ECBOT 5 Year T-Note Future June 2018
| Trading Metrics calculated at close of trading on 17-Apr-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Apr-2018 |
17-Apr-2018 |
Change |
Change % |
Previous Week |
| Open |
113-310 |
113-293 |
-0-018 |
0.0% |
114-122 |
| High |
113-310 |
113-313 |
0-002 |
0.0% |
114-135 |
| Low |
113-258 |
113-270 |
0-013 |
0.0% |
113-285 |
| Close |
113-302 |
113-310 |
0-008 |
0.0% |
113-307 |
| Range |
0-053 |
0-042 |
-0-010 |
-19.1% |
0-170 |
| ATR |
0-086 |
0-083 |
-0-003 |
-3.6% |
0-000 |
| Volume |
592,853 |
577,870 |
-14,983 |
-2.5% |
3,617,138 |
|
| Daily Pivots for day following 17-Apr-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
114-105 |
114-090 |
114-013 |
|
| R3 |
114-063 |
114-048 |
114-002 |
|
| R2 |
114-020 |
114-020 |
113-318 |
|
| R1 |
114-005 |
114-005 |
113-314 |
114-013 |
| PP |
113-298 |
113-298 |
113-298 |
113-301 |
| S1 |
113-283 |
113-283 |
113-306 |
113-290 |
| S2 |
113-255 |
113-255 |
113-302 |
|
| S3 |
113-213 |
113-240 |
113-298 |
|
| S4 |
113-170 |
113-198 |
113-287 |
|
|
| 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% |
0-072 |
0.2% |
27% |
False |
False |
689,279 |
| 10 |
114-158 |
113-258 |
0-220 |
0.6% |
0-071 |
0.2% |
24% |
False |
False |
716,604 |
| 20 |
114-207 |
113-190 |
1-017 |
0.9% |
0-085 |
0.2% |
36% |
False |
False |
852,284 |
| 40 |
114-207 |
113-190 |
1-017 |
0.9% |
0-087 |
0.2% |
36% |
False |
False |
911,996 |
| 60 |
115-127 |
113-190 |
1-257 |
1.6% |
0-097 |
0.3% |
21% |
False |
False |
615,130 |
| 80 |
116-033 |
113-190 |
2-162 |
2.2% |
0-079 |
0.2% |
15% |
False |
False |
461,556 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
114-173 |
|
2.618 |
114-104 |
|
1.618 |
114-061 |
|
1.000 |
114-035 |
|
0.618 |
114-019 |
|
HIGH |
113-313 |
|
0.618 |
113-296 |
|
0.500 |
113-291 |
|
0.382 |
113-286 |
|
LOW |
113-270 |
|
0.618 |
113-244 |
|
1.000 |
113-228 |
|
1.618 |
113-201 |
|
2.618 |
113-159 |
|
4.250 |
113-089 |
|
|
| Fisher Pivots for day following 17-Apr-2018 |
| Pivot |
1 day |
3 day |
| R1 |
113-304 |
113-308 |
| PP |
113-298 |
113-305 |
| S1 |
113-291 |
113-302 |
|