ECBOT 5 Year T-Note Future June 2018
| Trading Metrics calculated at close of trading on 03-May-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-May-2018 |
03-May-2018 |
Change |
Change % |
Previous Week |
| Open |
113-127 |
113-147 |
0-020 |
0.1% |
113-133 |
| High |
113-150 |
113-202 |
0-052 |
0.1% |
113-153 |
| Low |
113-098 |
113-140 |
0-042 |
0.1% |
113-062 |
| Close |
113-140 |
113-170 |
0-030 |
0.1% |
113-142 |
| Range |
0-053 |
0-062 |
0-010 |
19.0% |
0-090 |
| ATR |
0-069 |
0-069 |
0-000 |
-0.7% |
0-000 |
| Volume |
814,052 |
861,623 |
47,571 |
5.8% |
4,291,745 |
|
| Daily Pivots for day following 03-May-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
114-038 |
114-007 |
113-204 |
|
| R3 |
113-296 |
113-264 |
113-187 |
|
| R2 |
113-233 |
113-233 |
113-181 |
|
| R1 |
113-202 |
113-202 |
113-176 |
113-218 |
| PP |
113-171 |
113-171 |
113-171 |
113-179 |
| S1 |
113-139 |
113-139 |
113-164 |
113-155 |
| S2 |
113-108 |
113-108 |
113-159 |
|
| S3 |
113-046 |
113-077 |
113-153 |
|
| S4 |
112-303 |
113-014 |
113-136 |
|
|
| 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 |
113-202 |
113-098 |
0-105 |
0.3% |
0-050 |
0.1% |
69% |
True |
False |
751,004 |
| 10 |
113-210 |
113-062 |
0-148 |
0.4% |
0-054 |
0.1% |
73% |
False |
False |
802,787 |
| 20 |
114-140 |
113-062 |
1-078 |
1.1% |
0-064 |
0.2% |
27% |
False |
False |
774,800 |
| 40 |
114-207 |
113-062 |
1-145 |
1.3% |
0-074 |
0.2% |
23% |
False |
False |
823,898 |
| 60 |
114-270 |
113-062 |
1-208 |
1.5% |
0-086 |
0.2% |
20% |
False |
False |
775,624 |
| 80 |
115-193 |
113-062 |
2-130 |
2.1% |
0-087 |
0.2% |
14% |
False |
False |
583,321 |
| 100 |
116-160 |
113-062 |
3-098 |
2.9% |
0-070 |
0.2% |
10% |
False |
False |
466,673 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
114-148 |
|
2.618 |
114-046 |
|
1.618 |
113-304 |
|
1.000 |
113-265 |
|
0.618 |
113-241 |
|
HIGH |
113-202 |
|
0.618 |
113-179 |
|
0.500 |
113-171 |
|
0.382 |
113-164 |
|
LOW |
113-140 |
|
0.618 |
113-101 |
|
1.000 |
113-078 |
|
1.618 |
113-039 |
|
2.618 |
112-296 |
|
4.250 |
112-194 |
|
|
| Fisher Pivots for day following 03-May-2018 |
| Pivot |
1 day |
3 day |
| R1 |
113-171 |
113-163 |
| PP |
113-171 |
113-157 |
| S1 |
113-170 |
113-150 |
|