ECBOT 5 Year T-Note Future June 2018
| Trading Metrics calculated at close of trading on 24-May-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-May-2018 |
24-May-2018 |
Change |
Change % |
Previous Week |
| Open |
113-020 |
113-125 |
0-105 |
0.3% |
113-090 |
| High |
113-130 |
113-187 |
0-057 |
0.2% |
113-107 |
| Low |
113-015 |
113-102 |
0-087 |
0.2% |
112-250 |
| Close |
113-118 |
113-145 |
0-027 |
0.1% |
113-025 |
| Range |
0-115 |
0-085 |
-0-030 |
-26.1% |
0-177 |
| ATR |
0-068 |
0-069 |
0-001 |
1.8% |
0-000 |
| Volume |
2,103,219 |
1,949,168 |
-154,051 |
-7.3% |
4,648,515 |
|
| Daily Pivots for day following 24-May-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
114-080 |
114-037 |
113-192 |
|
| R3 |
113-315 |
113-272 |
113-168 |
|
| R2 |
113-230 |
113-230 |
113-161 |
|
| R1 |
113-187 |
113-187 |
113-153 |
113-209 |
| PP |
113-145 |
113-145 |
113-145 |
113-156 |
| S1 |
113-102 |
113-102 |
113-137 |
113-124 |
| S2 |
113-060 |
113-060 |
113-129 |
|
| S3 |
112-295 |
113-018 |
113-122 |
|
| S4 |
112-210 |
112-253 |
113-098 |
|
|
| 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 |
113-187 |
112-267 |
0-240 |
0.7% |
0-074 |
0.2% |
82% |
True |
False |
1,317,434 |
| 10 |
113-187 |
112-250 |
0-257 |
0.7% |
0-068 |
0.2% |
83% |
True |
False |
1,094,806 |
| 20 |
113-233 |
112-250 |
0-302 |
0.8% |
0-062 |
0.2% |
71% |
False |
False |
909,530 |
| 40 |
114-207 |
112-250 |
1-277 |
1.6% |
0-066 |
0.2% |
36% |
False |
False |
842,375 |
| 60 |
114-207 |
112-250 |
1-277 |
1.6% |
0-076 |
0.2% |
36% |
False |
False |
873,653 |
| 80 |
115-127 |
112-250 |
2-197 |
2.3% |
0-088 |
0.2% |
26% |
False |
False |
763,399 |
| 100 |
115-293 |
112-250 |
3-042 |
2.8% |
0-080 |
0.2% |
21% |
False |
False |
611,028 |
| 120 |
116-160 |
112-250 |
3-230 |
3.3% |
0-067 |
0.2% |
18% |
False |
False |
509,190 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
114-229 |
|
2.618 |
114-090 |
|
1.618 |
114-005 |
|
1.000 |
113-272 |
|
0.618 |
113-240 |
|
HIGH |
113-187 |
|
0.618 |
113-155 |
|
0.500 |
113-145 |
|
0.382 |
113-135 |
|
LOW |
113-102 |
|
0.618 |
113-050 |
|
1.000 |
113-018 |
|
1.618 |
112-285 |
|
2.618 |
112-200 |
|
4.250 |
112-061 |
|
|
| Fisher Pivots for day following 24-May-2018 |
| Pivot |
1 day |
3 day |
| R1 |
113-145 |
113-126 |
| PP |
113-145 |
113-107 |
| S1 |
113-145 |
113-089 |
|