ECBOT 5 Year T-Note Future June 2018
Trading Metrics calculated at close of trading on 25-Apr-2018 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Apr-2018 |
25-Apr-2018 |
Change |
Change % |
Previous Week |
Open |
113-102 |
113-098 |
-0-005 |
0.0% |
113-310 |
High |
113-127 |
113-113 |
-0-015 |
0.0% |
113-313 |
Low |
113-070 |
113-062 |
-0-008 |
0.0% |
113-130 |
Close |
113-125 |
113-095 |
-0-030 |
-0.1% |
113-142 |
Range |
0-057 |
0-050 |
-0-007 |
-13.0% |
0-182 |
ATR |
0-079 |
0-078 |
-0-001 |
-1.5% |
0-000 |
Volume |
850,893 |
1,151,982 |
301,089 |
35.4% |
3,551,833 |
|
Daily Pivots for day following 25-Apr-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
113-240 |
113-218 |
113-123 |
|
R3 |
113-190 |
113-168 |
113-109 |
|
R2 |
113-140 |
113-140 |
113-104 |
|
R1 |
113-118 |
113-118 |
113-100 |
113-104 |
PP |
113-090 |
113-090 |
113-090 |
113-083 |
S1 |
113-067 |
113-067 |
113-090 |
113-054 |
S2 |
113-040 |
113-040 |
113-086 |
|
S3 |
112-310 |
113-017 |
113-081 |
|
S4 |
112-260 |
112-287 |
113-067 |
|
|
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 |
113-245 |
113-062 |
0-182 |
0.5% |
0-061 |
0.2% |
18% |
False |
True |
874,555 |
10 |
114-100 |
113-062 |
1-038 |
1.0% |
0-066 |
0.2% |
9% |
False |
True |
778,290 |
20 |
114-207 |
113-062 |
1-145 |
1.3% |
0-074 |
0.2% |
7% |
False |
True |
799,825 |
40 |
114-207 |
113-062 |
1-145 |
1.3% |
0-083 |
0.2% |
7% |
False |
True |
861,876 |
60 |
115-127 |
113-062 |
2-065 |
1.9% |
0-097 |
0.3% |
5% |
False |
True |
700,708 |
80 |
116-033 |
113-062 |
2-290 |
2.6% |
0-084 |
0.2% |
3% |
False |
True |
525,865 |
100 |
116-160 |
113-062 |
3-098 |
2.9% |
0-067 |
0.2% |
3% |
False |
True |
420,692 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
114-005 |
2.618 |
113-243 |
1.618 |
113-193 |
1.000 |
113-163 |
0.618 |
113-143 |
HIGH |
113-113 |
0.618 |
113-093 |
0.500 |
113-088 |
0.382 |
113-082 |
LOW |
113-062 |
0.618 |
113-032 |
1.000 |
113-012 |
1.618 |
112-302 |
2.618 |
112-252 |
4.250 |
112-170 |
|
|
Fisher Pivots for day following 25-Apr-2018 |
Pivot |
1 day |
3 day |
R1 |
113-093 |
113-099 |
PP |
113-090 |
113-098 |
S1 |
113-088 |
113-096 |
|