ECBOT 5 Year T-Note Future June 2018
| Trading Metrics calculated at close of trading on 30-May-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-May-2018 |
30-May-2018 |
Change |
Change % |
Previous Week |
| Open |
113-218 |
114-182 |
0-285 |
0.8% |
113-005 |
| High |
114-198 |
114-222 |
0-025 |
0.1% |
113-242 |
| Low |
113-182 |
113-310 |
0-128 |
0.4% |
112-307 |
| Close |
114-185 |
114-033 |
-0-152 |
-0.4% |
113-220 |
| Range |
1-015 |
0-232 |
-0-103 |
-30.6% |
0-255 |
| ATR |
0-091 |
0-102 |
0-010 |
11.0% |
0-000 |
| Volume |
4,290,466 |
1,637,333 |
-2,653,133 |
-61.8% |
7,946,958 |
|
| Daily Pivots for day following 30-May-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
116-139 |
115-318 |
114-160 |
|
| R3 |
115-227 |
115-086 |
114-096 |
|
| R2 |
114-314 |
114-314 |
114-075 |
|
| R1 |
114-173 |
114-173 |
114-054 |
114-128 |
| PP |
114-082 |
114-082 |
114-082 |
114-059 |
| S1 |
113-261 |
113-261 |
114-011 |
113-215 |
| S2 |
113-169 |
113-169 |
113-310 |
|
| S3 |
112-257 |
113-028 |
113-289 |
|
| S4 |
112-024 |
112-116 |
113-225 |
|
|
| 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 |
114-222 |
113-015 |
1-207 |
1.4% |
0-177 |
0.5% |
64% |
True |
False |
2,437,590 |
| 10 |
114-222 |
112-250 |
1-292 |
1.7% |
0-117 |
0.3% |
69% |
True |
False |
1,657,060 |
| 20 |
114-222 |
112-250 |
1-292 |
1.7% |
0-090 |
0.2% |
69% |
True |
False |
1,212,341 |
| 40 |
114-222 |
112-250 |
1-292 |
1.7% |
0-077 |
0.2% |
69% |
True |
False |
986,999 |
| 60 |
114-222 |
112-250 |
1-292 |
1.7% |
0-080 |
0.2% |
69% |
True |
False |
953,256 |
| 80 |
115-127 |
112-250 |
2-197 |
2.3% |
0-093 |
0.3% |
50% |
False |
False |
864,624 |
| 100 |
115-202 |
112-250 |
2-272 |
2.5% |
0-087 |
0.2% |
46% |
False |
False |
692,384 |
| 120 |
116-160 |
112-250 |
3-230 |
3.3% |
0-073 |
0.2% |
36% |
False |
False |
576,987 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
117-251 |
|
2.618 |
116-191 |
|
1.618 |
115-279 |
|
1.000 |
115-135 |
|
0.618 |
115-046 |
|
HIGH |
114-222 |
|
0.618 |
114-134 |
|
0.500 |
114-106 |
|
0.382 |
114-079 |
|
LOW |
113-310 |
|
0.618 |
113-166 |
|
1.000 |
113-078 |
|
1.618 |
112-254 |
|
2.618 |
112-021 |
|
4.250 |
110-282 |
|
|
| Fisher Pivots for day following 30-May-2018 |
| Pivot |
1 day |
3 day |
| R1 |
114-106 |
114-026 |
| PP |
114-082 |
114-019 |
| S1 |
114-057 |
114-012 |
|