ECBOT 5 Year T-Note Future June 2018
| Trading Metrics calculated at close of trading on 29-May-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-May-2018 |
29-May-2018 |
Change |
Change % |
Previous Week |
| Open |
113-145 |
113-218 |
0-073 |
0.2% |
113-005 |
| High |
113-242 |
114-198 |
0-275 |
0.8% |
113-242 |
| Low |
113-122 |
113-182 |
0-060 |
0.2% |
112-307 |
| Close |
113-220 |
114-185 |
0-285 |
0.8% |
113-220 |
| Range |
0-120 |
1-015 |
0-215 |
179.2% |
0-255 |
| ATR |
0-073 |
0-091 |
0-019 |
25.8% |
0-000 |
| Volume |
2,207,765 |
4,290,466 |
2,082,701 |
94.3% |
7,946,958 |
|
| Daily Pivots for day following 29-May-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
117-127 |
117-011 |
115-049 |
|
| R3 |
116-112 |
115-316 |
114-277 |
|
| R2 |
115-097 |
115-097 |
114-246 |
|
| R1 |
114-301 |
114-301 |
114-216 |
115-039 |
| PP |
114-082 |
114-082 |
114-082 |
114-111 |
| S1 |
113-286 |
113-286 |
114-154 |
114-024 |
| S2 |
113-067 |
113-067 |
114-124 |
|
| S3 |
112-052 |
112-271 |
114-093 |
|
| S4 |
111-037 |
111-256 |
114-001 |
|
|
| Weekly Pivots for week ending 25-May-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
115-275 |
115-183 |
114-040 |
|
| R3 |
115-020 |
114-248 |
113-290 |
|
| R2 |
114-085 |
114-085 |
113-267 |
|
| R1 |
113-313 |
113-313 |
113-243 |
114-039 |
| PP |
113-150 |
113-150 |
113-150 |
113-173 |
| S1 |
113-057 |
113-057 |
113-197 |
113-104 |
| S2 |
112-215 |
112-215 |
113-173 |
|
| S3 |
111-280 |
112-122 |
113-150 |
|
| S4 |
111-025 |
111-187 |
113-080 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
114-198 |
112-310 |
1-207 |
1.4% |
0-139 |
0.4% |
98% |
True |
False |
2,284,350 |
| 10 |
114-198 |
112-250 |
1-267 |
1.6% |
0-105 |
0.3% |
98% |
True |
False |
1,626,186 |
| 20 |
114-198 |
112-250 |
1-267 |
1.6% |
0-080 |
0.2% |
98% |
True |
False |
1,158,699 |
| 40 |
114-198 |
112-250 |
1-267 |
1.6% |
0-074 |
0.2% |
98% |
True |
False |
966,193 |
| 60 |
114-207 |
112-250 |
1-277 |
1.6% |
0-079 |
0.2% |
96% |
False |
False |
939,717 |
| 80 |
115-127 |
112-250 |
2-197 |
2.3% |
0-091 |
0.2% |
69% |
False |
False |
844,343 |
| 100 |
115-227 |
112-250 |
2-297 |
2.6% |
0-085 |
0.2% |
61% |
False |
False |
676,011 |
| 120 |
116-160 |
112-250 |
3-230 |
3.2% |
0-071 |
0.2% |
48% |
False |
False |
563,342 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
119-021 |
|
2.618 |
117-115 |
|
1.618 |
116-100 |
|
1.000 |
115-213 |
|
0.618 |
115-085 |
|
HIGH |
114-198 |
|
0.618 |
114-070 |
|
0.500 |
114-030 |
|
0.382 |
113-310 |
|
LOW |
113-182 |
|
0.618 |
112-295 |
|
1.000 |
112-167 |
|
1.618 |
111-280 |
|
2.618 |
110-265 |
|
4.250 |
109-039 |
|
|
| Fisher Pivots for day following 29-May-2018 |
| Pivot |
1 day |
3 day |
| R1 |
114-133 |
114-120 |
| PP |
114-082 |
114-055 |
| S1 |
114-030 |
113-310 |
|