ECBOT 5 Year T-Note Future September 2018
Trading Metrics calculated at close of trading on 25-Jun-2018 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Jun-2018 |
25-Jun-2018 |
Change |
Change % |
Previous Week |
Open |
113-133 |
113-127 |
-0-005 |
0.0% |
113-080 |
High |
113-142 |
113-185 |
0-042 |
0.1% |
113-200 |
Low |
113-095 |
113-127 |
0-032 |
0.1% |
113-050 |
Close |
113-125 |
113-173 |
0-048 |
0.1% |
113-125 |
Range |
0-047 |
0-058 |
0-010 |
21.1% |
0-150 |
ATR |
0-090 |
0-088 |
-0-002 |
-2.4% |
0-000 |
Volume |
486,038 |
879,868 |
393,830 |
81.0% |
3,350,338 |
|
Daily Pivots for day following 25-Jun-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
114-014 |
113-311 |
113-204 |
|
R3 |
113-277 |
113-253 |
113-188 |
|
R2 |
113-219 |
113-219 |
113-183 |
|
R1 |
113-196 |
113-196 |
113-178 |
113-208 |
PP |
113-162 |
113-162 |
113-162 |
113-167 |
S1 |
113-138 |
113-138 |
113-167 |
113-150 |
S2 |
113-104 |
113-104 |
113-162 |
|
S3 |
113-047 |
113-081 |
113-157 |
|
S4 |
112-309 |
113-023 |
113-141 |
|
|
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% |
0-079 |
0.2% |
82% |
False |
False |
752,046 |
10 |
113-200 |
112-290 |
0-230 |
0.6% |
0-075 |
0.2% |
88% |
False |
False |
764,754 |
20 |
114-153 |
112-290 |
1-182 |
1.4% |
0-107 |
0.3% |
40% |
False |
False |
1,031,476 |
40 |
114-153 |
112-147 |
2-005 |
1.8% |
0-084 |
0.2% |
53% |
False |
False |
633,050 |
60 |
114-173 |
112-147 |
2-025 |
1.8% |
0-072 |
0.2% |
52% |
False |
False |
423,150 |
80 |
114-173 |
112-147 |
2-025 |
1.8% |
0-054 |
0.1% |
52% |
False |
False |
317,363 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
114-109 |
2.618 |
114-016 |
1.618 |
113-278 |
1.000 |
113-242 |
0.618 |
113-221 |
HIGH |
113-185 |
0.618 |
113-163 |
0.500 |
113-156 |
0.382 |
113-149 |
LOW |
113-127 |
0.618 |
113-092 |
1.000 |
113-070 |
1.618 |
113-034 |
2.618 |
112-297 |
4.250 |
112-203 |
|
|
Fisher Pivots for day following 25-Jun-2018 |
Pivot |
1 day |
3 day |
R1 |
113-167 |
113-154 |
PP |
113-162 |
113-136 |
S1 |
113-156 |
113-118 |
|