ECBOT 5 Year T-Note Future June 2018
| Trading Metrics calculated at close of trading on 13-Apr-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Apr-2018 |
13-Apr-2018 |
Change |
Change % |
Previous Week |
| Open |
114-085 |
114-000 |
-0-085 |
-0.2% |
114-122 |
| High |
114-100 |
114-027 |
-0-073 |
-0.2% |
114-135 |
| Low |
113-302 |
113-285 |
-0-018 |
0.0% |
113-285 |
| Close |
113-315 |
113-307 |
-0-008 |
0.0% |
113-307 |
| Range |
0-118 |
0-062 |
-0-055 |
-46.8% |
0-170 |
| ATR |
0-091 |
0-089 |
-0-002 |
-2.2% |
0-000 |
| Volume |
827,478 |
639,960 |
-187,518 |
-22.7% |
3,617,138 |
|
| Daily Pivots for day following 13-Apr-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
114-181 |
114-147 |
114-022 |
|
| R3 |
114-118 |
114-084 |
114-005 |
|
| R2 |
114-056 |
114-056 |
113-319 |
|
| R1 |
114-022 |
114-022 |
113-313 |
114-007 |
| PP |
113-313 |
113-313 |
113-313 |
113-306 |
| S1 |
113-279 |
113-279 |
113-302 |
113-265 |
| S2 |
113-251 |
113-251 |
113-296 |
|
| S3 |
113-188 |
113-217 |
113-290 |
|
| S4 |
113-126 |
113-154 |
113-273 |
|
|
| Weekly Pivots for week ending 13-Apr-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
115-219 |
115-113 |
114-081 |
|
| R3 |
115-049 |
114-263 |
114-034 |
|
| R2 |
114-199 |
114-199 |
114-019 |
|
| R1 |
114-093 |
114-093 |
114-003 |
114-061 |
| PP |
114-029 |
114-029 |
114-029 |
114-013 |
| S1 |
113-243 |
113-243 |
113-292 |
113-211 |
| S2 |
113-179 |
113-179 |
113-276 |
|
| S3 |
113-009 |
113-073 |
113-261 |
|
| S4 |
112-159 |
112-223 |
113-214 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
114-135 |
113-285 |
0-170 |
0.5% |
0-078 |
0.2% |
13% |
False |
True |
723,427 |
| 10 |
114-207 |
113-285 |
0-242 |
0.7% |
0-081 |
0.2% |
9% |
False |
True |
746,516 |
| 20 |
114-207 |
113-190 |
1-017 |
0.9% |
0-087 |
0.2% |
35% |
False |
False |
867,531 |
| 40 |
114-207 |
113-190 |
1-017 |
0.9% |
0-090 |
0.2% |
35% |
False |
False |
884,589 |
| 60 |
115-127 |
113-190 |
1-257 |
1.6% |
0-097 |
0.3% |
20% |
False |
False |
595,716 |
| 80 |
116-075 |
113-190 |
2-205 |
2.3% |
0-078 |
0.2% |
14% |
False |
False |
446,922 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
114-293 |
|
2.618 |
114-191 |
|
1.618 |
114-129 |
|
1.000 |
114-090 |
|
0.618 |
114-066 |
|
HIGH |
114-027 |
|
0.618 |
114-004 |
|
0.500 |
113-316 |
|
0.382 |
113-309 |
|
LOW |
113-285 |
|
0.618 |
113-246 |
|
1.000 |
113-222 |
|
1.618 |
113-184 |
|
2.618 |
113-121 |
|
4.250 |
113-019 |
|
|
| Fisher Pivots for day following 13-Apr-2018 |
| Pivot |
1 day |
3 day |
| R1 |
113-316 |
114-050 |
| PP |
113-313 |
114-029 |
| S1 |
113-310 |
114-008 |
|