ECBOT 5 Year T-Note Future June 2018
| Trading Metrics calculated at close of trading on 05-Apr-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Apr-2018 |
05-Apr-2018 |
Change |
Change % |
Previous Week |
| Open |
114-115 |
114-070 |
-0-045 |
-0.1% |
114-070 |
| High |
114-158 |
114-075 |
-0-082 |
-0.2% |
114-198 |
| Low |
114-065 |
114-040 |
-0-025 |
-0.1% |
114-007 |
| Close |
114-095 |
114-045 |
-0-050 |
-0.1% |
114-147 |
| Range |
0-093 |
0-035 |
-0-058 |
-62.2% |
0-190 |
| ATR |
0-096 |
0-093 |
-0-003 |
-3.0% |
0-000 |
| Volume |
740,959 |
671,866 |
-69,093 |
-9.3% |
4,143,051 |
|
| Daily Pivots for day following 05-Apr-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
114-158 |
114-137 |
114-064 |
|
| R3 |
114-123 |
114-102 |
114-055 |
|
| R2 |
114-088 |
114-088 |
114-051 |
|
| R1 |
114-067 |
114-067 |
114-048 |
114-060 |
| PP |
114-053 |
114-053 |
114-053 |
114-050 |
| S1 |
114-032 |
114-032 |
114-042 |
114-025 |
| S2 |
114-018 |
114-018 |
114-039 |
|
| S3 |
113-303 |
113-317 |
114-035 |
|
| S4 |
113-268 |
113-282 |
114-026 |
|
|
| 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 |
114-040 |
0-167 |
0.5% |
0-078 |
0.2% |
3% |
False |
True |
752,688 |
| 10 |
114-207 |
113-275 |
0-252 |
0.7% |
0-093 |
0.3% |
36% |
False |
False |
953,685 |
| 20 |
114-207 |
113-190 |
1-017 |
0.9% |
0-084 |
0.2% |
52% |
False |
False |
872,997 |
| 40 |
114-270 |
113-190 |
1-080 |
1.1% |
0-097 |
0.3% |
44% |
False |
False |
776,036 |
| 60 |
115-193 |
113-190 |
2-002 |
1.8% |
0-095 |
0.3% |
27% |
False |
False |
519,494 |
| 80 |
116-160 |
113-190 |
2-290 |
2.5% |
0-072 |
0.2% |
19% |
False |
False |
389,641 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
114-224 |
|
2.618 |
114-167 |
|
1.618 |
114-132 |
|
1.000 |
114-110 |
|
0.618 |
114-097 |
|
HIGH |
114-075 |
|
0.618 |
114-062 |
|
0.500 |
114-058 |
|
0.382 |
114-053 |
|
LOW |
114-040 |
|
0.618 |
114-018 |
|
1.000 |
114-005 |
|
1.618 |
113-303 |
|
2.618 |
113-268 |
|
4.250 |
113-211 |
|
|
| Fisher Pivots for day following 05-Apr-2018 |
| Pivot |
1 day |
3 day |
| R1 |
114-058 |
114-111 |
| PP |
114-053 |
114-089 |
| S1 |
114-049 |
114-067 |
|