ECBOT 5 Year T-Note Future June 2018
| Trading Metrics calculated at close of trading on 18-Apr-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Apr-2018 |
18-Apr-2018 |
Change |
Change % |
Previous Week |
| Open |
113-293 |
113-293 |
0-000 |
0.0% |
114-122 |
| High |
113-313 |
113-302 |
-0-010 |
0.0% |
114-135 |
| Low |
113-270 |
113-222 |
-0-048 |
-0.1% |
113-285 |
| Close |
113-310 |
113-230 |
-0-080 |
-0.2% |
113-307 |
| Range |
0-042 |
0-080 |
0-038 |
88.3% |
0-170 |
| ATR |
0-083 |
0-083 |
0-000 |
0.4% |
0-000 |
| Volume |
577,870 |
771,972 |
194,102 |
33.6% |
3,617,138 |
|
| Daily Pivots for day following 18-Apr-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
114-172 |
114-121 |
113-274 |
|
| R3 |
114-092 |
114-041 |
113-252 |
|
| R2 |
114-012 |
114-012 |
113-245 |
|
| R1 |
113-281 |
113-281 |
113-237 |
113-266 |
| PP |
113-252 |
113-252 |
113-252 |
113-244 |
| S1 |
113-201 |
113-201 |
113-223 |
113-186 |
| S2 |
113-172 |
113-172 |
113-215 |
|
| S3 |
113-092 |
113-121 |
113-208 |
|
| S4 |
113-012 |
113-041 |
113-186 |
|
|
| 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 |
114-100 |
113-222 |
0-198 |
0.5% |
0-071 |
0.2% |
4% |
False |
True |
682,026 |
| 10 |
114-140 |
113-222 |
0-238 |
0.7% |
0-070 |
0.2% |
3% |
False |
True |
719,706 |
| 20 |
114-207 |
113-190 |
1-017 |
0.9% |
0-085 |
0.2% |
12% |
False |
False |
855,337 |
| 40 |
114-207 |
113-190 |
1-017 |
0.9% |
0-087 |
0.2% |
12% |
False |
False |
924,422 |
| 60 |
115-127 |
113-190 |
1-257 |
1.6% |
0-098 |
0.3% |
7% |
False |
False |
627,985 |
| 80 |
116-033 |
113-190 |
2-162 |
2.2% |
0-080 |
0.2% |
5% |
False |
False |
471,206 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
115-002 |
|
2.618 |
114-192 |
|
1.618 |
114-112 |
|
1.000 |
114-062 |
|
0.618 |
114-032 |
|
HIGH |
113-302 |
|
0.618 |
113-272 |
|
0.500 |
113-262 |
|
0.382 |
113-253 |
|
LOW |
113-222 |
|
0.618 |
113-173 |
|
1.000 |
113-142 |
|
1.618 |
113-093 |
|
2.618 |
113-013 |
|
4.250 |
112-202 |
|
|
| Fisher Pivots for day following 18-Apr-2018 |
| Pivot |
1 day |
3 day |
| R1 |
113-262 |
113-268 |
| PP |
113-252 |
113-255 |
| S1 |
113-241 |
113-243 |
|