ECBOT 5 Year T-Note Future June 2018
Trading Metrics calculated at close of trading on 21-May-2018 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-May-2018 |
21-May-2018 |
Change |
Change % |
Previous Week |
Open |
112-282 |
113-005 |
0-042 |
0.1% |
113-090 |
High |
113-035 |
113-027 |
-0-008 |
0.0% |
113-107 |
Low |
112-267 |
112-307 |
0-040 |
0.1% |
112-250 |
Close |
113-025 |
113-020 |
-0-005 |
0.0% |
113-025 |
Range |
0-088 |
0-040 |
-0-048 |
-54.3% |
0-177 |
ATR |
0-068 |
0-066 |
-0-002 |
-2.9% |
0-000 |
Volume |
847,978 |
815,671 |
-32,307 |
-3.8% |
4,648,515 |
|
Daily Pivots for day following 21-May-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
113-132 |
113-116 |
113-042 |
|
R3 |
113-092 |
113-076 |
113-031 |
|
R2 |
113-052 |
113-052 |
113-027 |
|
R1 |
113-036 |
113-036 |
113-024 |
113-044 |
PP |
113-012 |
113-012 |
113-012 |
113-016 |
S1 |
112-316 |
112-316 |
113-016 |
113-004 |
S2 |
112-292 |
112-292 |
113-013 |
|
S3 |
112-252 |
112-276 |
113-009 |
|
S4 |
112-212 |
112-236 |
112-318 |
|
|
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 |
113-070 |
112-250 |
0-140 |
0.4% |
0-071 |
0.2% |
64% |
False |
False |
968,022 |
10 |
113-173 |
112-250 |
0-242 |
0.7% |
0-064 |
0.2% |
37% |
False |
False |
825,540 |
20 |
113-233 |
112-250 |
0-302 |
0.8% |
0-059 |
0.2% |
30% |
False |
False |
805,648 |
40 |
114-207 |
112-250 |
1-277 |
1.7% |
0-069 |
0.2% |
15% |
False |
False |
800,844 |
60 |
114-207 |
112-250 |
1-277 |
1.7% |
0-076 |
0.2% |
15% |
False |
False |
869,161 |
80 |
115-127 |
112-250 |
2-197 |
2.3% |
0-088 |
0.2% |
11% |
False |
False |
701,979 |
100 |
116-033 |
112-250 |
3-102 |
2.9% |
0-078 |
0.2% |
8% |
False |
False |
561,793 |
120 |
116-210 |
112-250 |
3-280 |
3.4% |
0-065 |
0.2% |
7% |
False |
False |
468,161 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
113-197 |
2.618 |
113-132 |
1.618 |
113-092 |
1.000 |
113-067 |
0.618 |
113-052 |
HIGH |
113-027 |
0.618 |
113-012 |
0.500 |
113-007 |
0.382 |
113-003 |
LOW |
112-307 |
0.618 |
112-283 |
1.000 |
112-267 |
1.618 |
112-243 |
2.618 |
112-203 |
4.250 |
112-137 |
|
|
Fisher Pivots for day following 21-May-2018 |
Pivot |
1 day |
3 day |
R1 |
113-016 |
113-008 |
PP |
113-012 |
112-315 |
S1 |
113-007 |
112-303 |
|