ECBOT 5 Year T-Note Future June 2018
Trading Metrics calculated at close of trading on 10-May-2018 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-May-2018 |
10-May-2018 |
Change |
Change % |
Previous Week |
Open |
113-120 |
113-080 |
-0-040 |
-0.1% |
113-138 |
High |
113-125 |
113-173 |
0-048 |
0.1% |
113-233 |
Low |
113-080 |
113-078 |
-0-002 |
0.0% |
113-098 |
Close |
113-087 |
113-090 |
0-003 |
0.0% |
113-167 |
Range |
0-045 |
0-095 |
0-050 |
111.2% |
0-135 |
ATR |
0-066 |
0-068 |
0-002 |
3.2% |
0-000 |
Volume |
708,154 |
879,971 |
171,817 |
24.3% |
3,928,142 |
|
Daily Pivots for day following 10-May-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
114-078 |
114-019 |
113-142 |
|
R3 |
113-303 |
113-244 |
113-116 |
|
R2 |
113-208 |
113-208 |
113-107 |
|
R1 |
113-149 |
113-149 |
113-099 |
113-179 |
PP |
113-113 |
113-113 |
113-113 |
113-128 |
S1 |
113-054 |
113-054 |
113-081 |
113-084 |
S2 |
113-018 |
113-018 |
113-073 |
|
S3 |
112-243 |
112-279 |
113-064 |
|
S4 |
112-148 |
112-184 |
113-038 |
|
|
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 |
113-078 |
0-155 |
0.4% |
0-064 |
0.2% |
8% |
False |
True |
697,505 |
10 |
113-233 |
113-078 |
0-155 |
0.4% |
0-057 |
0.2% |
8% |
False |
True |
724,254 |
20 |
114-027 |
113-062 |
0-285 |
0.8% |
0-058 |
0.2% |
10% |
False |
False |
752,049 |
40 |
114-207 |
113-062 |
1-145 |
1.3% |
0-073 |
0.2% |
6% |
False |
False |
811,910 |
60 |
114-207 |
113-062 |
1-145 |
1.3% |
0-082 |
0.2% |
6% |
False |
False |
830,752 |
80 |
115-127 |
113-062 |
2-065 |
1.9% |
0-088 |
0.2% |
4% |
False |
False |
626,820 |
100 |
116-082 |
113-062 |
3-020 |
2.7% |
0-074 |
0.2% |
3% |
False |
False |
501,548 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
114-256 |
2.618 |
114-101 |
1.618 |
114-006 |
1.000 |
113-268 |
0.618 |
113-231 |
HIGH |
113-173 |
0.618 |
113-136 |
0.500 |
113-125 |
0.382 |
113-114 |
LOW |
113-078 |
0.618 |
113-019 |
1.000 |
112-302 |
1.618 |
112-244 |
2.618 |
112-149 |
4.250 |
111-314 |
|
|
Fisher Pivots for day following 10-May-2018 |
Pivot |
1 day |
3 day |
R1 |
113-125 |
113-125 |
PP |
113-113 |
113-113 |
S1 |
113-102 |
113-102 |
|