ECBOT 5 Year T-Note Future June 2018
Trading Metrics calculated at close of trading on 23-Apr-2018 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Apr-2018 |
23-Apr-2018 |
Change |
Change % |
Previous Week |
Open |
113-198 |
113-133 |
-0-065 |
-0.2% |
113-310 |
High |
113-210 |
113-135 |
-0-075 |
-0.2% |
113-313 |
Low |
113-130 |
113-090 |
-0-040 |
-0.1% |
113-130 |
Close |
113-142 |
113-107 |
-0-035 |
-0.1% |
113-142 |
Range |
0-080 |
0-045 |
-0-035 |
-43.8% |
0-182 |
ATR |
0-082 |
0-080 |
-0-002 |
-2.6% |
0-000 |
Volume |
666,201 |
760,762 |
94,561 |
14.2% |
3,551,833 |
|
Daily Pivots for day following 23-Apr-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
113-246 |
113-222 |
113-132 |
|
R3 |
113-201 |
113-177 |
113-120 |
|
R2 |
113-156 |
113-156 |
113-116 |
|
R1 |
113-132 |
113-132 |
113-112 |
113-121 |
PP |
113-111 |
113-111 |
113-111 |
113-106 |
S1 |
113-087 |
113-087 |
113-103 |
113-076 |
S2 |
113-066 |
113-066 |
113-099 |
|
S3 |
113-021 |
113-042 |
113-095 |
|
S4 |
112-296 |
112-317 |
113-083 |
|
|
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 |
113-090 |
0-222 |
0.6% |
0-064 |
0.2% |
8% |
False |
True |
743,948 |
10 |
114-135 |
113-090 |
1-045 |
1.0% |
0-070 |
0.2% |
5% |
False |
True |
736,461 |
20 |
114-207 |
113-090 |
1-117 |
1.2% |
0-079 |
0.2% |
4% |
False |
True |
796,040 |
40 |
114-207 |
113-090 |
1-117 |
1.2% |
0-085 |
0.2% |
4% |
False |
True |
900,918 |
60 |
115-127 |
113-090 |
2-037 |
1.9% |
0-098 |
0.3% |
3% |
False |
True |
667,423 |
80 |
116-033 |
113-090 |
2-262 |
2.5% |
0-083 |
0.2% |
2% |
False |
True |
500,829 |
100 |
116-210 |
113-090 |
3-120 |
3.0% |
0-066 |
0.2% |
2% |
False |
True |
400,663 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
114-006 |
2.618 |
113-253 |
1.618 |
113-208 |
1.000 |
113-180 |
0.618 |
113-163 |
HIGH |
113-135 |
0.618 |
113-118 |
0.500 |
113-113 |
0.382 |
113-107 |
LOW |
113-090 |
0.618 |
113-062 |
1.000 |
113-045 |
1.618 |
113-017 |
2.618 |
112-292 |
4.250 |
112-219 |
|
|
Fisher Pivots for day following 23-Apr-2018 |
Pivot |
1 day |
3 day |
R1 |
113-113 |
113-168 |
PP |
113-111 |
113-147 |
S1 |
113-109 |
113-127 |
|