ECBOT 5 Year T-Note Future September 2018
| Trading Metrics calculated at close of trading on 20-Aug-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Aug-2018 |
20-Aug-2018 |
Change |
Change % |
Previous Week |
| Open |
113-198 |
113-198 |
0-000 |
0.0% |
113-220 |
| High |
113-233 |
113-273 |
0-040 |
0.1% |
113-258 |
| Low |
113-182 |
113-190 |
0-008 |
0.0% |
113-153 |
| Close |
113-187 |
113-262 |
0-075 |
0.2% |
113-187 |
| Range |
0-050 |
0-082 |
0-032 |
64.9% |
0-105 |
| ATR |
0-067 |
0-068 |
0-001 |
1.9% |
0-000 |
| Volume |
638,165 |
655,682 |
17,517 |
2.7% |
4,033,152 |
|
| Daily Pivots for day following 20-Aug-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
114-169 |
114-138 |
113-308 |
|
| R3 |
114-087 |
114-056 |
113-285 |
|
| R2 |
114-004 |
114-004 |
113-278 |
|
| R1 |
113-293 |
113-293 |
113-270 |
113-309 |
| PP |
113-242 |
113-242 |
113-242 |
113-249 |
| S1 |
113-211 |
113-211 |
113-255 |
113-226 |
| S2 |
113-159 |
113-159 |
113-247 |
|
| S3 |
113-077 |
113-128 |
113-240 |
|
| S4 |
112-314 |
113-046 |
113-217 |
|
|
| 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 |
113-273 |
113-153 |
0-120 |
0.3% |
0-068 |
0.2% |
92% |
True |
False |
711,417 |
| 10 |
113-273 |
113-045 |
0-228 |
0.6% |
0-069 |
0.2% |
96% |
True |
False |
770,596 |
| 20 |
113-273 |
112-305 |
0-288 |
0.8% |
0-062 |
0.2% |
97% |
True |
False |
760,881 |
| 40 |
113-273 |
112-305 |
0-288 |
0.8% |
0-065 |
0.2% |
97% |
True |
False |
719,693 |
| 60 |
114-153 |
112-290 |
1-182 |
1.4% |
0-080 |
0.2% |
58% |
False |
False |
834,495 |
| 80 |
114-153 |
112-147 |
2-005 |
1.8% |
0-074 |
0.2% |
67% |
False |
False |
665,417 |
| 100 |
114-173 |
112-147 |
2-025 |
1.8% |
0-069 |
0.2% |
65% |
False |
False |
532,969 |
| 120 |
114-173 |
112-147 |
2-025 |
1.8% |
0-057 |
0.2% |
65% |
False |
False |
444,140 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
114-303 |
|
2.618 |
114-168 |
|
1.618 |
114-086 |
|
1.000 |
114-035 |
|
0.618 |
114-003 |
|
HIGH |
113-273 |
|
0.618 |
113-241 |
|
0.500 |
113-231 |
|
0.382 |
113-222 |
|
LOW |
113-190 |
|
0.618 |
113-139 |
|
1.000 |
113-108 |
|
1.618 |
113-057 |
|
2.618 |
112-294 |
|
4.250 |
112-159 |
|
|
| Fisher Pivots for day following 20-Aug-2018 |
| Pivot |
1 day |
3 day |
| R1 |
113-252 |
113-248 |
| PP |
113-242 |
113-233 |
| S1 |
113-231 |
113-219 |
|