ECBOT 5 Year T-Note Future September 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 |
112-240 |
112-245 |
0-005 |
0.0% |
113-000 |
High |
112-253 |
113-035 |
0-102 |
0.3% |
113-010 |
Low |
112-215 |
112-240 |
0-025 |
0.1% |
112-147 |
Close |
112-247 |
113-022 |
0-095 |
0.3% |
112-247 |
Range |
0-038 |
0-115 |
0-078 |
206.7% |
0-183 |
ATR |
0-058 |
0-062 |
0-004 |
7.0% |
0-000 |
Volume |
287,631 |
884,045 |
596,414 |
207.4% |
453,666 |
|
Daily Pivots for day following 23-May-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
114-018 |
113-295 |
113-086 |
|
R3 |
113-223 |
113-180 |
113-054 |
|
R2 |
113-108 |
113-108 |
113-044 |
|
R1 |
113-065 |
113-065 |
113-033 |
113-086 |
PP |
112-313 |
112-313 |
112-313 |
113-003 |
S1 |
112-270 |
112-270 |
113-012 |
112-291 |
S2 |
112-197 |
112-197 |
113-001 |
|
S3 |
112-082 |
112-155 |
112-311 |
|
S4 |
111-287 |
112-040 |
112-279 |
|
|
Weekly Pivots for week ending 18-May-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
114-149 |
114-061 |
113-028 |
|
R3 |
113-287 |
113-198 |
112-298 |
|
R2 |
113-104 |
113-104 |
112-281 |
|
R1 |
113-016 |
113-016 |
112-264 |
112-289 |
PP |
112-242 |
112-242 |
112-242 |
112-218 |
S1 |
112-153 |
112-153 |
112-231 |
112-106 |
S2 |
112-059 |
112-059 |
112-214 |
|
S3 |
111-197 |
111-291 |
112-197 |
|
S4 |
111-014 |
111-108 |
112-147 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
113-035 |
112-147 |
0-208 |
0.6% |
0-068 |
0.2% |
94% |
True |
False |
306,655 |
10 |
113-060 |
112-147 |
0-233 |
0.6% |
0-066 |
0.2% |
84% |
False |
False |
185,690 |
20 |
113-135 |
112-147 |
0-308 |
0.8% |
0-056 |
0.2% |
63% |
False |
False |
103,754 |
40 |
114-173 |
112-147 |
2-025 |
1.8% |
0-050 |
0.1% |
29% |
False |
False |
52,902 |
60 |
114-173 |
112-147 |
2-025 |
1.8% |
0-033 |
0.1% |
29% |
False |
False |
35,268 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
114-204 |
2.618 |
114-016 |
1.618 |
113-221 |
1.000 |
113-150 |
0.618 |
113-106 |
HIGH |
113-035 |
0.618 |
112-311 |
0.500 |
112-298 |
0.382 |
112-284 |
LOW |
112-240 |
0.618 |
112-169 |
1.000 |
112-125 |
1.618 |
112-054 |
2.618 |
111-259 |
4.250 |
111-071 |
|
|
Fisher Pivots for day following 23-May-2018 |
Pivot |
1 day |
3 day |
R1 |
113-007 |
113-003 |
PP |
112-313 |
112-303 |
S1 |
112-298 |
112-283 |
|