ECBOT 5 Year T-Note Future September 2018


Trading Metrics calculated at close of trading on 04-Apr-2018
Day Change Summary
Previous Current
03-Apr-2018 04-Apr-2018 Change Change % Previous Week
Open 114-010 113-315 -0-015 0.0% 114-030
High 114-010 114-033 0-022 0.1% 114-147
Low 114-005 113-290 -0-035 -0.1% 114-030
Close 114-010 113-315 -0-015 0.0% 114-147
Range 0-005 0-062 0-057 1,143.9% 0-117
ATR 0-048 0-049 0-001 2.2% 0-000
Volume
Daily Pivots for day following 04-Apr-2018
Classic Woodie Camarilla DeMark
R4 114-187 114-153 114-029
R3 114-124 114-091 114-012
R2 114-062 114-062 114-006
R1 114-028 114-028 114-001 114-026
PP 113-319 113-319 113-319 113-318
S1 113-286 113-286 113-309 113-284
S2 113-257 113-257 113-304
S3 113-194 113-223 113-298
S4 113-132 113-161 113-281
Weekly Pivots for week ending 30-Mar-2018
Classic Woodie Camarilla DeMark
R4 115-141 115-102 114-212
R3 115-023 114-304 114-180
R2 114-226 114-226 114-169
R1 114-187 114-187 114-158 114-206
PP 114-108 114-108 114-108 114-118
S1 114-069 114-069 114-137 114-089
S2 113-311 113-311 114-126
S3 113-193 113-272 114-115
S4 113-076 113-154 114-083
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 114-173 113-290 0-202 0.6% 0-028 0.1% 12% False True
10 114-173 113-255 0-238 0.7% 0-014 0.0% 25% False False
20 114-173 113-255 0-238 0.7% 0-007 0.0% 25% False False
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-002
Widest range in 26 trading days
Fibonacci Retracements and Extensions
4.250 114-298
2.618 114-196
1.618 114-134
1.000 114-095
0.618 114-071
HIGH 114-033
0.618 114-009
0.500 114-001
0.382 113-314
LOW 113-290
0.618 113-251
1.000 113-228
1.618 113-189
2.618 113-126
4.250 113-024
Fisher Pivots for day following 04-Apr-2018
Pivot 1 day 3 day
R1 114-001 114-071
PP 113-319 114-046
S1 113-317 114-020

These figures are updated between 7pm and 10pm EST after a trading day.

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