ECBOT 5 Year T-Note Future September 2018
| Trading Metrics calculated at close of trading on 21-Aug-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Aug-2018 |
21-Aug-2018 |
Change |
Change % |
Previous Week |
| Open |
113-198 |
113-267 |
0-070 |
0.2% |
113-220 |
| High |
113-273 |
113-267 |
-0-005 |
0.0% |
113-258 |
| Low |
113-190 |
113-213 |
0-022 |
0.1% |
113-153 |
| Close |
113-262 |
113-225 |
-0-038 |
-0.1% |
113-187 |
| Range |
0-082 |
0-055 |
-0-028 |
-33.4% |
0-105 |
| ATR |
0-068 |
0-068 |
-0-001 |
-1.4% |
0-000 |
| Volume |
655,682 |
628,120 |
-27,562 |
-4.2% |
4,033,152 |
|
| Daily Pivots for day following 21-Aug-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
114-080 |
114-047 |
113-255 |
|
| R3 |
114-025 |
113-312 |
113-240 |
|
| R2 |
113-290 |
113-290 |
113-235 |
|
| R1 |
113-257 |
113-257 |
113-230 |
113-246 |
| PP |
113-235 |
113-235 |
113-235 |
113-229 |
| S1 |
113-203 |
113-203 |
113-220 |
113-191 |
| S2 |
113-180 |
113-180 |
113-215 |
|
| S3 |
113-125 |
113-148 |
113-210 |
|
| S4 |
113-070 |
113-093 |
113-195 |
|
|
| 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 |
113-155 |
0-118 |
0.3% |
0-069 |
0.2% |
60% |
False |
False |
702,293 |
| 10 |
113-273 |
113-045 |
0-228 |
0.6% |
0-068 |
0.2% |
79% |
False |
False |
778,393 |
| 20 |
113-273 |
112-305 |
0-288 |
0.8% |
0-063 |
0.2% |
83% |
False |
False |
754,529 |
| 40 |
113-273 |
112-305 |
0-288 |
0.8% |
0-065 |
0.2% |
83% |
False |
False |
713,399 |
| 60 |
114-153 |
112-290 |
1-182 |
1.4% |
0-079 |
0.2% |
51% |
False |
False |
819,424 |
| 80 |
114-153 |
112-147 |
2-005 |
1.8% |
0-075 |
0.2% |
62% |
False |
False |
673,224 |
| 100 |
114-173 |
112-147 |
2-025 |
1.8% |
0-069 |
0.2% |
60% |
False |
False |
539,250 |
| 120 |
114-173 |
112-147 |
2-025 |
1.8% |
0-058 |
0.2% |
60% |
False |
False |
449,375 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
114-181 |
|
2.618 |
114-091 |
|
1.618 |
114-036 |
|
1.000 |
114-002 |
|
0.618 |
113-301 |
|
HIGH |
113-267 |
|
0.618 |
113-246 |
|
0.500 |
113-240 |
|
0.382 |
113-234 |
|
LOW |
113-213 |
|
0.618 |
113-179 |
|
1.000 |
113-158 |
|
1.618 |
113-124 |
|
2.618 |
113-069 |
|
4.250 |
112-299 |
|
|
| Fisher Pivots for day following 21-Aug-2018 |
| Pivot |
1 day |
3 day |
| R1 |
113-240 |
113-228 |
| PP |
113-235 |
113-227 |
| S1 |
113-230 |
113-226 |
|