ECBOT 5 Year T-Note Future June 2018
Trading Metrics calculated at close of trading on 08-May-2018 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-May-2018 |
08-May-2018 |
Change |
Change % |
Previous Week |
Open |
113-155 |
113-150 |
-0-005 |
0.0% |
113-138 |
High |
113-178 |
113-165 |
-0-013 |
0.0% |
113-233 |
Low |
113-142 |
113-107 |
-0-035 |
-0.1% |
113-098 |
Close |
113-165 |
113-130 |
-0-035 |
-0.1% |
113-167 |
Range |
0-035 |
0-058 |
0-022 |
64.3% |
0-135 |
ATR |
0-067 |
0-067 |
-0-001 |
-1.1% |
0-000 |
Volume |
398,442 |
642,742 |
244,300 |
61.3% |
3,928,142 |
|
Daily Pivots for day following 08-May-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
113-307 |
113-276 |
113-162 |
|
R3 |
113-249 |
113-218 |
113-146 |
|
R2 |
113-192 |
113-192 |
113-141 |
|
R1 |
113-161 |
113-161 |
113-135 |
113-148 |
PP |
113-134 |
113-134 |
113-134 |
113-127 |
S1 |
113-103 |
113-103 |
113-125 |
113-090 |
S2 |
113-077 |
113-077 |
113-119 |
|
S3 |
113-019 |
113-046 |
113-114 |
|
S4 |
112-282 |
112-308 |
113-098 |
|
|
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% |
0-059 |
0.2% |
24% |
False |
False |
715,015 |
10 |
113-233 |
113-062 |
0-170 |
0.5% |
0-054 |
0.1% |
40% |
False |
False |
764,941 |
20 |
114-135 |
113-062 |
1-073 |
1.1% |
0-061 |
0.2% |
17% |
False |
False |
754,428 |
40 |
114-207 |
113-062 |
1-145 |
1.3% |
0-074 |
0.2% |
15% |
False |
False |
820,564 |
60 |
114-207 |
113-062 |
1-145 |
1.3% |
0-081 |
0.2% |
15% |
False |
False |
805,200 |
80 |
115-127 |
113-062 |
2-065 |
1.9% |
0-087 |
0.2% |
10% |
False |
False |
607,024 |
100 |
116-160 |
113-062 |
3-098 |
2.9% |
0-072 |
0.2% |
6% |
False |
False |
485,667 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
114-089 |
2.618 |
113-316 |
1.618 |
113-258 |
1.000 |
113-222 |
0.618 |
113-201 |
HIGH |
113-165 |
0.618 |
113-143 |
0.500 |
113-136 |
0.382 |
113-129 |
LOW |
113-107 |
0.618 |
113-072 |
1.000 |
113-050 |
1.618 |
113-014 |
2.618 |
112-277 |
4.250 |
112-183 |
|
|
Fisher Pivots for day following 08-May-2018 |
Pivot |
1 day |
3 day |
R1 |
113-136 |
113-170 |
PP |
113-134 |
113-157 |
S1 |
113-132 |
113-143 |
|