ECBOT 5 Year T-Note Future June 2018
| Trading Metrics calculated at close of trading on 11-Apr-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Apr-2018 |
11-Apr-2018 |
Change |
Change % |
Previous Week |
| Open |
114-105 |
114-053 |
-0-052 |
-0.1% |
114-120 |
| High |
114-118 |
114-135 |
0-018 |
0.0% |
114-207 |
| Low |
114-050 |
114-053 |
0-002 |
0.0% |
114-040 |
| Close |
114-067 |
114-078 |
0-010 |
0.0% |
114-125 |
| Range |
0-067 |
0-082 |
0-015 |
22.2% |
0-167 |
| ATR |
0-089 |
0-089 |
0-000 |
-0.5% |
0-000 |
| Volume |
776,350 |
808,234 |
31,884 |
4.1% |
3,848,028 |
|
| Daily Pivots for day following 11-Apr-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
115-016 |
114-289 |
114-123 |
|
| R3 |
114-253 |
114-207 |
114-100 |
|
| R2 |
114-171 |
114-171 |
114-093 |
|
| R1 |
114-124 |
114-124 |
114-085 |
114-148 |
| PP |
114-088 |
114-088 |
114-088 |
114-100 |
| S1 |
114-042 |
114-042 |
114-070 |
114-065 |
| S2 |
114-006 |
114-006 |
114-062 |
|
| S3 |
113-243 |
113-279 |
114-055 |
|
| S4 |
113-161 |
113-197 |
114-032 |
|
|
| Weekly Pivots for week ending 06-Apr-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
115-307 |
115-223 |
114-217 |
|
| R3 |
115-139 |
115-056 |
114-171 |
|
| R2 |
114-292 |
114-292 |
114-156 |
|
| R1 |
114-208 |
114-208 |
114-140 |
114-250 |
| PP |
114-124 |
114-124 |
114-124 |
114-145 |
| S1 |
114-041 |
114-041 |
114-110 |
114-082 |
| S2 |
113-277 |
113-277 |
114-094 |
|
| S3 |
113-109 |
113-193 |
114-079 |
|
| S4 |
112-262 |
113-026 |
114-033 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
114-140 |
114-040 |
0-100 |
0.3% |
0-068 |
0.2% |
38% |
False |
False |
757,385 |
| 10 |
114-207 |
114-040 |
0-167 |
0.5% |
0-081 |
0.2% |
22% |
False |
False |
821,360 |
| 20 |
114-207 |
113-190 |
1-017 |
0.9% |
0-086 |
0.2% |
61% |
False |
False |
877,140 |
| 40 |
114-207 |
113-190 |
1-017 |
0.9% |
0-092 |
0.3% |
61% |
False |
False |
850,079 |
| 60 |
115-127 |
113-190 |
1-257 |
1.6% |
0-096 |
0.3% |
36% |
False |
False |
571,318 |
| 80 |
116-125 |
113-190 |
2-255 |
2.4% |
0-076 |
0.2% |
23% |
False |
False |
428,579 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
115-166 |
|
2.618 |
115-031 |
|
1.618 |
114-268 |
|
1.000 |
114-218 |
|
0.618 |
114-186 |
|
HIGH |
114-135 |
|
0.618 |
114-103 |
|
0.500 |
114-094 |
|
0.382 |
114-084 |
|
LOW |
114-053 |
|
0.618 |
114-002 |
|
1.000 |
113-290 |
|
1.618 |
113-239 |
|
2.618 |
113-157 |
|
4.250 |
113-022 |
|
|
| Fisher Pivots for day following 11-Apr-2018 |
| Pivot |
1 day |
3 day |
| R1 |
114-094 |
114-093 |
| PP |
114-088 |
114-088 |
| S1 |
114-083 |
114-083 |
|