ECBOT 5 Year T-Note Future June 2018
| Trading Metrics calculated at close of trading on 27-Apr-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Apr-2018 |
27-Apr-2018 |
Change |
Change % |
Previous Week |
| Open |
113-090 |
113-120 |
0-030 |
0.1% |
113-133 |
| High |
113-142 |
113-153 |
0-010 |
0.0% |
113-153 |
| Low |
113-085 |
113-105 |
0-020 |
0.1% |
113-062 |
| Close |
113-120 |
113-142 |
0-022 |
0.1% |
113-142 |
| Range |
0-058 |
0-048 |
-0-010 |
-17.4% |
0-090 |
| ATR |
0-076 |
0-074 |
-0-002 |
-2.7% |
0-000 |
| Volume |
843,011 |
685,097 |
-157,914 |
-18.7% |
4,291,745 |
|
| Daily Pivots for day following 27-Apr-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
113-276 |
113-257 |
113-169 |
|
| R3 |
113-228 |
113-209 |
113-156 |
|
| R2 |
113-181 |
113-181 |
113-151 |
|
| R1 |
113-162 |
113-162 |
113-147 |
113-171 |
| PP |
113-133 |
113-133 |
113-133 |
113-138 |
| S1 |
113-114 |
113-114 |
113-138 |
113-124 |
| S2 |
113-086 |
113-086 |
113-134 |
|
| S3 |
113-038 |
113-067 |
113-129 |
|
| S4 |
112-311 |
113-019 |
113-116 |
|
|
| Weekly Pivots for week ending 27-Apr-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
114-069 |
114-036 |
113-192 |
|
| R3 |
113-299 |
113-266 |
113-167 |
|
| R2 |
113-209 |
113-209 |
113-159 |
|
| R1 |
113-176 |
113-176 |
113-151 |
113-193 |
| PP |
113-119 |
113-119 |
113-119 |
113-128 |
| S1 |
113-086 |
113-086 |
113-134 |
113-102 |
| S2 |
113-029 |
113-029 |
113-126 |
|
| S3 |
112-259 |
112-316 |
113-118 |
|
| S4 |
112-169 |
112-226 |
113-093 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
113-153 |
113-062 |
0-090 |
0.2% |
0-052 |
0.1% |
89% |
True |
False |
858,349 |
| 10 |
113-313 |
113-062 |
0-250 |
0.7% |
0-058 |
0.2% |
32% |
False |
False |
784,357 |
| 20 |
114-207 |
113-062 |
1-145 |
1.3% |
0-070 |
0.2% |
17% |
False |
False |
765,437 |
| 40 |
114-207 |
113-062 |
1-145 |
1.3% |
0-080 |
0.2% |
17% |
False |
False |
837,752 |
| 60 |
115-127 |
113-062 |
2-065 |
1.9% |
0-095 |
0.3% |
11% |
False |
False |
725,931 |
| 80 |
115-265 |
113-062 |
2-202 |
2.3% |
0-085 |
0.2% |
9% |
False |
False |
544,967 |
| 100 |
116-160 |
113-062 |
3-098 |
2.9% |
0-068 |
0.2% |
8% |
False |
False |
435,973 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
114-034 |
|
2.618 |
113-277 |
|
1.618 |
113-229 |
|
1.000 |
113-200 |
|
0.618 |
113-182 |
|
HIGH |
113-153 |
|
0.618 |
113-134 |
|
0.500 |
113-129 |
|
0.382 |
113-123 |
|
LOW |
113-105 |
|
0.618 |
113-076 |
|
1.000 |
113-057 |
|
1.618 |
113-028 |
|
2.618 |
112-301 |
|
4.250 |
112-223 |
|
|
| Fisher Pivots for day following 27-Apr-2018 |
| Pivot |
1 day |
3 day |
| R1 |
113-138 |
113-131 |
| PP |
113-133 |
113-119 |
| S1 |
113-129 |
113-108 |
|