ECBOT 5 Year T-Note Future June 2018
| Trading Metrics calculated at close of trading on 15-May-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-May-2018 |
15-May-2018 |
Change |
Change % |
Previous Week |
| Open |
113-090 |
113-060 |
-0-030 |
-0.1% |
113-155 |
| High |
113-107 |
113-070 |
-0-037 |
-0.1% |
113-178 |
| Low |
113-058 |
112-278 |
-0-100 |
-0.3% |
113-078 |
| Close |
113-078 |
112-290 |
-0-107 |
-0.3% |
113-093 |
| Range |
0-050 |
0-113 |
0-063 |
125.1% |
0-100 |
| ATR |
0-064 |
0-068 |
0-004 |
6.2% |
0-000 |
| Volume |
624,073 |
1,328,593 |
704,520 |
112.9% |
3,189,663 |
|
| Daily Pivots for day following 15-May-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
114-017 |
113-266 |
113-032 |
|
| R3 |
113-224 |
113-153 |
113-001 |
|
| R2 |
113-112 |
113-112 |
112-311 |
|
| R1 |
113-041 |
113-041 |
112-300 |
113-020 |
| PP |
112-319 |
112-319 |
112-319 |
112-309 |
| S1 |
112-248 |
112-248 |
112-280 |
112-228 |
| S2 |
112-207 |
112-207 |
112-269 |
|
| S3 |
112-094 |
112-136 |
112-259 |
|
| S4 |
111-302 |
112-023 |
112-228 |
|
|
| 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 |
112-278 |
0-215 |
0.6% |
0-067 |
0.2% |
6% |
False |
True |
820,229 |
| 10 |
113-233 |
112-278 |
0-275 |
0.8% |
0-063 |
0.2% |
5% |
False |
True |
767,622 |
| 20 |
113-302 |
112-278 |
1-025 |
1.0% |
0-060 |
0.2% |
4% |
False |
True |
787,166 |
| 40 |
114-207 |
112-278 |
1-250 |
1.6% |
0-072 |
0.2% |
2% |
False |
True |
819,725 |
| 60 |
114-207 |
112-278 |
1-250 |
1.6% |
0-078 |
0.2% |
2% |
False |
True |
870,386 |
| 80 |
115-127 |
112-278 |
2-170 |
2.2% |
0-088 |
0.2% |
2% |
False |
True |
658,139 |
| 100 |
116-033 |
112-278 |
3-075 |
2.9% |
0-075 |
0.2% |
1% |
False |
True |
526,678 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
114-228 |
|
2.618 |
114-045 |
|
1.618 |
113-252 |
|
1.000 |
113-183 |
|
0.618 |
113-140 |
|
HIGH |
113-070 |
|
0.618 |
113-027 |
|
0.500 |
113-014 |
|
0.382 |
113-000 |
|
LOW |
112-278 |
|
0.618 |
112-208 |
|
1.000 |
112-165 |
|
1.618 |
112-095 |
|
2.618 |
111-303 |
|
4.250 |
111-119 |
|
|
| Fisher Pivots for day following 15-May-2018 |
| Pivot |
1 day |
3 day |
| R1 |
113-014 |
113-035 |
| PP |
112-319 |
113-013 |
| S1 |
112-305 |
112-312 |
|