ECBOT 5 Year T-Note Future June 2018
| Trading Metrics calculated at close of trading on 19-Apr-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Apr-2018 |
19-Apr-2018 |
Change |
Change % |
Previous Week |
| Open |
113-293 |
113-235 |
-0-058 |
-0.2% |
114-122 |
| High |
113-302 |
113-245 |
-0-058 |
-0.2% |
114-135 |
| Low |
113-222 |
113-173 |
-0-050 |
-0.1% |
113-285 |
| Close |
113-230 |
113-190 |
-0-040 |
-0.1% |
113-307 |
| Range |
0-080 |
0-072 |
-0-008 |
-9.4% |
0-170 |
| ATR |
0-083 |
0-083 |
-0-001 |
-0.9% |
0-000 |
| Volume |
771,972 |
942,937 |
170,965 |
22.1% |
3,617,138 |
|
| Daily Pivots for day following 19-Apr-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
114-100 |
114-057 |
113-230 |
|
| R3 |
114-027 |
113-305 |
113-210 |
|
| R2 |
113-275 |
113-275 |
113-203 |
|
| R1 |
113-233 |
113-233 |
113-197 |
113-218 |
| PP |
113-203 |
113-203 |
113-203 |
113-195 |
| S1 |
113-160 |
113-160 |
113-183 |
113-145 |
| S2 |
113-130 |
113-130 |
113-177 |
|
| S3 |
113-058 |
113-088 |
113-170 |
|
| S4 |
112-305 |
113-015 |
113-150 |
|
|
| Weekly Pivots for week ending 13-Apr-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
115-219 |
115-113 |
114-081 |
|
| R3 |
115-049 |
114-263 |
114-034 |
|
| R2 |
114-199 |
114-199 |
114-019 |
|
| R1 |
114-093 |
114-093 |
114-003 |
114-061 |
| PP |
114-029 |
114-029 |
114-029 |
114-013 |
| S1 |
113-243 |
113-243 |
113-292 |
113-211 |
| S2 |
113-179 |
113-179 |
113-276 |
|
| S3 |
113-009 |
113-073 |
113-261 |
|
| S4 |
112-159 |
112-223 |
113-214 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
114-027 |
113-173 |
0-175 |
0.5% |
0-062 |
0.2% |
10% |
False |
True |
705,118 |
| 10 |
114-140 |
113-173 |
0-287 |
0.8% |
0-073 |
0.2% |
6% |
False |
True |
746,813 |
| 20 |
114-207 |
113-173 |
1-035 |
1.0% |
0-083 |
0.2% |
5% |
False |
True |
850,249 |
| 40 |
114-207 |
113-173 |
1-035 |
1.0% |
0-086 |
0.2% |
5% |
False |
True |
926,716 |
| 60 |
115-127 |
113-173 |
1-275 |
1.6% |
0-098 |
0.3% |
3% |
False |
True |
643,683 |
| 80 |
116-033 |
113-173 |
2-180 |
2.3% |
0-081 |
0.2% |
2% |
False |
True |
482,992 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
114-233 |
|
2.618 |
114-115 |
|
1.618 |
114-042 |
|
1.000 |
113-317 |
|
0.618 |
113-290 |
|
HIGH |
113-245 |
|
0.618 |
113-217 |
|
0.500 |
113-209 |
|
0.382 |
113-200 |
|
LOW |
113-173 |
|
0.618 |
113-128 |
|
1.000 |
113-100 |
|
1.618 |
113-055 |
|
2.618 |
112-303 |
|
4.250 |
112-184 |
|
|
| Fisher Pivots for day following 19-Apr-2018 |
| Pivot |
1 day |
3 day |
| R1 |
113-209 |
113-243 |
| PP |
113-203 |
113-225 |
| S1 |
113-196 |
113-208 |
|