ECBOT 5 Year T-Note Future June 2018
| Trading Metrics calculated at close of trading on 12-Apr-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Apr-2018 |
12-Apr-2018 |
Change |
Change % |
Previous Week |
| Open |
114-053 |
114-085 |
0-032 |
0.1% |
114-120 |
| High |
114-135 |
114-100 |
-0-035 |
-0.1% |
114-207 |
| Low |
114-053 |
113-302 |
-0-070 |
-0.2% |
114-040 |
| Close |
114-078 |
113-315 |
-0-082 |
-0.2% |
114-125 |
| Range |
0-082 |
0-118 |
0-035 |
42.4% |
0-167 |
| ATR |
0-089 |
0-091 |
0-002 |
2.3% |
0-000 |
| Volume |
808,234 |
827,478 |
19,244 |
2.4% |
3,848,028 |
|
| Daily Pivots for day following 12-Apr-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
115-058 |
114-304 |
114-060 |
|
| R3 |
114-261 |
114-187 |
114-027 |
|
| R2 |
114-143 |
114-143 |
114-017 |
|
| R1 |
114-069 |
114-069 |
114-006 |
114-048 |
| PP |
114-026 |
114-026 |
114-026 |
114-015 |
| S1 |
113-272 |
113-272 |
113-304 |
113-250 |
| S2 |
113-228 |
113-228 |
113-293 |
|
| S3 |
113-111 |
113-154 |
113-283 |
|
| S4 |
112-313 |
113-037 |
113-250 |
|
|
| 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 |
114-140 |
113-302 |
0-158 |
0.4% |
0-085 |
0.2% |
8% |
False |
True |
788,508 |
| 10 |
114-207 |
113-302 |
0-225 |
0.6% |
0-081 |
0.2% |
6% |
False |
True |
770,598 |
| 20 |
114-207 |
113-190 |
1-017 |
0.9% |
0-088 |
0.2% |
37% |
False |
False |
871,771 |
| 40 |
114-207 |
113-190 |
1-017 |
0.9% |
0-093 |
0.3% |
37% |
False |
False |
870,104 |
| 60 |
115-127 |
113-190 |
1-257 |
1.6% |
0-097 |
0.3% |
22% |
False |
False |
585,077 |
| 80 |
116-082 |
113-190 |
2-212 |
2.3% |
0-077 |
0.2% |
15% |
False |
False |
438,922 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
115-279 |
|
2.618 |
115-088 |
|
1.618 |
114-290 |
|
1.000 |
114-218 |
|
0.618 |
114-173 |
|
HIGH |
114-100 |
|
0.618 |
114-055 |
|
0.500 |
114-041 |
|
0.382 |
114-027 |
|
LOW |
113-302 |
|
0.618 |
113-230 |
|
1.000 |
113-185 |
|
1.618 |
113-112 |
|
2.618 |
112-315 |
|
4.250 |
112-123 |
|
|
| Fisher Pivots for day following 12-Apr-2018 |
| Pivot |
1 day |
3 day |
| R1 |
114-041 |
114-059 |
| PP |
114-026 |
114-038 |
| S1 |
114-010 |
114-016 |
|