ECBOT 5 Year T-Note Future June 2018
| Trading Metrics calculated at close of trading on 09-Apr-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Apr-2018 |
09-Apr-2018 |
Change |
Change % |
Previous Week |
| Open |
114-047 |
114-122 |
0-075 |
0.2% |
114-120 |
| High |
114-140 |
114-127 |
-0-013 |
0.0% |
114-207 |
| Low |
114-042 |
114-067 |
0-025 |
0.1% |
114-040 |
| Close |
114-125 |
114-100 |
-0-025 |
-0.1% |
114-125 |
| Range |
0-098 |
0-060 |
-0-038 |
-38.5% |
0-167 |
| ATR |
0-093 |
0-091 |
-0-002 |
-2.6% |
0-000 |
| Volume |
965,363 |
565,116 |
-400,247 |
-41.5% |
3,848,028 |
|
| Daily Pivots for day following 09-Apr-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
114-278 |
114-249 |
114-133 |
|
| R3 |
114-218 |
114-189 |
114-116 |
|
| R2 |
114-158 |
114-158 |
114-111 |
|
| R1 |
114-129 |
114-129 |
114-106 |
114-114 |
| PP |
114-098 |
114-098 |
114-098 |
114-091 |
| S1 |
114-069 |
114-069 |
114-094 |
114-054 |
| S2 |
114-038 |
114-038 |
114-089 |
|
| S3 |
113-298 |
114-009 |
114-084 |
|
| S4 |
113-238 |
113-269 |
114-067 |
|
|
| 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 |
114-182 |
114-040 |
0-142 |
0.4% |
0-076 |
0.2% |
42% |
False |
False |
749,676 |
| 10 |
114-207 |
114-007 |
0-200 |
0.5% |
0-087 |
0.2% |
46% |
False |
False |
855,619 |
| 20 |
114-207 |
113-190 |
1-017 |
0.9% |
0-085 |
0.2% |
68% |
False |
False |
875,030 |
| 40 |
114-270 |
113-190 |
1-080 |
1.1% |
0-094 |
0.3% |
57% |
False |
False |
812,017 |
| 60 |
115-150 |
113-190 |
1-280 |
1.6% |
0-095 |
0.3% |
38% |
False |
False |
544,970 |
| 80 |
116-160 |
113-190 |
2-290 |
2.5% |
0-074 |
0.2% |
25% |
False |
False |
408,772 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
115-062 |
|
2.618 |
114-285 |
|
1.618 |
114-225 |
|
1.000 |
114-187 |
|
0.618 |
114-165 |
|
HIGH |
114-127 |
|
0.618 |
114-105 |
|
0.500 |
114-097 |
|
0.382 |
114-090 |
|
LOW |
114-067 |
|
0.618 |
114-030 |
|
1.000 |
114-007 |
|
1.618 |
113-290 |
|
2.618 |
113-230 |
|
4.250 |
113-132 |
|
|
| Fisher Pivots for day following 09-Apr-2018 |
| Pivot |
1 day |
3 day |
| R1 |
114-099 |
114-097 |
| PP |
114-098 |
114-093 |
| S1 |
114-097 |
114-090 |
|