ECBOT 5 Year T-Note Future June 2018
| Trading Metrics calculated at close of trading on 07-May-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-May-2018 |
07-May-2018 |
Change |
Change % |
Previous Week |
| Open |
113-170 |
113-155 |
-0-015 |
0.0% |
113-138 |
| High |
113-233 |
113-178 |
-0-055 |
-0.2% |
113-233 |
| Low |
113-147 |
113-142 |
-0-005 |
0.0% |
113-098 |
| Close |
113-167 |
113-165 |
-0-002 |
0.0% |
113-167 |
| Range |
0-085 |
0-035 |
-0-050 |
-58.8% |
0-135 |
| ATR |
0-070 |
0-067 |
-0-002 |
-3.6% |
0-000 |
| Volume |
858,218 |
398,442 |
-459,776 |
-53.6% |
3,928,142 |
|
| Daily Pivots for day following 07-May-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
113-267 |
113-251 |
113-184 |
|
| R3 |
113-232 |
113-216 |
113-175 |
|
| R2 |
113-197 |
113-197 |
113-171 |
|
| R1 |
113-181 |
113-181 |
113-168 |
113-189 |
| PP |
113-162 |
113-162 |
113-162 |
113-166 |
| S1 |
113-146 |
113-146 |
113-162 |
113-154 |
| S2 |
113-127 |
113-127 |
113-159 |
|
| S3 |
113-092 |
113-111 |
113-155 |
|
| S4 |
113-057 |
113-076 |
113-146 |
|
|
| Weekly Pivots for week ending 04-May-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
114-251 |
114-184 |
113-242 |
|
| R3 |
114-116 |
114-049 |
113-205 |
|
| R2 |
113-301 |
113-301 |
113-192 |
|
| R1 |
113-234 |
113-234 |
113-180 |
113-268 |
| PP |
113-166 |
113-166 |
113-166 |
113-183 |
| S1 |
113-099 |
113-099 |
113-155 |
113-132 |
| S2 |
113-031 |
113-031 |
113-143 |
|
| S3 |
112-216 |
112-284 |
113-130 |
|
| S4 |
112-081 |
112-149 |
113-093 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
113-233 |
113-098 |
0-135 |
0.4% |
0-056 |
0.2% |
50% |
False |
False |
699,365 |
| 10 |
113-233 |
113-062 |
0-170 |
0.5% |
0-054 |
0.1% |
60% |
False |
False |
785,756 |
| 20 |
114-135 |
113-062 |
1-073 |
1.1% |
0-062 |
0.2% |
26% |
False |
False |
761,109 |
| 40 |
114-207 |
113-062 |
1-145 |
1.3% |
0-074 |
0.2% |
22% |
False |
False |
818,069 |
| 60 |
114-270 |
113-062 |
1-208 |
1.5% |
0-083 |
0.2% |
19% |
False |
False |
795,047 |
| 80 |
115-150 |
113-062 |
2-088 |
2.0% |
0-087 |
0.2% |
14% |
False |
False |
599,004 |
| 100 |
116-160 |
113-062 |
3-098 |
2.9% |
0-072 |
0.2% |
10% |
False |
False |
479,239 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
114-006 |
|
2.618 |
113-269 |
|
1.618 |
113-234 |
|
1.000 |
113-213 |
|
0.618 |
113-199 |
|
HIGH |
113-178 |
|
0.618 |
113-164 |
|
0.500 |
113-160 |
|
0.382 |
113-156 |
|
LOW |
113-142 |
|
0.618 |
113-121 |
|
1.000 |
113-107 |
|
1.618 |
113-086 |
|
2.618 |
113-051 |
|
4.250 |
112-314 |
|
|
| Fisher Pivots for day following 07-May-2018 |
| Pivot |
1 day |
3 day |
| R1 |
113-163 |
113-186 |
| PP |
113-162 |
113-179 |
| S1 |
113-160 |
113-172 |
|