ECBOT 5 Year T-Note Future June 2018
| Trading Metrics calculated at close of trading on 18-May-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-May-2018 |
18-May-2018 |
Change |
Change % |
Previous Week |
| Open |
112-273 |
112-282 |
0-010 |
0.0% |
113-090 |
| High |
112-302 |
113-035 |
0-053 |
0.1% |
113-107 |
| Low |
112-250 |
112-267 |
0-017 |
0.0% |
112-250 |
| Close |
112-287 |
113-025 |
0-058 |
0.2% |
113-025 |
| Range |
0-052 |
0-088 |
0-035 |
66.8% |
0-177 |
| ATR |
0-067 |
0-068 |
0-001 |
2.2% |
0-000 |
| Volume |
924,572 |
847,978 |
-76,594 |
-8.3% |
4,648,515 |
|
| Daily Pivots for day following 18-May-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
113-265 |
113-233 |
113-073 |
|
| R3 |
113-178 |
113-145 |
113-049 |
|
| R2 |
113-090 |
113-090 |
113-041 |
|
| R1 |
113-058 |
113-058 |
113-033 |
113-074 |
| PP |
113-002 |
113-002 |
113-002 |
113-011 |
| S1 |
112-290 |
112-290 |
113-017 |
112-306 |
| S2 |
112-235 |
112-235 |
113-009 |
|
| S3 |
112-147 |
112-202 |
113-001 |
|
| S4 |
112-060 |
112-115 |
112-297 |
|
|
| Weekly Pivots for week ending 18-May-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
114-233 |
114-147 |
113-123 |
|
| R3 |
114-056 |
113-289 |
113-074 |
|
| R2 |
113-198 |
113-198 |
113-058 |
|
| R1 |
113-112 |
113-112 |
113-041 |
113-066 |
| PP |
113-021 |
113-021 |
113-021 |
112-318 |
| S1 |
112-254 |
112-254 |
113-009 |
112-209 |
| S2 |
112-163 |
112-163 |
112-312 |
|
| S3 |
111-306 |
112-077 |
112-296 |
|
| S4 |
111-128 |
111-219 |
112-247 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
113-107 |
112-250 |
0-177 |
0.5% |
0-073 |
0.2% |
54% |
False |
False |
929,703 |
| 10 |
113-178 |
112-250 |
0-247 |
0.7% |
0-063 |
0.2% |
38% |
False |
False |
783,817 |
| 20 |
113-233 |
112-250 |
0-302 |
0.8% |
0-059 |
0.2% |
31% |
False |
False |
802,903 |
| 40 |
114-207 |
112-250 |
1-277 |
1.7% |
0-070 |
0.2% |
16% |
False |
False |
808,161 |
| 60 |
114-207 |
112-250 |
1-277 |
1.7% |
0-077 |
0.2% |
16% |
False |
False |
875,221 |
| 80 |
115-127 |
112-250 |
2-197 |
2.3% |
0-089 |
0.2% |
11% |
False |
False |
691,803 |
| 100 |
116-033 |
112-250 |
3-102 |
2.9% |
0-077 |
0.2% |
9% |
False |
False |
553,636 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
114-087 |
|
2.618 |
113-264 |
|
1.618 |
113-177 |
|
1.000 |
113-123 |
|
0.618 |
113-089 |
|
HIGH |
113-035 |
|
0.618 |
113-002 |
|
0.500 |
112-311 |
|
0.382 |
112-301 |
|
LOW |
112-267 |
|
0.618 |
112-213 |
|
1.000 |
112-180 |
|
1.618 |
112-126 |
|
2.618 |
112-038 |
|
4.250 |
111-216 |
|
|
| Fisher Pivots for day following 18-May-2018 |
| Pivot |
1 day |
3 day |
| R1 |
113-014 |
113-011 |
| PP |
113-002 |
112-317 |
| S1 |
112-311 |
112-303 |
|