ECBOT 5 Year T-Note Future June 2018
| Trading Metrics calculated at close of trading on 16-May-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-May-2018 |
16-May-2018 |
Change |
Change % |
Previous Week |
| Open |
113-060 |
112-305 |
-0-075 |
-0.2% |
113-155 |
| High |
113-070 |
113-007 |
-0-063 |
-0.2% |
113-178 |
| Low |
112-278 |
112-265 |
-0-013 |
0.0% |
113-078 |
| Close |
112-290 |
112-280 |
-0-010 |
0.0% |
113-093 |
| Range |
0-113 |
0-062 |
-0-050 |
-44.5% |
0-100 |
| ATR |
0-068 |
0-068 |
0-000 |
-0.6% |
0-000 |
| Volume |
1,328,593 |
923,299 |
-405,294 |
-30.5% |
3,189,663 |
|
| Daily Pivots for day following 16-May-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
113-158 |
113-122 |
112-314 |
|
| R3 |
113-096 |
113-059 |
112-297 |
|
| R2 |
113-033 |
113-033 |
112-291 |
|
| R1 |
112-317 |
112-317 |
112-286 |
112-304 |
| PP |
112-291 |
112-291 |
112-291 |
112-284 |
| S1 |
112-254 |
112-254 |
112-274 |
112-241 |
| S2 |
112-228 |
112-228 |
112-269 |
|
| S3 |
112-166 |
112-192 |
112-263 |
|
| S4 |
112-103 |
112-129 |
112-246 |
|
|
| 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 |
112-265 |
0-228 |
0.6% |
0-071 |
0.2% |
7% |
False |
True |
863,258 |
| 10 |
113-233 |
112-265 |
0-288 |
0.8% |
0-064 |
0.2% |
5% |
False |
True |
778,546 |
| 20 |
113-245 |
112-265 |
0-300 |
0.8% |
0-059 |
0.2% |
5% |
False |
True |
794,732 |
| 40 |
114-207 |
112-265 |
1-262 |
1.6% |
0-072 |
0.2% |
3% |
False |
True |
825,035 |
| 60 |
114-207 |
112-265 |
1-262 |
1.6% |
0-078 |
0.2% |
3% |
False |
True |
881,192 |
| 80 |
115-127 |
112-265 |
2-182 |
2.3% |
0-088 |
0.2% |
2% |
False |
True |
669,672 |
| 100 |
116-033 |
112-265 |
3-088 |
2.9% |
0-076 |
0.2% |
1% |
False |
True |
535,911 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
113-273 |
|
2.618 |
113-171 |
|
1.618 |
113-109 |
|
1.000 |
113-070 |
|
0.618 |
113-046 |
|
HIGH |
113-007 |
|
0.618 |
112-304 |
|
0.500 |
112-296 |
|
0.382 |
112-289 |
|
LOW |
112-265 |
|
0.618 |
112-226 |
|
1.000 |
112-202 |
|
1.618 |
112-164 |
|
2.618 |
112-101 |
|
4.250 |
111-319 |
|
|
| Fisher Pivots for day following 16-May-2018 |
| Pivot |
1 day |
3 day |
| R1 |
112-296 |
113-026 |
| PP |
112-291 |
113-004 |
| S1 |
112-285 |
112-302 |
|