ECBOT 5 Year T-Note Future September 2018
| Trading Metrics calculated at close of trading on 16-Aug-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Aug-2018 |
16-Aug-2018 |
Change |
Change % |
Previous Week |
| Open |
113-160 |
113-210 |
0-050 |
0.1% |
113-098 |
| High |
113-258 |
113-222 |
-0-035 |
-0.1% |
113-233 |
| Low |
113-155 |
113-165 |
0-010 |
0.0% |
113-045 |
| Close |
113-230 |
113-193 |
-0-038 |
-0.1% |
113-225 |
| Range |
0-102 |
0-058 |
-0-045 |
-43.9% |
0-188 |
| ATR |
0-069 |
0-069 |
0-000 |
-0.4% |
0-000 |
| Volume |
895,886 |
693,614 |
-202,272 |
-22.6% |
3,530,342 |
|
| Daily Pivots for day following 16-Aug-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
114-046 |
114-017 |
113-224 |
|
| R3 |
113-308 |
113-279 |
113-208 |
|
| R2 |
113-251 |
113-251 |
113-203 |
|
| R1 |
113-222 |
113-222 |
113-198 |
113-208 |
| PP |
113-193 |
113-193 |
113-193 |
113-186 |
| S1 |
113-164 |
113-164 |
113-187 |
113-150 |
| S2 |
113-136 |
113-136 |
113-182 |
|
| S3 |
113-078 |
113-107 |
113-177 |
|
| S4 |
113-021 |
113-049 |
113-161 |
|
|
| 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 |
113-100 |
0-158 |
0.4% |
0-082 |
0.2% |
59% |
False |
False |
923,985 |
| 10 |
113-258 |
113-020 |
0-238 |
0.7% |
0-069 |
0.2% |
73% |
False |
False |
764,810 |
| 20 |
113-258 |
112-305 |
0-273 |
0.7% |
0-065 |
0.2% |
76% |
False |
False |
775,677 |
| 40 |
113-260 |
112-305 |
0-275 |
0.8% |
0-065 |
0.2% |
75% |
False |
False |
720,331 |
| 60 |
114-153 |
112-240 |
1-233 |
1.5% |
0-081 |
0.2% |
49% |
False |
False |
846,183 |
| 80 |
114-153 |
112-147 |
2-005 |
1.8% |
0-074 |
0.2% |
57% |
False |
False |
649,581 |
| 100 |
114-173 |
112-147 |
2-025 |
1.8% |
0-067 |
0.2% |
55% |
False |
False |
520,030 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
114-147 |
|
2.618 |
114-053 |
|
1.618 |
113-316 |
|
1.000 |
113-280 |
|
0.618 |
113-258 |
|
HIGH |
113-222 |
|
0.618 |
113-201 |
|
0.500 |
113-194 |
|
0.382 |
113-187 |
|
LOW |
113-165 |
|
0.618 |
113-129 |
|
1.000 |
113-107 |
|
1.618 |
113-072 |
|
2.618 |
113-014 |
|
4.250 |
112-241 |
|
|
| Fisher Pivots for day following 16-Aug-2018 |
| Pivot |
1 day |
3 day |
| R1 |
113-194 |
113-205 |
| PP |
113-193 |
113-201 |
| S1 |
113-193 |
113-197 |
|