ECBOT 5 Year T-Note Future September 2018
Trading Metrics calculated at close of trading on 23-Aug-2018 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Aug-2018 |
23-Aug-2018 |
Change |
Change % |
Previous Week |
Open |
113-247 |
113-255 |
0-008 |
0.0% |
113-220 |
High |
113-278 |
113-265 |
-0-013 |
0.0% |
113-258 |
Low |
113-233 |
113-220 |
-0-013 |
0.0% |
113-153 |
Close |
113-255 |
113-240 |
-0-015 |
0.0% |
113-187 |
Range |
0-045 |
0-045 |
0-000 |
0.0% |
0-105 |
ATR |
0-066 |
0-065 |
-0-002 |
-2.3% |
0-000 |
Volume |
919,953 |
1,449,702 |
529,749 |
57.6% |
4,033,152 |
|
Daily Pivots for day following 23-Aug-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
114-057 |
114-033 |
113-265 |
|
R3 |
114-012 |
113-308 |
113-252 |
|
R2 |
113-287 |
113-287 |
113-248 |
|
R1 |
113-263 |
113-263 |
113-244 |
113-252 |
PP |
113-242 |
113-242 |
113-242 |
113-236 |
S1 |
113-218 |
113-218 |
113-236 |
113-208 |
S2 |
113-197 |
113-197 |
113-232 |
|
S3 |
113-152 |
113-173 |
113-228 |
|
S4 |
113-107 |
113-128 |
113-215 |
|
|
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 |
113-182 |
0-095 |
0.3% |
0-055 |
0.2% |
61% |
False |
False |
858,324 |
10 |
113-278 |
113-100 |
0-178 |
0.5% |
0-069 |
0.2% |
79% |
False |
False |
891,154 |
20 |
113-278 |
112-305 |
0-293 |
0.8% |
0-061 |
0.2% |
87% |
False |
False |
788,011 |
40 |
113-278 |
112-305 |
0-293 |
0.8% |
0-063 |
0.2% |
87% |
False |
False |
731,735 |
60 |
113-293 |
112-290 |
1-002 |
0.9% |
0-070 |
0.2% |
84% |
False |
False |
773,423 |
80 |
114-153 |
112-147 |
2-005 |
1.8% |
0-075 |
0.2% |
64% |
False |
False |
702,737 |
100 |
114-153 |
112-147 |
2-005 |
1.8% |
0-069 |
0.2% |
64% |
False |
False |
562,946 |
120 |
114-173 |
112-147 |
2-025 |
1.8% |
0-059 |
0.2% |
62% |
False |
False |
469,122 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
114-136 |
2.618 |
114-063 |
1.618 |
114-018 |
1.000 |
113-310 |
0.618 |
113-293 |
HIGH |
113-265 |
0.618 |
113-248 |
0.500 |
113-242 |
0.382 |
113-237 |
LOW |
113-220 |
0.618 |
113-192 |
1.000 |
113-175 |
1.618 |
113-147 |
2.618 |
113-102 |
4.250 |
113-029 |
|
|
Fisher Pivots for day following 23-Aug-2018 |
Pivot |
1 day |
3 day |
R1 |
113-242 |
113-245 |
PP |
113-242 |
113-243 |
S1 |
113-241 |
113-242 |
|