ECBOT 5 Year T-Note Future June 2018
| Trading Metrics calculated at close of trading on 22-May-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-May-2018 |
22-May-2018 |
Change |
Change % |
Previous Week |
| Open |
113-005 |
113-013 |
0-008 |
0.0% |
113-090 |
| High |
113-027 |
113-030 |
0-003 |
0.0% |
113-107 |
| Low |
112-307 |
112-310 |
0-003 |
0.0% |
112-250 |
| Close |
113-020 |
113-022 |
0-002 |
0.0% |
113-025 |
| Range |
0-040 |
0-040 |
0-000 |
0.0% |
0-177 |
| ATR |
0-066 |
0-064 |
-0-002 |
-2.8% |
0-000 |
| Volume |
815,671 |
871,135 |
55,464 |
6.8% |
4,648,515 |
|
| Daily Pivots for day following 22-May-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
113-134 |
113-118 |
113-044 |
|
| R3 |
113-094 |
113-078 |
113-033 |
|
| R2 |
113-054 |
113-054 |
113-030 |
|
| R1 |
113-038 |
113-038 |
113-026 |
113-046 |
| PP |
113-014 |
113-014 |
113-014 |
113-018 |
| S1 |
112-318 |
112-318 |
113-019 |
113-006 |
| S2 |
112-294 |
112-294 |
113-015 |
|
| S3 |
112-254 |
112-278 |
113-011 |
|
| S4 |
112-214 |
112-238 |
113-000 |
|
|
| 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 |
113-035 |
112-250 |
0-105 |
0.3% |
0-056 |
0.2% |
88% |
False |
False |
876,531 |
| 10 |
113-173 |
112-250 |
0-242 |
0.7% |
0-062 |
0.2% |
38% |
False |
False |
848,380 |
| 20 |
113-233 |
112-250 |
0-302 |
0.8% |
0-058 |
0.2% |
31% |
False |
False |
806,660 |
| 40 |
114-207 |
112-250 |
1-277 |
1.7% |
0-068 |
0.2% |
15% |
False |
False |
803,630 |
| 60 |
114-207 |
112-250 |
1-277 |
1.7% |
0-076 |
0.2% |
15% |
False |
False |
848,868 |
| 80 |
115-127 |
112-250 |
2-197 |
2.3% |
0-088 |
0.2% |
11% |
False |
False |
712,838 |
| 100 |
116-033 |
112-250 |
3-102 |
2.9% |
0-078 |
0.2% |
9% |
False |
False |
570,505 |
| 120 |
116-180 |
112-250 |
3-250 |
3.3% |
0-065 |
0.2% |
8% |
False |
False |
475,420 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
113-200 |
|
2.618 |
113-135 |
|
1.618 |
113-095 |
|
1.000 |
113-070 |
|
0.618 |
113-055 |
|
HIGH |
113-030 |
|
0.618 |
113-015 |
|
0.500 |
113-010 |
|
0.382 |
113-005 |
|
LOW |
112-310 |
|
0.618 |
112-285 |
|
1.000 |
112-270 |
|
1.618 |
112-245 |
|
2.618 |
112-205 |
|
4.250 |
112-140 |
|
|
| Fisher Pivots for day following 22-May-2018 |
| Pivot |
1 day |
3 day |
| R1 |
113-018 |
113-012 |
| PP |
113-014 |
113-002 |
| S1 |
113-010 |
112-311 |
|