ECBOT 5 Year T-Note Future September 2018
| Trading Metrics calculated at close of trading on 28-Aug-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Aug-2018 |
28-Aug-2018 |
Change |
Change % |
Previous Week |
| Open |
113-235 |
113-195 |
-0-040 |
-0.1% |
113-198 |
| High |
113-240 |
113-202 |
-0-038 |
-0.1% |
113-278 |
| Low |
113-185 |
113-142 |
-0-042 |
-0.1% |
113-190 |
| Close |
113-195 |
113-153 |
-0-042 |
-0.1% |
113-222 |
| Range |
0-055 |
0-060 |
0-005 |
9.1% |
0-087 |
| ATR |
0-063 |
0-063 |
0-000 |
-0.4% |
0-000 |
| Volume |
1,498,412 |
2,526,674 |
1,028,262 |
68.6% |
4,844,763 |
|
| Daily Pivots for day following 28-Aug-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
114-026 |
113-309 |
113-186 |
|
| R3 |
113-286 |
113-249 |
113-169 |
|
| R2 |
113-226 |
113-226 |
113-164 |
|
| R1 |
113-189 |
113-189 |
113-158 |
113-178 |
| PP |
113-166 |
113-166 |
113-166 |
113-160 |
| S1 |
113-129 |
113-129 |
113-147 |
113-118 |
| S2 |
113-106 |
113-106 |
113-142 |
|
| S3 |
113-046 |
113-069 |
113-136 |
|
| S4 |
112-306 |
113-009 |
113-120 |
|
|
| 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 |
113-142 |
0-135 |
0.4% |
0-051 |
0.1% |
7% |
False |
True |
1,517,209 |
| 10 |
113-278 |
113-142 |
0-135 |
0.4% |
0-060 |
0.2% |
7% |
False |
True |
1,109,751 |
| 20 |
113-278 |
112-305 |
0-293 |
0.8% |
0-063 |
0.2% |
57% |
False |
False |
936,036 |
| 40 |
113-278 |
112-305 |
0-293 |
0.8% |
0-062 |
0.2% |
57% |
False |
False |
806,467 |
| 60 |
113-278 |
112-290 |
0-307 |
0.8% |
0-068 |
0.2% |
59% |
False |
False |
800,275 |
| 80 |
114-153 |
112-147 |
2-005 |
1.8% |
0-075 |
0.2% |
50% |
False |
False |
767,406 |
| 100 |
114-153 |
112-147 |
2-005 |
1.8% |
0-070 |
0.2% |
50% |
False |
False |
615,110 |
| 120 |
114-173 |
112-147 |
2-025 |
1.8% |
0-060 |
0.2% |
49% |
False |
False |
512,592 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
114-137 |
|
2.618 |
114-040 |
|
1.618 |
113-300 |
|
1.000 |
113-262 |
|
0.618 |
113-240 |
|
HIGH |
113-202 |
|
0.618 |
113-180 |
|
0.500 |
113-172 |
|
0.382 |
113-165 |
|
LOW |
113-142 |
|
0.618 |
113-105 |
|
1.000 |
113-082 |
|
1.618 |
113-045 |
|
2.618 |
112-305 |
|
4.250 |
112-207 |
|
|
| Fisher Pivots for day following 28-Aug-2018 |
| Pivot |
1 day |
3 day |
| R1 |
113-172 |
113-191 |
| PP |
113-166 |
113-178 |
| S1 |
113-159 |
113-165 |
|