ECBOT 5 Year T-Note Future September 2018
| Trading Metrics calculated at close of trading on 17-Aug-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Aug-2018 |
17-Aug-2018 |
Change |
Change % |
Previous Week |
| Open |
113-210 |
113-198 |
-0-013 |
0.0% |
113-220 |
| High |
113-222 |
113-233 |
0-010 |
0.0% |
113-258 |
| Low |
113-165 |
113-182 |
0-018 |
0.0% |
113-153 |
| Close |
113-193 |
113-187 |
-0-005 |
0.0% |
113-187 |
| Range |
0-058 |
0-050 |
-0-007 |
-13.0% |
0-105 |
| ATR |
0-069 |
0-067 |
-0-001 |
-1.9% |
0-000 |
| Volume |
693,614 |
638,165 |
-55,449 |
-8.0% |
4,033,152 |
|
| Daily Pivots for day following 17-Aug-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
114-031 |
113-319 |
113-215 |
|
| R3 |
113-301 |
113-269 |
113-201 |
|
| R2 |
113-251 |
113-251 |
113-197 |
|
| R1 |
113-219 |
113-219 |
113-192 |
113-210 |
| PP |
113-201 |
113-201 |
113-201 |
113-196 |
| S1 |
113-169 |
113-169 |
113-183 |
113-160 |
| S2 |
113-151 |
113-151 |
113-178 |
|
| S3 |
113-101 |
113-119 |
113-174 |
|
| S4 |
113-051 |
113-069 |
113-160 |
|
|
| Weekly Pivots for week ending 17-Aug-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
114-194 |
114-136 |
113-245 |
|
| R3 |
114-089 |
114-031 |
113-216 |
|
| R2 |
113-304 |
113-304 |
113-207 |
|
| R1 |
113-246 |
113-246 |
113-197 |
113-222 |
| PP |
113-199 |
113-199 |
113-199 |
113-188 |
| S1 |
113-141 |
113-141 |
113-178 |
113-118 |
| S2 |
113-094 |
113-094 |
113-168 |
|
| S3 |
112-309 |
113-036 |
113-159 |
|
| S4 |
112-204 |
112-251 |
113-130 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
113-258 |
113-153 |
0-105 |
0.3% |
0-066 |
0.2% |
33% |
False |
False |
806,630 |
| 10 |
113-258 |
113-045 |
0-213 |
0.6% |
0-066 |
0.2% |
67% |
False |
False |
756,349 |
| 20 |
113-258 |
112-305 |
0-273 |
0.7% |
0-064 |
0.2% |
74% |
False |
False |
770,804 |
| 40 |
113-260 |
112-305 |
0-275 |
0.8% |
0-064 |
0.2% |
74% |
False |
False |
715,451 |
| 60 |
114-153 |
112-290 |
1-182 |
1.4% |
0-080 |
0.2% |
43% |
False |
False |
842,085 |
| 80 |
114-153 |
112-147 |
2-005 |
1.8% |
0-074 |
0.2% |
56% |
False |
False |
657,502 |
| 100 |
114-173 |
112-147 |
2-025 |
1.8% |
0-068 |
0.2% |
54% |
False |
False |
526,412 |
| 120 |
114-173 |
112-147 |
2-025 |
1.8% |
0-057 |
0.2% |
54% |
False |
False |
438,676 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
114-125 |
|
2.618 |
114-043 |
|
1.618 |
113-313 |
|
1.000 |
113-283 |
|
0.618 |
113-263 |
|
HIGH |
113-233 |
|
0.618 |
113-213 |
|
0.500 |
113-208 |
|
0.382 |
113-202 |
|
LOW |
113-182 |
|
0.618 |
113-152 |
|
1.000 |
113-132 |
|
1.618 |
113-102 |
|
2.618 |
113-052 |
|
4.250 |
112-290 |
|
|
| Fisher Pivots for day following 17-Aug-2018 |
| Pivot |
1 day |
3 day |
| R1 |
113-208 |
113-206 |
| PP |
113-201 |
113-200 |
| S1 |
113-194 |
113-194 |
|