ECBOT 5 Year T-Note Future September 2018
| Trading Metrics calculated at close of trading on 24-Aug-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Aug-2018 |
24-Aug-2018 |
Change |
Change % |
Previous Week |
| Open |
113-255 |
113-220 |
-0-035 |
-0.1% |
113-198 |
| High |
113-265 |
113-240 |
-0-025 |
-0.1% |
113-278 |
| Low |
113-220 |
113-190 |
-0-030 |
-0.1% |
113-190 |
| Close |
113-240 |
113-222 |
-0-018 |
0.0% |
113-222 |
| Range |
0-045 |
0-050 |
0-005 |
11.1% |
0-087 |
| ATR |
0-065 |
0-064 |
-0-001 |
-1.6% |
0-000 |
| Volume |
1,449,702 |
1,191,306 |
-258,396 |
-17.8% |
4,844,763 |
|
| Daily Pivots for day following 24-Aug-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
114-047 |
114-025 |
113-250 |
|
| R3 |
113-317 |
113-295 |
113-236 |
|
| R2 |
113-267 |
113-267 |
113-232 |
|
| R1 |
113-245 |
113-245 |
113-227 |
113-256 |
| PP |
113-218 |
113-218 |
113-218 |
113-223 |
| S1 |
113-195 |
113-195 |
113-218 |
113-206 |
| S2 |
113-168 |
113-168 |
113-213 |
|
| S3 |
113-118 |
113-145 |
113-209 |
|
| S4 |
113-068 |
113-095 |
113-195 |
|
|
| Weekly Pivots for week ending 24-Aug-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
114-172 |
114-125 |
113-271 |
|
| R3 |
114-085 |
114-037 |
113-247 |
|
| R2 |
113-317 |
113-317 |
113-239 |
|
| R1 |
113-270 |
113-270 |
113-231 |
113-294 |
| PP |
113-230 |
113-230 |
113-230 |
113-242 |
| S1 |
113-183 |
113-183 |
113-214 |
113-206 |
| S2 |
113-143 |
113-143 |
113-206 |
|
| S3 |
113-055 |
113-095 |
113-198 |
|
| S4 |
112-288 |
113-008 |
113-174 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
113-278 |
113-190 |
0-087 |
0.2% |
0-055 |
0.2% |
37% |
False |
True |
968,952 |
| 10 |
113-278 |
113-153 |
0-125 |
0.3% |
0-060 |
0.2% |
56% |
False |
False |
887,791 |
| 20 |
113-278 |
112-305 |
0-293 |
0.8% |
0-062 |
0.2% |
81% |
False |
False |
816,274 |
| 40 |
113-278 |
112-305 |
0-293 |
0.8% |
0-063 |
0.2% |
81% |
False |
False |
744,229 |
| 60 |
113-278 |
112-290 |
0-307 |
0.8% |
0-070 |
0.2% |
82% |
False |
False |
766,396 |
| 80 |
114-153 |
112-147 |
2-005 |
1.8% |
0-075 |
0.2% |
61% |
False |
False |
717,534 |
| 100 |
114-153 |
112-147 |
2-005 |
1.8% |
0-069 |
0.2% |
61% |
False |
False |
574,859 |
| 120 |
114-173 |
112-147 |
2-025 |
1.8% |
0-059 |
0.2% |
59% |
False |
False |
479,049 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
114-132 |
|
2.618 |
114-051 |
|
1.618 |
114-001 |
|
1.000 |
113-290 |
|
0.618 |
113-271 |
|
HIGH |
113-240 |
|
0.618 |
113-221 |
|
0.500 |
113-215 |
|
0.382 |
113-209 |
|
LOW |
113-190 |
|
0.618 |
113-159 |
|
1.000 |
113-140 |
|
1.618 |
113-109 |
|
2.618 |
113-059 |
|
4.250 |
112-298 |
|
|
| Fisher Pivots for day following 24-Aug-2018 |
| Pivot |
1 day |
3 day |
| R1 |
113-220 |
113-234 |
| PP |
113-218 |
113-230 |
| S1 |
113-215 |
113-226 |
|