ECBOT 5 Year T-Note Future September 2018
Trading Metrics calculated at close of trading on 29-Aug-2018 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Aug-2018 |
29-Aug-2018 |
Change |
Change % |
Previous Week |
Open |
113-195 |
113-150 |
-0-045 |
-0.1% |
113-198 |
High |
113-202 |
113-173 |
-0-030 |
-0.1% |
113-278 |
Low |
113-142 |
113-118 |
-0-025 |
-0.1% |
113-190 |
Close |
113-153 |
113-133 |
-0-020 |
-0.1% |
113-222 |
Range |
0-060 |
0-055 |
-0-005 |
-8.3% |
0-087 |
ATR |
0-063 |
0-062 |
-0-001 |
-0.9% |
0-000 |
Volume |
2,526,674 |
1,479,073 |
-1,047,601 |
-41.5% |
4,844,763 |
|
Daily Pivots for day following 29-Aug-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
113-306 |
113-274 |
113-163 |
|
R3 |
113-251 |
113-219 |
113-148 |
|
R2 |
113-196 |
113-196 |
113-143 |
|
R1 |
113-164 |
113-164 |
113-138 |
113-153 |
PP |
113-141 |
113-141 |
113-141 |
113-135 |
S1 |
113-109 |
113-109 |
113-127 |
113-098 |
S2 |
113-086 |
113-086 |
113-122 |
|
S3 |
113-031 |
113-054 |
113-117 |
|
S4 |
112-296 |
112-319 |
113-102 |
|
|
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 |
113-265 |
113-118 |
0-147 |
0.4% |
0-053 |
0.1% |
10% |
False |
True |
1,629,033 |
10 |
113-278 |
113-118 |
0-160 |
0.4% |
0-055 |
0.2% |
9% |
False |
True |
1,168,070 |
20 |
113-278 |
112-315 |
0-282 |
0.8% |
0-062 |
0.2% |
49% |
False |
False |
966,878 |
40 |
113-278 |
112-305 |
0-293 |
0.8% |
0-062 |
0.2% |
50% |
False |
False |
827,711 |
60 |
113-278 |
112-290 |
0-307 |
0.8% |
0-067 |
0.2% |
53% |
False |
False |
810,604 |
80 |
114-153 |
112-147 |
2-005 |
1.8% |
0-075 |
0.2% |
47% |
False |
False |
785,730 |
100 |
114-153 |
112-147 |
2-005 |
1.8% |
0-070 |
0.2% |
47% |
False |
False |
629,896 |
120 |
114-173 |
112-147 |
2-025 |
1.8% |
0-060 |
0.2% |
46% |
False |
False |
524,917 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
114-086 |
2.618 |
113-317 |
1.618 |
113-262 |
1.000 |
113-228 |
0.618 |
113-207 |
HIGH |
113-173 |
0.618 |
113-151 |
0.500 |
113-145 |
0.382 |
113-139 |
LOW |
113-118 |
0.618 |
113-084 |
1.000 |
113-062 |
1.618 |
113-029 |
2.618 |
112-293 |
4.250 |
112-204 |
|
|
Fisher Pivots for day following 29-Aug-2018 |
Pivot |
1 day |
3 day |
R1 |
113-145 |
113-179 |
PP |
113-141 |
113-163 |
S1 |
113-137 |
113-148 |
|