ECBOT 5 Year T-Note Future September 2018
Trading Metrics calculated at close of trading on 22-Jun-2018 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Jun-2018 |
22-Jun-2018 |
Change |
Change % |
Previous Week |
Open |
113-065 |
113-133 |
0-068 |
0.2% |
113-080 |
High |
113-147 |
113-142 |
-0-005 |
0.0% |
113-200 |
Low |
113-050 |
113-095 |
0-045 |
0.1% |
113-050 |
Close |
113-135 |
113-125 |
-0-010 |
0.0% |
113-125 |
Range |
0-097 |
0-047 |
-0-050 |
-51.3% |
0-150 |
ATR |
0-093 |
0-090 |
-0-003 |
-3.5% |
0-000 |
Volume |
833,359 |
486,038 |
-347,321 |
-41.7% |
3,350,338 |
|
Daily Pivots for day following 22-Jun-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
113-263 |
113-242 |
113-151 |
|
R3 |
113-216 |
113-194 |
113-138 |
|
R2 |
113-168 |
113-168 |
113-134 |
|
R1 |
113-147 |
113-147 |
113-129 |
113-134 |
PP |
113-121 |
113-121 |
113-121 |
113-114 |
S1 |
113-099 |
113-099 |
113-121 |
113-086 |
S2 |
113-073 |
113-073 |
113-116 |
|
S3 |
113-026 |
113-052 |
113-112 |
|
S4 |
112-298 |
113-004 |
113-099 |
|
|
Weekly Pivots for week ending 22-Jun-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
114-255 |
114-180 |
113-207 |
|
R3 |
114-105 |
114-030 |
113-166 |
|
R2 |
113-275 |
113-275 |
113-152 |
|
R1 |
113-200 |
113-200 |
113-139 |
113-237 |
PP |
113-125 |
113-125 |
113-125 |
113-144 |
S1 |
113-050 |
113-050 |
113-111 |
113-088 |
S2 |
112-295 |
112-295 |
113-097 |
|
S3 |
112-145 |
112-220 |
113-084 |
|
S4 |
111-315 |
112-070 |
113-043 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
113-200 |
113-050 |
0-150 |
0.4% |
0-075 |
0.2% |
50% |
False |
False |
670,067 |
10 |
113-200 |
112-290 |
0-230 |
0.6% |
0-074 |
0.2% |
67% |
False |
False |
737,493 |
20 |
114-153 |
112-290 |
1-182 |
1.4% |
0-110 |
0.3% |
31% |
False |
False |
1,064,099 |
40 |
114-153 |
112-147 |
2-005 |
1.8% |
0-084 |
0.2% |
46% |
False |
False |
611,141 |
60 |
114-173 |
112-147 |
2-025 |
1.8% |
0-071 |
0.2% |
45% |
False |
False |
408,486 |
80 |
114-173 |
112-147 |
2-025 |
1.8% |
0-054 |
0.1% |
45% |
False |
False |
306,364 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
114-024 |
2.618 |
113-267 |
1.618 |
113-219 |
1.000 |
113-190 |
0.618 |
113-172 |
HIGH |
113-142 |
0.618 |
113-124 |
0.500 |
113-119 |
0.382 |
113-113 |
LOW |
113-095 |
0.618 |
113-066 |
1.000 |
113-048 |
1.618 |
113-018 |
2.618 |
112-291 |
4.250 |
112-213 |
|
|
Fisher Pivots for day following 22-Jun-2018 |
Pivot |
1 day |
3 day |
R1 |
113-123 |
113-117 |
PP |
113-121 |
113-108 |
S1 |
113-119 |
113-100 |
|