ECBOT 5 Year T-Note Future September 2018
| Trading Metrics calculated at close of trading on 30-Aug-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Aug-2018 |
30-Aug-2018 |
Change |
Change % |
Previous Week |
| Open |
113-150 |
113-125 |
-0-025 |
-0.1% |
113-198 |
| High |
113-173 |
113-182 |
0-010 |
0.0% |
113-278 |
| Low |
113-118 |
113-120 |
0-002 |
0.0% |
113-190 |
| Close |
113-133 |
113-173 |
0-040 |
0.1% |
113-222 |
| Range |
0-055 |
0-062 |
0-007 |
13.6% |
0-087 |
| ATR |
0-062 |
0-062 |
0-000 |
0.0% |
0-000 |
| Volume |
1,479,073 |
980,432 |
-498,641 |
-33.7% |
4,844,763 |
|
| Daily Pivots for day following 30-Aug-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
114-026 |
114-002 |
113-207 |
|
| R3 |
113-283 |
113-259 |
113-190 |
|
| R2 |
113-221 |
113-221 |
113-184 |
|
| R1 |
113-197 |
113-197 |
113-178 |
113-209 |
| PP |
113-158 |
113-158 |
113-158 |
113-164 |
| S1 |
113-134 |
113-134 |
113-167 |
113-146 |
| S2 |
113-096 |
113-096 |
113-161 |
|
| S3 |
113-033 |
113-072 |
113-155 |
|
| S4 |
112-291 |
113-009 |
113-138 |
|
|
| 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 |
113-240 |
113-118 |
0-122 |
0.3% |
0-056 |
0.2% |
45% |
False |
False |
1,535,179 |
| 10 |
113-278 |
113-118 |
0-160 |
0.4% |
0-056 |
0.2% |
34% |
False |
False |
1,196,751 |
| 20 |
113-278 |
113-020 |
0-258 |
0.7% |
0-063 |
0.2% |
59% |
False |
False |
980,781 |
| 40 |
113-278 |
112-305 |
0-293 |
0.8% |
0-062 |
0.2% |
64% |
False |
False |
837,407 |
| 60 |
113-278 |
112-290 |
0-307 |
0.8% |
0-067 |
0.2% |
66% |
False |
False |
813,599 |
| 80 |
114-153 |
112-147 |
2-005 |
1.8% |
0-075 |
0.2% |
53% |
False |
False |
797,624 |
| 100 |
114-153 |
112-147 |
2-005 |
1.8% |
0-070 |
0.2% |
53% |
False |
False |
639,698 |
| 120 |
114-173 |
112-147 |
2-025 |
1.8% |
0-061 |
0.2% |
52% |
False |
False |
533,088 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
114-128 |
|
2.618 |
114-026 |
|
1.618 |
113-284 |
|
1.000 |
113-245 |
|
0.618 |
113-221 |
|
HIGH |
113-182 |
|
0.618 |
113-159 |
|
0.500 |
113-151 |
|
0.382 |
113-144 |
|
LOW |
113-120 |
|
0.618 |
113-081 |
|
1.000 |
113-058 |
|
1.618 |
113-019 |
|
2.618 |
112-276 |
|
4.250 |
112-174 |
|
|
| Fisher Pivots for day following 30-Aug-2018 |
| Pivot |
1 day |
3 day |
| R1 |
113-165 |
113-168 |
| PP |
113-158 |
113-164 |
| S1 |
113-151 |
113-160 |
|