ECBOT 5 Year T-Note Future June 2018
| Trading Metrics calculated at close of trading on 10-Apr-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Apr-2018 |
10-Apr-2018 |
Change |
Change % |
Previous Week |
| Open |
114-122 |
114-105 |
-0-018 |
0.0% |
114-120 |
| High |
114-127 |
114-118 |
-0-010 |
0.0% |
114-207 |
| Low |
114-067 |
114-050 |
-0-017 |
0.0% |
114-040 |
| Close |
114-100 |
114-067 |
-0-033 |
-0.1% |
114-125 |
| Range |
0-060 |
0-067 |
0-007 |
12.5% |
0-167 |
| ATR |
0-091 |
0-089 |
-0-002 |
-1.8% |
0-000 |
| Volume |
565,116 |
776,350 |
211,234 |
37.4% |
3,848,028 |
|
| Daily Pivots for day following 10-Apr-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
114-281 |
114-242 |
114-105 |
|
| R3 |
114-213 |
114-174 |
114-086 |
|
| R2 |
114-146 |
114-146 |
114-080 |
|
| R1 |
114-107 |
114-107 |
114-074 |
114-092 |
| PP |
114-078 |
114-078 |
114-078 |
114-071 |
| S1 |
114-039 |
114-039 |
114-061 |
114-025 |
| S2 |
114-011 |
114-011 |
114-055 |
|
| S3 |
113-263 |
113-292 |
114-049 |
|
| S4 |
113-196 |
113-224 |
114-030 |
|
|
| 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 |
114-158 |
114-040 |
0-118 |
0.3% |
0-071 |
0.2% |
23% |
False |
False |
743,930 |
| 10 |
114-207 |
114-007 |
0-200 |
0.5% |
0-087 |
0.2% |
30% |
False |
False |
857,286 |
| 20 |
114-207 |
113-190 |
1-017 |
0.9% |
0-086 |
0.2% |
59% |
False |
False |
886,701 |
| 40 |
114-207 |
113-190 |
1-017 |
0.9% |
0-091 |
0.3% |
59% |
False |
False |
830,586 |
| 60 |
115-127 |
113-190 |
1-257 |
1.6% |
0-096 |
0.3% |
34% |
False |
False |
557,889 |
| 80 |
116-160 |
113-190 |
2-290 |
2.5% |
0-075 |
0.2% |
21% |
False |
False |
418,476 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
115-084 |
|
2.618 |
114-294 |
|
1.618 |
114-227 |
|
1.000 |
114-185 |
|
0.618 |
114-159 |
|
HIGH |
114-118 |
|
0.618 |
114-092 |
|
0.500 |
114-084 |
|
0.382 |
114-076 |
|
LOW |
114-050 |
|
0.618 |
114-008 |
|
1.000 |
113-303 |
|
1.618 |
113-261 |
|
2.618 |
113-193 |
|
4.250 |
113-083 |
|
|
| Fisher Pivots for day following 10-Apr-2018 |
| Pivot |
1 day |
3 day |
| R1 |
114-084 |
114-091 |
| PP |
114-078 |
114-083 |
| S1 |
114-073 |
114-075 |
|