ECBOT 5 Year T-Note Future June 2018
| Trading Metrics calculated at close of trading on 06-Apr-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Apr-2018 |
06-Apr-2018 |
Change |
Change % |
Previous Week |
| Open |
114-070 |
114-047 |
-0-023 |
-0.1% |
114-120 |
| High |
114-075 |
114-140 |
0-065 |
0.2% |
114-207 |
| Low |
114-040 |
114-042 |
0-002 |
0.0% |
114-040 |
| Close |
114-045 |
114-125 |
0-080 |
0.2% |
114-125 |
| Range |
0-035 |
0-098 |
0-062 |
178.5% |
0-167 |
| ATR |
0-093 |
0-093 |
0-000 |
0.3% |
0-000 |
| Volume |
671,866 |
965,363 |
293,497 |
43.7% |
3,848,028 |
|
| Daily Pivots for day following 06-Apr-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
115-075 |
115-038 |
114-179 |
|
| R3 |
114-298 |
114-260 |
114-152 |
|
| R2 |
114-200 |
114-200 |
114-143 |
|
| R1 |
114-162 |
114-162 |
114-134 |
114-181 |
| PP |
114-102 |
114-102 |
114-102 |
114-112 |
| S1 |
114-065 |
114-065 |
114-116 |
114-084 |
| S2 |
114-005 |
114-005 |
114-107 |
|
| S3 |
113-227 |
113-287 |
114-098 |
|
| S4 |
113-130 |
113-190 |
114-071 |
|
|
| 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 |
114-207 |
114-040 |
0-167 |
0.5% |
0-084 |
0.2% |
51% |
False |
False |
769,605 |
| 10 |
114-207 |
114-007 |
0-200 |
0.5% |
0-090 |
0.2% |
59% |
False |
False |
909,943 |
| 20 |
114-207 |
113-190 |
1-017 |
0.9% |
0-086 |
0.2% |
76% |
False |
False |
889,090 |
| 40 |
114-270 |
113-190 |
1-080 |
1.1% |
0-096 |
0.3% |
64% |
False |
False |
799,309 |
| 60 |
115-150 |
113-190 |
1-280 |
1.6% |
0-095 |
0.3% |
42% |
False |
False |
535,583 |
| 80 |
116-160 |
113-190 |
2-290 |
2.5% |
0-073 |
0.2% |
27% |
False |
False |
401,708 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
115-234 |
|
2.618 |
115-075 |
|
1.618 |
114-298 |
|
1.000 |
114-238 |
|
0.618 |
114-200 |
|
HIGH |
114-140 |
|
0.618 |
114-103 |
|
0.500 |
114-091 |
|
0.382 |
114-080 |
|
LOW |
114-042 |
|
0.618 |
113-302 |
|
1.000 |
113-265 |
|
1.618 |
113-205 |
|
2.618 |
113-107 |
|
4.250 |
112-268 |
|
|
| Fisher Pivots for day following 06-Apr-2018 |
| Pivot |
1 day |
3 day |
| R1 |
114-114 |
114-116 |
| PP |
114-102 |
114-107 |
| S1 |
114-091 |
114-099 |
|