ECBOT 5 Year T-Note Future September 2018
Trading Metrics calculated at close of trading on 22-Aug-2018 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Aug-2018 |
22-Aug-2018 |
Change |
Change % |
Previous Week |
Open |
113-267 |
113-247 |
-0-020 |
-0.1% |
113-220 |
High |
113-267 |
113-278 |
0-010 |
0.0% |
113-258 |
Low |
113-213 |
113-233 |
0-020 |
0.1% |
113-153 |
Close |
113-225 |
113-255 |
0-030 |
0.1% |
113-187 |
Range |
0-055 |
0-045 |
-0-010 |
-18.2% |
0-105 |
ATR |
0-068 |
0-066 |
-0-001 |
-1.6% |
0-000 |
Volume |
628,120 |
919,953 |
291,833 |
46.5% |
4,033,152 |
|
Daily Pivots for day following 22-Aug-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
114-070 |
114-047 |
113-280 |
|
R3 |
114-025 |
114-002 |
113-267 |
|
R2 |
113-300 |
113-300 |
113-263 |
|
R1 |
113-278 |
113-278 |
113-259 |
113-289 |
PP |
113-255 |
113-255 |
113-255 |
113-261 |
S1 |
113-233 |
113-233 |
113-251 |
113-244 |
S2 |
113-210 |
113-210 |
113-247 |
|
S3 |
113-165 |
113-188 |
113-243 |
|
S4 |
113-120 |
113-143 |
113-230 |
|
|
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 |
113-278 |
113-165 |
0-113 |
0.3% |
0-058 |
0.2% |
80% |
True |
False |
707,106 |
10 |
113-278 |
113-058 |
0-220 |
0.6% |
0-070 |
0.2% |
90% |
True |
False |
812,440 |
20 |
113-278 |
112-305 |
0-293 |
0.8% |
0-062 |
0.2% |
92% |
True |
False |
751,049 |
40 |
113-278 |
112-305 |
0-293 |
0.8% |
0-064 |
0.2% |
92% |
True |
False |
720,306 |
60 |
114-153 |
112-290 |
1-182 |
1.4% |
0-074 |
0.2% |
57% |
False |
False |
779,105 |
80 |
114-153 |
112-147 |
2-005 |
1.8% |
0-075 |
0.2% |
66% |
False |
False |
684,693 |
100 |
114-153 |
112-147 |
2-005 |
1.8% |
0-069 |
0.2% |
66% |
False |
False |
548,449 |
120 |
114-173 |
112-147 |
2-025 |
1.8% |
0-058 |
0.2% |
64% |
False |
False |
457,041 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
114-149 |
2.618 |
114-075 |
1.618 |
114-030 |
1.000 |
114-002 |
0.618 |
113-305 |
HIGH |
113-278 |
0.618 |
113-260 |
0.500 |
113-255 |
0.382 |
113-250 |
LOW |
113-233 |
0.618 |
113-205 |
1.000 |
113-188 |
1.618 |
113-160 |
2.618 |
113-115 |
4.250 |
113-041 |
|
|
Fisher Pivots for day following 22-Aug-2018 |
Pivot |
1 day |
3 day |
R1 |
113-255 |
113-248 |
PP |
113-255 |
113-241 |
S1 |
113-255 |
113-234 |
|