ECBOT 5 Year T-Note Future June 2018
| Trading Metrics calculated at close of trading on 20-Apr-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Apr-2018 |
20-Apr-2018 |
Change |
Change % |
Previous Week |
| Open |
113-235 |
113-198 |
-0-038 |
-0.1% |
113-310 |
| High |
113-245 |
113-210 |
-0-035 |
-0.1% |
113-313 |
| Low |
113-173 |
113-130 |
-0-042 |
-0.1% |
113-130 |
| Close |
113-190 |
113-142 |
-0-048 |
-0.1% |
113-142 |
| Range |
0-072 |
0-080 |
0-008 |
10.4% |
0-182 |
| ATR |
0-083 |
0-082 |
0-000 |
-0.2% |
0-000 |
| Volume |
942,937 |
666,201 |
-276,736 |
-29.3% |
3,551,833 |
|
| Daily Pivots for day following 20-Apr-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
114-081 |
114-032 |
113-186 |
|
| R3 |
114-001 |
113-272 |
113-164 |
|
| R2 |
113-241 |
113-241 |
113-157 |
|
| R1 |
113-192 |
113-192 |
113-150 |
113-176 |
| PP |
113-161 |
113-161 |
113-161 |
113-153 |
| S1 |
113-112 |
113-112 |
113-135 |
113-096 |
| S2 |
113-081 |
113-081 |
113-128 |
|
| S3 |
113-001 |
113-032 |
113-120 |
|
| S4 |
112-241 |
112-272 |
113-098 |
|
|
| Weekly Pivots for week ending 20-Apr-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
115-102 |
114-305 |
113-243 |
|
| R3 |
114-240 |
114-122 |
113-193 |
|
| R2 |
114-058 |
114-058 |
113-176 |
|
| R1 |
113-260 |
113-260 |
113-159 |
113-228 |
| PP |
113-195 |
113-195 |
113-195 |
113-179 |
| S1 |
113-078 |
113-078 |
113-126 |
113-045 |
| S2 |
113-013 |
113-013 |
113-109 |
|
| S3 |
112-150 |
112-215 |
113-092 |
|
| S4 |
111-288 |
112-033 |
113-042 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
113-313 |
113-130 |
0-182 |
0.5% |
0-065 |
0.2% |
7% |
False |
True |
710,366 |
| 10 |
114-135 |
113-130 |
1-005 |
0.9% |
0-072 |
0.2% |
4% |
False |
True |
716,897 |
| 20 |
114-207 |
113-130 |
1-077 |
1.1% |
0-081 |
0.2% |
3% |
False |
True |
813,420 |
| 40 |
114-207 |
113-130 |
1-077 |
1.1% |
0-086 |
0.2% |
3% |
False |
True |
911,380 |
| 60 |
115-127 |
113-130 |
1-317 |
1.8% |
0-099 |
0.3% |
2% |
False |
True |
654,769 |
| 80 |
116-033 |
113-130 |
2-222 |
2.4% |
0-082 |
0.2% |
1% |
False |
True |
491,320 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
114-230 |
|
2.618 |
114-099 |
|
1.618 |
114-019 |
|
1.000 |
113-290 |
|
0.618 |
113-259 |
|
HIGH |
113-210 |
|
0.618 |
113-179 |
|
0.500 |
113-170 |
|
0.382 |
113-161 |
|
LOW |
113-130 |
|
0.618 |
113-081 |
|
1.000 |
113-050 |
|
1.618 |
113-001 |
|
2.618 |
112-241 |
|
4.250 |
112-110 |
|
|
| Fisher Pivots for day following 20-Apr-2018 |
| Pivot |
1 day |
3 day |
| R1 |
113-170 |
113-216 |
| PP |
113-161 |
113-192 |
| S1 |
113-152 |
113-167 |
|