ECBOT 5 Year T-Note Future June 2018
| Trading Metrics calculated at close of trading on 24-Apr-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Apr-2018 |
24-Apr-2018 |
Change |
Change % |
Previous Week |
| Open |
113-133 |
113-102 |
-0-030 |
-0.1% |
113-310 |
| High |
113-135 |
113-127 |
-0-008 |
0.0% |
113-313 |
| Low |
113-090 |
113-070 |
-0-020 |
-0.1% |
113-130 |
| Close |
113-107 |
113-125 |
0-018 |
0.0% |
113-142 |
| Range |
0-045 |
0-057 |
0-012 |
27.7% |
0-182 |
| ATR |
0-080 |
0-079 |
-0-002 |
-2.0% |
0-000 |
| Volume |
760,762 |
850,893 |
90,131 |
11.8% |
3,551,833 |
|
| Daily Pivots for day following 24-Apr-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
113-280 |
113-260 |
113-157 |
|
| R3 |
113-222 |
113-202 |
113-141 |
|
| R2 |
113-165 |
113-165 |
113-136 |
|
| R1 |
113-145 |
113-145 |
113-130 |
113-155 |
| PP |
113-107 |
113-107 |
113-107 |
113-112 |
| S1 |
113-088 |
113-088 |
113-120 |
113-098 |
| S2 |
113-050 |
113-050 |
113-114 |
|
| S3 |
112-313 |
113-030 |
113-109 |
|
| S4 |
112-255 |
112-293 |
113-093 |
|
|
| 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 |
113-302 |
113-070 |
0-232 |
0.6% |
0-067 |
0.2% |
24% |
False |
True |
798,553 |
| 10 |
114-135 |
113-070 |
1-065 |
1.1% |
0-069 |
0.2% |
14% |
False |
True |
743,916 |
| 20 |
114-207 |
113-070 |
1-137 |
1.3% |
0-078 |
0.2% |
12% |
False |
True |
800,601 |
| 40 |
114-207 |
113-070 |
1-137 |
1.3% |
0-085 |
0.2% |
12% |
False |
True |
869,972 |
| 60 |
115-127 |
113-070 |
2-057 |
1.9% |
0-098 |
0.3% |
8% |
False |
True |
681,565 |
| 80 |
116-033 |
113-070 |
2-282 |
2.5% |
0-083 |
0.2% |
6% |
False |
True |
511,466 |
| 100 |
116-180 |
113-070 |
3-110 |
2.9% |
0-067 |
0.2% |
5% |
False |
True |
409,172 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
114-052 |
|
2.618 |
113-278 |
|
1.618 |
113-220 |
|
1.000 |
113-185 |
|
0.618 |
113-163 |
|
HIGH |
113-127 |
|
0.618 |
113-106 |
|
0.500 |
113-099 |
|
0.382 |
113-092 |
|
LOW |
113-070 |
|
0.618 |
113-034 |
|
1.000 |
113-013 |
|
1.618 |
112-297 |
|
2.618 |
112-240 |
|
4.250 |
112-146 |
|
|
| Fisher Pivots for day following 24-Apr-2018 |
| Pivot |
1 day |
3 day |
| R1 |
113-116 |
113-140 |
| PP |
113-107 |
113-135 |
| S1 |
113-099 |
113-130 |
|