ECBOT 5 Year T-Note Future June 2018
| Trading Metrics calculated at close of trading on 02-Apr-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Mar-2018 |
02-Apr-2018 |
Change |
Change % |
Previous Week |
| Open |
114-102 |
114-120 |
0-018 |
0.0% |
114-070 |
| High |
114-160 |
114-207 |
0-047 |
0.1% |
114-198 |
| Low |
114-095 |
114-102 |
0-007 |
0.0% |
114-007 |
| Close |
114-147 |
114-182 |
0-035 |
0.1% |
114-147 |
| Range |
0-065 |
0-105 |
0-040 |
61.5% |
0-190 |
| ATR |
0-096 |
0-097 |
0-001 |
0.7% |
0-000 |
| Volume |
880,779 |
664,762 |
-216,017 |
-24.5% |
4,143,051 |
|
| Daily Pivots for day following 02-Apr-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
115-159 |
115-116 |
114-240 |
|
| R3 |
115-054 |
115-011 |
114-211 |
|
| R2 |
114-269 |
114-269 |
114-202 |
|
| R1 |
114-226 |
114-226 |
114-192 |
114-247 |
| PP |
114-164 |
114-164 |
114-164 |
114-175 |
| S1 |
114-121 |
114-121 |
114-173 |
114-142 |
| S2 |
114-059 |
114-059 |
114-163 |
|
| S3 |
113-274 |
114-016 |
114-154 |
|
| S4 |
113-169 |
113-231 |
114-125 |
|
|
| 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 |
114-007 |
0-200 |
0.5% |
0-099 |
0.3% |
88% |
True |
False |
961,562 |
| 10 |
114-207 |
113-190 |
1-017 |
0.9% |
0-097 |
0.3% |
93% |
True |
False |
991,518 |
| 20 |
114-207 |
113-190 |
1-017 |
0.9% |
0-088 |
0.2% |
93% |
True |
False |
886,764 |
| 40 |
115-127 |
113-190 |
1-257 |
1.6% |
0-109 |
0.3% |
54% |
False |
False |
722,493 |
| 60 |
115-227 |
113-190 |
2-037 |
1.8% |
0-092 |
0.3% |
46% |
False |
False |
482,556 |
| 80 |
116-160 |
113-190 |
2-290 |
2.5% |
0-069 |
0.2% |
34% |
False |
False |
361,917 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
116-014 |
|
2.618 |
115-162 |
|
1.618 |
115-057 |
|
1.000 |
114-312 |
|
0.618 |
114-272 |
|
HIGH |
114-207 |
|
0.618 |
114-167 |
|
0.500 |
114-155 |
|
0.382 |
114-143 |
|
LOW |
114-102 |
|
0.618 |
114-038 |
|
1.000 |
113-318 |
|
1.618 |
113-253 |
|
2.618 |
113-148 |
|
4.250 |
112-296 |
|
|
| Fisher Pivots for day following 02-Apr-2018 |
| Pivot |
1 day |
3 day |
| R1 |
114-173 |
114-170 |
| PP |
114-164 |
114-157 |
| S1 |
114-155 |
114-145 |
|