ECBOT 5 Year T-Note Future June 2018
| Trading Metrics calculated at close of trading on 30-Apr-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Apr-2018 |
30-Apr-2018 |
Change |
Change % |
Previous Week |
| Open |
113-120 |
113-138 |
0-018 |
0.0% |
113-133 |
| High |
113-153 |
113-165 |
0-012 |
0.0% |
113-153 |
| Low |
113-105 |
113-120 |
0-015 |
0.0% |
113-062 |
| Close |
113-142 |
113-162 |
0-020 |
0.1% |
113-142 |
| Range |
0-048 |
0-045 |
-0-003 |
-5.3% |
0-090 |
| ATR |
0-074 |
0-072 |
-0-002 |
-2.8% |
0-000 |
| Volume |
685,097 |
829,756 |
144,659 |
21.1% |
4,291,745 |
|
| Daily Pivots for day following 30-Apr-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
113-284 |
113-268 |
113-187 |
|
| R3 |
113-239 |
113-223 |
113-175 |
|
| R2 |
113-194 |
113-194 |
113-171 |
|
| R1 |
113-178 |
113-178 |
113-167 |
113-186 |
| PP |
113-149 |
113-149 |
113-149 |
113-153 |
| S1 |
113-133 |
113-133 |
113-158 |
113-141 |
| S2 |
113-104 |
113-104 |
113-154 |
|
| S3 |
113-059 |
113-088 |
113-150 |
|
| S4 |
113-014 |
113-043 |
113-138 |
|
|
| 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 |
113-165 |
113-062 |
0-102 |
0.3% |
0-052 |
0.1% |
98% |
True |
False |
872,147 |
| 10 |
113-313 |
113-062 |
0-250 |
0.7% |
0-058 |
0.2% |
40% |
False |
False |
808,048 |
| 20 |
114-182 |
113-062 |
1-120 |
1.2% |
0-067 |
0.2% |
23% |
False |
False |
773,686 |
| 40 |
114-207 |
113-062 |
1-145 |
1.3% |
0-078 |
0.2% |
22% |
False |
False |
830,225 |
| 60 |
115-127 |
113-062 |
2-065 |
1.9% |
0-095 |
0.3% |
14% |
False |
False |
739,557 |
| 80 |
115-227 |
113-062 |
2-165 |
2.2% |
0-086 |
0.2% |
12% |
False |
False |
555,339 |
| 100 |
116-160 |
113-062 |
3-098 |
2.9% |
0-069 |
0.2% |
9% |
False |
False |
444,271 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
114-036 |
|
2.618 |
113-283 |
|
1.618 |
113-238 |
|
1.000 |
113-210 |
|
0.618 |
113-193 |
|
HIGH |
113-165 |
|
0.618 |
113-148 |
|
0.500 |
113-142 |
|
0.382 |
113-137 |
|
LOW |
113-120 |
|
0.618 |
113-092 |
|
1.000 |
113-075 |
|
1.618 |
113-047 |
|
2.618 |
113-002 |
|
4.250 |
112-249 |
|
|
| Fisher Pivots for day following 30-Apr-2018 |
| Pivot |
1 day |
3 day |
| R1 |
113-156 |
113-150 |
| PP |
113-149 |
113-137 |
| S1 |
113-142 |
113-125 |
|