0.2% |
58% |
False |
False |
839,417 |
| 80 |
114-153 |
112-147 |
2-005 |
1.8% |
0-074 |
0.2% |
62% |
False |
False |
640,916 |
| 100 |
114-173 |
112-147 |
2-025 |
1.8% |
0-067 |
0.2% |
61% |
False |
False |
513,094 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
115-053 |
|
2.618 |
114-206 |
|
1.618 |
114-103 |
|
1.000 |
114-040 |
|
0.618 |
114-001 |
|
HIGH |
113-258 |
|
0.618 |
113-218 |
|
0.500 |
113-206 |
|
0.382 |
113-194 |
|
LOW |
113-155 |
|
0.618 |
113-092 |
|
1.000 |
113-053 |
|
1.618 |
112-309 |
|
2.618 |
112-207 |
|
4.250 |
112-039 |
|
|
| Fisher Pivots for day following 15-Aug-2018 |
| Pivot |
1 day |
3 day |
| R1 |
113-222 |
113-222 |
| PP |
113-214 |
113-213 |
| S1 |
113-206 |
113-205 |
|