ECBOT 5 Year T-Note Future June 2018
| Trading Metrics calculated at close of trading on 03-Apr-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Apr-2018 |
03-Apr-2018 |
Change |
Change % |
Previous Week |
| Open |
114-120 |
114-178 |
0-058 |
0.2% |
114-070 |
| High |
114-207 |
114-182 |
-0-025 |
-0.1% |
114-198 |
| Low |
114-102 |
114-090 |
-0-012 |
0.0% |
114-007 |
| Close |
114-182 |
114-098 |
-0-085 |
-0.2% |
114-147 |
| Range |
0-105 |
0-092 |
-0-013 |
-11.9% |
0-190 |
| ATR |
0-097 |
0-096 |
0-000 |
-0.3% |
0-000 |
| Volume |
664,762 |
805,078 |
140,316 |
21.1% |
4,143,051 |
|
| Daily Pivots for day following 03-Apr-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
115-081 |
115-022 |
114-148 |
|
| R3 |
114-308 |
114-249 |
114-123 |
|
| R2 |
114-216 |
114-216 |
114-114 |
|
| R1 |
114-157 |
114-157 |
114-106 |
114-140 |
| PP |
114-123 |
114-123 |
114-123 |
114-115 |
| S1 |
114-064 |
114-064 |
114-089 |
114-048 |
| S2 |
114-031 |
114-031 |
114-081 |
|
| S3 |
113-258 |
113-292 |
114-072 |
|
| S4 |
113-166 |
113-199 |
114-047 |
|
|
| Weekly Pivots for week ending 30-Mar-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
116-048 |
115-288 |
114-252 |
|
| R3 |
115-178 |
115-098 |
114-200 |
|
| R2 |
114-308 |
114-308 |
114-182 |
|
| R1 |
114-227 |
114-227 |
114-165 |
114-268 |
| PP |
114-117 |
114-117 |
114-117 |
114-137 |
| S1 |
114-037 |
114-037 |
114-130 |
114-077 |
| S2 |
113-247 |
113-247 |
114-113 |
|
| S3 |
113-057 |
113-167 |
114-095 |
|
| S4 |
112-187 |
112-297 |
114-043 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
114-207 |
114-007 |
0-200 |
0.5% |
0-103 |
0.3% |
45% |
False |
False |
970,641 |
| 10 |
114-207 |
113-190 |
1-017 |
0.9% |
0-098 |
0.3% |
67% |
False |
False |
987,963 |
| 20 |
114-207 |
113-190 |
1-017 |
0.9% |
0-086 |
0.2% |
67% |
False |
False |
885,770 |
| 40 |
115-127 |
113-190 |
1-257 |
1.6% |
0-109 |
0.3% |
39% |
False |
False |
742,249 |
| 60 |
115-202 |
113-190 |
2-012 |
1.8% |
0-093 |
0.3% |
35% |
False |
False |
495,974 |
| 80 |
116-160 |
113-190 |
2-290 |
2.5% |
0-070 |
0.2% |
24% |
False |
False |
371,980 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
115-256 |
|
2.618 |
115-105 |
|
1.618 |
115-012 |
|
1.000 |
114-275 |
|
0.618 |
114-240 |
|
HIGH |
114-182 |
|
0.618 |
114-147 |
|
0.500 |
114-136 |
|
0.382 |
114-125 |
|
LOW |
114-090 |
|
0.618 |
114-033 |
|
1.000 |
113-318 |
|
1.618 |
113-260 |
|
2.618 |
113-168 |
|
4.250 |
113-017 |
|
|
| Fisher Pivots for day following 03-Apr-2018 |
| Pivot |
1 day |
3 day |
| R1 |
114-136 |
114-149 |
| PP |
114-123 |
114-132 |
| S1 |
114-110 |
114-115 |
|