ECBOT 5 Year T-Note Future June 2018
| Trading Metrics calculated at close of trading on 16-Apr-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Apr-2018 |
16-Apr-2018 |
Change |
Change % |
Previous Week |
| Open |
114-000 |
113-310 |
-0-010 |
0.0% |
114-122 |
| High |
114-027 |
113-310 |
-0-037 |
-0.1% |
114-135 |
| Low |
113-285 |
113-258 |
-0-027 |
-0.1% |
113-285 |
| Close |
113-307 |
113-302 |
-0-005 |
0.0% |
113-307 |
| Range |
0-062 |
0-053 |
-0-010 |
-16.0% |
0-170 |
| ATR |
0-089 |
0-086 |
-0-003 |
-2.9% |
0-000 |
| Volume |
639,960 |
592,853 |
-47,107 |
-7.4% |
3,617,138 |
|
| Daily Pivots for day following 16-Apr-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
114-128 |
114-108 |
114-011 |
|
| R3 |
114-075 |
114-055 |
113-317 |
|
| R2 |
114-023 |
114-023 |
113-312 |
|
| R1 |
114-003 |
114-003 |
113-307 |
113-306 |
| PP |
113-290 |
113-290 |
113-290 |
113-282 |
| S1 |
113-270 |
113-270 |
113-298 |
113-254 |
| S2 |
113-237 |
113-237 |
113-293 |
|
| S3 |
113-185 |
113-217 |
113-288 |
|
| S4 |
113-132 |
113-165 |
113-274 |
|
|
| Weekly Pivots for week ending 13-Apr-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
115-219 |
115-113 |
114-081 |
|
| R3 |
115-049 |
114-263 |
114-034 |
|
| R2 |
114-199 |
114-199 |
114-019 |
|
| R1 |
114-093 |
114-093 |
114-003 |
114-061 |
| PP |
114-029 |
114-029 |
114-029 |
114-013 |
| S1 |
113-243 |
113-243 |
113-292 |
113-211 |
| S2 |
113-179 |
113-179 |
113-276 |
|
| S3 |
113-009 |
113-073 |
113-261 |
|
| S4 |
112-159 |
112-223 |
113-214 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
114-135 |
113-258 |
0-198 |
0.5% |
0-076 |
0.2% |
23% |
False |
True |
728,975 |
| 10 |
114-182 |
113-258 |
0-245 |
0.7% |
0-076 |
0.2% |
18% |
False |
True |
739,325 |
| 20 |
114-207 |
113-190 |
1-017 |
0.9% |
0-087 |
0.2% |
33% |
False |
False |
865,422 |
| 40 |
114-207 |
113-190 |
1-017 |
0.9% |
0-088 |
0.2% |
33% |
False |
False |
898,090 |
| 60 |
115-127 |
113-190 |
1-257 |
1.6% |
0-097 |
0.3% |
19% |
False |
False |
605,537 |
| 80 |
116-033 |
113-190 |
2-162 |
2.2% |
0-079 |
0.2% |
14% |
False |
False |
454,333 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
114-213 |
|
2.618 |
114-127 |
|
1.618 |
114-075 |
|
1.000 |
114-043 |
|
0.618 |
114-022 |
|
HIGH |
113-310 |
|
0.618 |
113-290 |
|
0.500 |
113-284 |
|
0.382 |
113-278 |
|
LOW |
113-258 |
|
0.618 |
113-225 |
|
1.000 |
113-205 |
|
1.618 |
113-173 |
|
2.618 |
113-120 |
|
4.250 |
113-034 |
|
|
| Fisher Pivots for day following 16-Apr-2018 |
| Pivot |
1 day |
3 day |
| R1 |
113-296 |
114-019 |
| PP |
113-290 |
114-007 |
| S1 |
113-284 |
113-315 |
|