ECBOT 5 Year T-Note Future June 2018
| Trading Metrics calculated at close of trading on 01-May-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Apr-2018 |
01-May-2018 |
Change |
Change % |
Previous Week |
| Open |
113-138 |
113-147 |
0-010 |
0.0% |
113-133 |
| High |
113-165 |
113-153 |
-0-012 |
0.0% |
113-153 |
| Low |
113-120 |
113-110 |
-0-010 |
0.0% |
113-062 |
| Close |
113-162 |
113-113 |
-0-050 |
-0.1% |
113-142 |
| Range |
0-045 |
0-042 |
-0-002 |
-5.5% |
0-090 |
| ATR |
0-072 |
0-071 |
-0-001 |
-1.9% |
0-000 |
| Volume |
829,756 |
564,493 |
-265,263 |
-32.0% |
4,291,745 |
|
| Daily Pivots for day following 01-May-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
113-253 |
113-225 |
113-136 |
|
| R3 |
113-210 |
113-183 |
113-124 |
|
| R2 |
113-168 |
113-168 |
113-120 |
|
| R1 |
113-140 |
113-140 |
113-116 |
113-133 |
| PP |
113-125 |
113-125 |
113-125 |
113-121 |
| S1 |
113-098 |
113-098 |
113-109 |
113-090 |
| S2 |
113-083 |
113-083 |
113-105 |
|
| S3 |
113-040 |
113-055 |
113-101 |
|
| S4 |
112-318 |
113-013 |
113-089 |
|
|
| Weekly Pivots for week ending 27-Apr-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
114-069 |
114-036 |
113-192 |
|
| R3 |
113-299 |
113-266 |
113-167 |
|
| R2 |
113-209 |
113-209 |
113-159 |
|
| R1 |
113-176 |
113-176 |
113-151 |
113-193 |
| PP |
113-119 |
113-119 |
113-119 |
113-128 |
| S1 |
113-086 |
113-086 |
113-134 |
113-102 |
| S2 |
113-029 |
113-029 |
113-126 |
|
| S3 |
112-259 |
112-316 |
113-118 |
|
| S4 |
112-169 |
112-226 |
113-093 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
113-165 |
113-062 |
0-102 |
0.3% |
0-049 |
0.1% |
49% |
False |
False |
814,867 |
| 10 |
113-302 |
113-062 |
0-240 |
0.7% |
0-058 |
0.2% |
21% |
False |
False |
806,710 |
| 20 |
114-158 |
113-062 |
1-095 |
1.1% |
0-064 |
0.2% |
12% |
False |
False |
761,657 |
| 40 |
114-207 |
113-062 |
1-145 |
1.3% |
0-075 |
0.2% |
11% |
False |
False |
823,713 |
| 60 |
115-127 |
113-062 |
2-065 |
1.9% |
0-094 |
0.3% |
7% |
False |
False |
748,718 |
| 80 |
115-202 |
113-062 |
2-140 |
2.2% |
0-086 |
0.2% |
6% |
False |
False |
562,395 |
| 100 |
116-160 |
113-062 |
3-098 |
2.9% |
0-069 |
0.2% |
5% |
False |
False |
449,916 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
114-013 |
|
2.618 |
113-264 |
|
1.618 |
113-221 |
|
1.000 |
113-195 |
|
0.618 |
113-179 |
|
HIGH |
113-153 |
|
0.618 |
113-136 |
|
0.500 |
113-131 |
|
0.382 |
113-126 |
|
LOW |
113-110 |
|
0.618 |
113-084 |
|
1.000 |
113-068 |
|
1.618 |
113-041 |
|
2.618 |
112-319 |
|
4.250 |
112-249 |
|
|
| Fisher Pivots for day following 01-May-2018 |
| Pivot |
1 day |
3 day |
| R1 |
113-131 |
113-135 |
| PP |
113-125 |
113-127 |
| S1 |
113-119 |
113-120 |
|