ECBOT 5 Year T-Note Future June 2018
| Trading Metrics calculated at close of trading on 14-May-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-May-2018 |
14-May-2018 |
Change |
Change % |
Previous Week |
| Open |
113-098 |
113-090 |
-0-007 |
0.0% |
113-155 |
| High |
113-113 |
113-107 |
-0-005 |
0.0% |
113-178 |
| Low |
113-080 |
113-058 |
-0-022 |
-0.1% |
113-078 |
| Close |
113-093 |
113-078 |
-0-015 |
0.0% |
113-093 |
| Range |
0-033 |
0-050 |
0-017 |
53.7% |
0-100 |
| ATR |
0-065 |
0-064 |
-0-001 |
-1.7% |
0-000 |
| Volume |
560,354 |
624,073 |
63,719 |
11.4% |
3,189,663 |
|
| Daily Pivots for day following 14-May-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
113-231 |
113-204 |
113-105 |
|
| R3 |
113-181 |
113-154 |
113-091 |
|
| R2 |
113-131 |
113-131 |
113-087 |
|
| R1 |
113-104 |
113-104 |
113-082 |
113-092 |
| PP |
113-081 |
113-081 |
113-081 |
113-075 |
| S1 |
113-054 |
113-054 |
113-073 |
113-043 |
| S2 |
113-031 |
113-031 |
113-068 |
|
| S3 |
112-301 |
113-004 |
113-064 |
|
| S4 |
112-251 |
112-274 |
113-050 |
|
|
| Weekly Pivots for week ending 11-May-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
114-096 |
114-034 |
113-148 |
|
| R3 |
113-316 |
113-254 |
113-120 |
|
| R2 |
113-216 |
113-216 |
113-111 |
|
| R1 |
113-154 |
113-154 |
113-102 |
113-135 |
| PP |
113-116 |
113-116 |
113-116 |
113-106 |
| S1 |
113-054 |
113-054 |
113-083 |
113-035 |
| S2 |
113-016 |
113-016 |
113-074 |
|
| S3 |
112-236 |
112-274 |
113-065 |
|
| S4 |
112-136 |
112-174 |
113-038 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
113-173 |
113-058 |
0-115 |
0.3% |
0-056 |
0.2% |
17% |
False |
True |
683,058 |
| 10 |
113-233 |
113-058 |
0-175 |
0.5% |
0-056 |
0.2% |
11% |
False |
True |
691,212 |
| 20 |
113-313 |
113-058 |
0-255 |
0.7% |
0-057 |
0.2% |
8% |
False |
True |
749,630 |
| 40 |
114-207 |
113-058 |
1-150 |
1.3% |
0-072 |
0.2% |
4% |
False |
True |
807,526 |
| 60 |
114-207 |
113-058 |
1-150 |
1.3% |
0-078 |
0.2% |
4% |
False |
True |
848,603 |
| 80 |
115-127 |
113-058 |
2-070 |
2.0% |
0-087 |
0.2% |
3% |
False |
True |
641,560 |
| 100 |
116-033 |
113-058 |
2-295 |
2.6% |
0-074 |
0.2% |
2% |
False |
True |
513,392 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
114-000 |
|
2.618 |
113-238 |
|
1.618 |
113-188 |
|
1.000 |
113-157 |
|
0.618 |
113-138 |
|
HIGH |
113-107 |
|
0.618 |
113-088 |
|
0.500 |
113-082 |
|
0.382 |
113-077 |
|
LOW |
113-058 |
|
0.618 |
113-027 |
|
1.000 |
113-008 |
|
1.618 |
112-297 |
|
2.618 |
112-247 |
|
4.250 |
112-165 |
|
|
| Fisher Pivots for day following 14-May-2018 |
| Pivot |
1 day |
3 day |
| R1 |
113-082 |
113-115 |
| PP |
113-081 |
113-103 |
| S1 |
113-079 |
113-090 |
|