ECBOT 5 Year T-Note Future June 2018
| Trading Metrics calculated at close of trading on 23-May-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-May-2018 |
23-May-2018 |
Change |
Change % |
Previous Week |
| Open |
113-013 |
113-020 |
0-007 |
0.0% |
113-090 |
| High |
113-030 |
113-130 |
0-100 |
0.3% |
113-107 |
| Low |
112-310 |
113-015 |
0-025 |
0.1% |
112-250 |
| Close |
113-022 |
113-118 |
0-095 |
0.3% |
113-025 |
| Range |
0-040 |
0-115 |
0-075 |
187.5% |
0-177 |
| ATR |
0-064 |
0-068 |
0-004 |
5.7% |
0-000 |
| Volume |
871,135 |
2,103,219 |
1,232,084 |
141.4% |
4,648,515 |
|
| Daily Pivots for day following 23-May-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
114-113 |
114-070 |
113-181 |
|
| R3 |
113-318 |
113-275 |
113-149 |
|
| R2 |
113-203 |
113-203 |
113-139 |
|
| R1 |
113-160 |
113-160 |
113-128 |
113-181 |
| PP |
113-088 |
113-088 |
113-088 |
113-098 |
| S1 |
113-045 |
113-045 |
113-107 |
113-066 |
| S2 |
112-293 |
112-293 |
113-096 |
|
| S3 |
112-177 |
112-250 |
113-086 |
|
| S4 |
112-062 |
112-135 |
113-054 |
|
|
| 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 |
113-130 |
112-250 |
0-200 |
0.6% |
0-067 |
0.2% |
94% |
True |
False |
1,112,515 |
| 10 |
113-173 |
112-250 |
0-242 |
0.7% |
0-069 |
0.2% |
77% |
False |
False |
987,886 |
| 20 |
113-233 |
112-250 |
0-302 |
0.8% |
0-061 |
0.2% |
62% |
False |
False |
854,222 |
| 40 |
114-207 |
112-250 |
1-277 |
1.6% |
0-067 |
0.2% |
31% |
False |
False |
827,024 |
| 60 |
114-207 |
112-250 |
1-277 |
1.6% |
0-075 |
0.2% |
31% |
False |
False |
859,325 |
| 80 |
115-127 |
112-250 |
2-197 |
2.3% |
0-088 |
0.2% |
22% |
False |
False |
739,087 |
| 100 |
116-033 |
112-250 |
3-102 |
2.9% |
0-079 |
0.2% |
18% |
False |
False |
591,537 |
| 120 |
116-160 |
112-250 |
3-230 |
3.3% |
0-066 |
0.2% |
16% |
False |
False |
492,947 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
114-299 |
|
2.618 |
114-111 |
|
1.618 |
113-316 |
|
1.000 |
113-245 |
|
0.618 |
113-201 |
|
HIGH |
113-130 |
|
0.618 |
113-086 |
|
0.500 |
113-073 |
|
0.382 |
113-059 |
|
LOW |
113-015 |
|
0.618 |
112-264 |
|
1.000 |
112-220 |
|
1.618 |
112-149 |
|
2.618 |
112-034 |
|
4.250 |
111-166 |
|
|
| Fisher Pivots for day following 23-May-2018 |
| Pivot |
1 day |
3 day |
| R1 |
113-103 |
113-098 |
| PP |
113-088 |
113-078 |
| S1 |
113-073 |
113-059 |
|