ECBOT 5 Year T-Note Future June 2018
| Trading Metrics calculated at close of trading on 26-Apr-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Apr-2018 |
26-Apr-2018 |
Change |
Change % |
Previous Week |
| Open |
113-098 |
113-090 |
-0-007 |
0.0% |
113-310 |
| High |
113-113 |
113-142 |
0-030 |
0.1% |
113-313 |
| Low |
113-062 |
113-085 |
0-022 |
0.1% |
113-130 |
| Close |
113-095 |
113-120 |
0-025 |
0.1% |
113-142 |
| Range |
0-050 |
0-058 |
0-007 |
15.0% |
0-182 |
| ATR |
0-078 |
0-076 |
-0-001 |
-1.8% |
0-000 |
| Volume |
1,151,982 |
843,011 |
-308,971 |
-26.8% |
3,551,833 |
|
| Daily Pivots for day following 26-Apr-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
113-288 |
113-262 |
113-152 |
|
| R3 |
113-231 |
113-204 |
113-136 |
|
| R2 |
113-173 |
113-173 |
113-131 |
|
| R1 |
113-147 |
113-147 |
113-125 |
113-160 |
| PP |
113-116 |
113-116 |
113-116 |
113-122 |
| S1 |
113-089 |
113-089 |
113-115 |
113-102 |
| S2 |
113-058 |
113-058 |
113-109 |
|
| S3 |
113-001 |
113-032 |
113-104 |
|
| S4 |
112-263 |
112-294 |
113-088 |
|
|
| 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 |
113-210 |
113-062 |
0-148 |
0.4% |
0-058 |
0.2% |
39% |
False |
False |
854,569 |
| 10 |
114-027 |
113-062 |
0-285 |
0.8% |
0-060 |
0.2% |
20% |
False |
False |
779,844 |
| 20 |
114-207 |
113-062 |
1-145 |
1.3% |
0-071 |
0.2% |
12% |
False |
False |
775,221 |
| 40 |
114-207 |
113-062 |
1-145 |
1.3% |
0-082 |
0.2% |
12% |
False |
False |
855,714 |
| 60 |
115-127 |
113-062 |
2-065 |
1.9% |
0-096 |
0.3% |
8% |
False |
False |
714,688 |
| 80 |
115-293 |
113-062 |
2-230 |
2.4% |
0-085 |
0.2% |
7% |
False |
False |
536,403 |
| 100 |
116-160 |
113-062 |
3-098 |
2.9% |
0-068 |
0.2% |
5% |
False |
False |
429,122 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
114-067 |
|
2.618 |
113-293 |
|
1.618 |
113-236 |
|
1.000 |
113-200 |
|
0.618 |
113-178 |
|
HIGH |
113-142 |
|
0.618 |
113-121 |
|
0.500 |
113-114 |
|
0.382 |
113-107 |
|
LOW |
113-085 |
|
0.618 |
113-049 |
|
1.000 |
113-027 |
|
1.618 |
112-312 |
|
2.618 |
112-254 |
|
4.250 |
112-161 |
|
|
| Fisher Pivots for day following 26-Apr-2018 |
| Pivot |
1 day |
3 day |
| R1 |
113-118 |
113-114 |
| PP |
113-116 |
113-108 |
| S1 |
113-114 |
113-102 |
|