ECBOT 5 Year T-Note Future June 2018
| Trading Metrics calculated at close of trading on 31-May-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-May-2018 |
31-May-2018 |
Change |
Change % |
Previous Week |
| Open |
114-182 |
114-020 |
-0-162 |
-0.4% |
113-005 |
| High |
114-222 |
114-045 |
-0-178 |
-0.5% |
113-242 |
| Low |
113-310 |
113-285 |
-0-025 |
-0.1% |
112-307 |
| Close |
114-033 |
114-035 |
0-002 |
0.0% |
113-220 |
| Range |
0-232 |
0-080 |
-0-152 |
-65.6% |
0-255 |
| ATR |
0-102 |
0-100 |
-0-002 |
-1.5% |
0-000 |
| Volume |
1,637,333 |
210,457 |
-1,426,876 |
-87.1% |
7,946,958 |
|
| Daily Pivots for day following 31-May-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
114-255 |
114-225 |
114-079 |
|
| R3 |
114-175 |
114-145 |
114-057 |
|
| R2 |
114-095 |
114-095 |
114-050 |
|
| R1 |
114-065 |
114-065 |
114-042 |
114-080 |
| PP |
114-015 |
114-015 |
114-015 |
114-022 |
| S1 |
113-305 |
113-305 |
114-028 |
114-000 |
| S2 |
113-255 |
113-255 |
114-020 |
|
| S3 |
113-175 |
113-225 |
114-013 |
|
| S4 |
113-095 |
113-145 |
113-311 |
|
|
| 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 |
113-102 |
1-120 |
1.2% |
0-170 |
0.5% |
57% |
False |
False |
2,059,037 |
| 10 |
114-222 |
112-250 |
1-292 |
1.7% |
0-119 |
0.3% |
69% |
False |
False |
1,585,776 |
| 20 |
114-222 |
112-250 |
1-292 |
1.7% |
0-091 |
0.2% |
69% |
False |
False |
1,182,161 |
| 40 |
114-222 |
112-250 |
1-292 |
1.7% |
0-077 |
0.2% |
69% |
False |
False |
973,736 |
| 60 |
114-222 |
112-250 |
1-292 |
1.7% |
0-080 |
0.2% |
69% |
False |
False |
943,766 |
| 80 |
115-127 |
112-250 |
2-197 |
2.3% |
0-090 |
0.2% |
51% |
False |
False |
866,883 |
| 100 |
115-202 |
112-250 |
2-272 |
2.5% |
0-087 |
0.2% |
47% |
False |
False |
694,475 |
| 120 |
116-160 |
112-250 |
3-230 |
3.3% |
0-073 |
0.2% |
36% |
False |
False |
578,740 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
115-065 |
|
2.618 |
114-254 |
|
1.618 |
114-174 |
|
1.000 |
114-125 |
|
0.618 |
114-094 |
|
HIGH |
114-045 |
|
0.618 |
114-014 |
|
0.500 |
114-005 |
|
0.382 |
113-316 |
|
LOW |
113-285 |
|
0.618 |
113-236 |
|
1.000 |
113-205 |
|
1.618 |
113-156 |
|
2.618 |
113-076 |
|
4.250 |
112-265 |
|
|
| Fisher Pivots for day following 31-May-2018 |
| Pivot |
1 day |
3 day |
| R1 |
114-025 |
114-042 |
| PP |
114-015 |
114-040 |
| S1 |
114-005 |
114-038 |
|