ECBOT 5 Year T-Note Future September 2018
Trading Metrics calculated at close of trading on 31-Aug-2018 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Aug-2018 |
31-Aug-2018 |
Change |
Change % |
Previous Week |
Open |
113-125 |
113-175 |
0-050 |
0.1% |
113-235 |
High |
113-182 |
113-213 |
0-030 |
0.1% |
113-240 |
Low |
113-120 |
113-173 |
0-053 |
0.1% |
113-118 |
Close |
113-173 |
113-200 |
0-027 |
0.1% |
113-200 |
Range |
0-062 |
0-040 |
-0-022 |
-36.0% |
0-122 |
ATR |
0-062 |
0-061 |
-0-002 |
-2.6% |
0-000 |
Volume |
980,432 |
257,890 |
-722,542 |
-73.7% |
6,742,481 |
|
Daily Pivots for day following 31-Aug-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
113-315 |
113-298 |
113-222 |
|
R3 |
113-275 |
113-258 |
113-211 |
|
R2 |
113-235 |
113-235 |
113-207 |
|
R1 |
113-218 |
113-218 |
113-204 |
113-226 |
PP |
113-195 |
113-195 |
113-195 |
113-199 |
S1 |
113-178 |
113-178 |
113-196 |
113-186 |
S2 |
113-155 |
113-155 |
113-193 |
|
S3 |
113-115 |
113-138 |
113-189 |
|
S4 |
113-075 |
113-098 |
113-178 |
|
|
Weekly Pivots for week ending 31-Aug-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
114-233 |
114-179 |
113-267 |
|
R3 |
114-111 |
114-057 |
113-234 |
|
R2 |
113-308 |
113-308 |
113-222 |
|
R1 |
113-254 |
113-254 |
113-211 |
113-220 |
PP |
113-186 |
113-186 |
113-186 |
113-169 |
S1 |
113-132 |
113-132 |
113-189 |
113-098 |
S2 |
113-063 |
113-063 |
113-178 |
|
S3 |
112-261 |
113-009 |
113-166 |
|
S4 |
112-138 |
112-207 |
113-133 |
|
|
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% |
0-055 |
0.1% |
67% |
False |
False |
1,348,496 |
10 |
113-278 |
113-118 |
0-160 |
0.4% |
0-055 |
0.2% |
52% |
False |
False |
1,158,724 |
20 |
113-278 |
113-045 |
0-233 |
0.6% |
0-061 |
0.2% |
67% |
False |
False |
957,536 |
40 |
113-278 |
112-305 |
0-293 |
0.8% |
0-061 |
0.2% |
74% |
False |
False |
829,969 |
60 |
113-278 |
112-290 |
0-307 |
0.8% |
0-065 |
0.2% |
75% |
False |
False |
799,542 |
80 |
114-153 |
112-147 |
2-005 |
1.8% |
0-075 |
0.2% |
58% |
False |
False |
799,616 |
100 |
114-153 |
112-147 |
2-005 |
1.8% |
0-070 |
0.2% |
58% |
False |
False |
642,267 |
120 |
114-173 |
112-147 |
2-025 |
1.8% |
0-061 |
0.2% |
56% |
False |
False |
535,237 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
114-063 |
2.618 |
113-317 |
1.618 |
113-277 |
1.000 |
113-253 |
0.618 |
113-237 |
HIGH |
113-213 |
0.618 |
113-197 |
0.500 |
113-193 |
0.382 |
113-188 |
LOW |
113-173 |
0.618 |
113-148 |
1.000 |
113-133 |
1.618 |
113-108 |
2.618 |
113-068 |
4.250 |
113-003 |
|
|
Fisher Pivots for day following 31-Aug-2018 |
Pivot |
1 day |
3 day |
R1 |
113-198 |
113-188 |
PP |
113-195 |
113-177 |
S1 |
113-193 |
113-165 |
|