ECBOT 5 Year T-Note Future June 2018
Trading Metrics calculated at close of trading on 09-May-2018 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-May-2018 |
09-May-2018 |
Change |
Change % |
Previous Week |
Open |
113-150 |
113-120 |
-0-030 |
-0.1% |
113-138 |
High |
113-165 |
113-125 |
-0-040 |
-0.1% |
113-233 |
Low |
113-107 |
113-080 |
-0-027 |
-0.1% |
113-098 |
Close |
113-130 |
113-087 |
-0-043 |
-0.1% |
113-167 |
Range |
0-058 |
0-045 |
-0-013 |
-21.8% |
0-135 |
ATR |
0-067 |
0-066 |
-0-001 |
-1.8% |
0-000 |
Volume |
642,742 |
708,154 |
65,412 |
10.2% |
3,928,142 |
|
Daily Pivots for day following 09-May-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
113-232 |
113-205 |
113-112 |
|
R3 |
113-187 |
113-160 |
113-100 |
|
R2 |
113-142 |
113-142 |
113-096 |
|
R1 |
113-115 |
113-115 |
113-092 |
113-106 |
PP |
113-097 |
113-097 |
113-097 |
113-093 |
S1 |
113-070 |
113-070 |
113-083 |
113-061 |
S2 |
113-053 |
113-053 |
113-079 |
|
S3 |
113-008 |
113-025 |
113-075 |
|
S4 |
112-283 |
112-300 |
113-063 |
|
|
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 |
113-080 |
0-153 |
0.4% |
0-057 |
0.2% |
5% |
False |
True |
693,835 |
10 |
113-233 |
113-080 |
0-153 |
0.4% |
0-053 |
0.1% |
5% |
False |
True |
720,558 |
20 |
114-100 |
113-062 |
1-038 |
1.0% |
0-060 |
0.2% |
7% |
False |
False |
749,424 |
40 |
114-207 |
113-062 |
1-145 |
1.3% |
0-073 |
0.2% |
5% |
False |
False |
813,282 |
60 |
114-207 |
113-062 |
1-145 |
1.3% |
0-081 |
0.2% |
5% |
False |
False |
816,528 |
80 |
115-127 |
113-062 |
2-065 |
1.9% |
0-087 |
0.2% |
4% |
False |
False |
615,845 |
100 |
116-125 |
113-062 |
3-062 |
2.8% |
0-073 |
0.2% |
2% |
False |
False |
492,748 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
113-316 |
2.618 |
113-243 |
1.618 |
113-198 |
1.000 |
113-170 |
0.618 |
113-153 |
HIGH |
113-125 |
0.618 |
113-108 |
0.500 |
113-102 |
0.382 |
113-097 |
LOW |
113-080 |
0.618 |
113-052 |
1.000 |
113-035 |
1.618 |
113-007 |
2.618 |
112-282 |
4.250 |
112-209 |
|
|
Fisher Pivots for day following 09-May-2018 |
Pivot |
1 day |
3 day |
R1 |
113-102 |
113-129 |
PP |
113-097 |
113-115 |
S1 |
113-092 |
113-101 |
|