ECBOT 5 Year T-Note Future September 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 |
112-245 |
113-030 |
0-105 |
0.3% |
113-000 |
| High |
113-035 |
113-093 |
0-058 |
0.2% |
113-010 |
| Low |
112-240 |
113-007 |
0-087 |
0.2% |
112-147 |
| Close |
113-022 |
113-047 |
0-025 |
0.1% |
112-247 |
| Range |
0-115 |
0-085 |
-0-030 |
-26.1% |
0-183 |
| ATR |
0-062 |
0-064 |
0-002 |
2.6% |
0-000 |
| Volume |
884,045 |
1,111,094 |
227,049 |
25.7% |
453,666 |
|
| Daily Pivots for day following 24-May-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
113-304 |
113-261 |
113-094 |
|
| R3 |
113-219 |
113-176 |
113-071 |
|
| R2 |
113-134 |
113-134 |
113-063 |
|
| R1 |
113-091 |
113-091 |
113-055 |
113-113 |
| PP |
113-049 |
113-049 |
113-049 |
113-060 |
| S1 |
113-006 |
113-006 |
113-040 |
113-027 |
| S2 |
112-284 |
112-284 |
113-032 |
|
| S3 |
112-199 |
112-241 |
113-024 |
|
| S4 |
112-114 |
112-156 |
113-001 |
|
|
| 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 |
113-093 |
112-167 |
0-245 |
0.7% |
0-074 |
0.2% |
82% |
True |
False |
514,381 |
| 10 |
113-093 |
112-147 |
0-265 |
0.7% |
0-067 |
0.2% |
83% |
True |
False |
291,264 |
| 20 |
113-135 |
112-147 |
0-308 |
0.8% |
0-058 |
0.2% |
72% |
False |
False |
158,182 |
| 40 |
114-173 |
112-147 |
2-025 |
1.8% |
0-051 |
0.1% |
33% |
False |
False |
80,679 |
| 60 |
114-173 |
112-147 |
2-025 |
1.8% |
0-035 |
0.1% |
33% |
False |
False |
53,786 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
114-134 |
|
2.618 |
113-315 |
|
1.618 |
113-230 |
|
1.000 |
113-178 |
|
0.618 |
113-145 |
|
HIGH |
113-093 |
|
0.618 |
113-060 |
|
0.500 |
113-050 |
|
0.382 |
113-040 |
|
LOW |
113-007 |
|
0.618 |
112-275 |
|
1.000 |
112-242 |
|
1.618 |
112-190 |
|
2.618 |
112-105 |
|
4.250 |
111-286 |
|
|
| Fisher Pivots for day following 24-May-2018 |
| Pivot |
1 day |
3 day |
| R1 |
113-050 |
113-030 |
| PP |
113-049 |
113-012 |
| S1 |
113-048 |
112-314 |
|