ECBOT 5 Year T-Note Future September 2018
| Trading Metrics calculated at close of trading on 25-May-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-May-2018 |
25-May-2018 |
Change |
Change % |
Previous Week |
| Open |
113-030 |
113-047 |
0-017 |
0.0% |
112-238 |
| High |
113-093 |
113-150 |
0-058 |
0.2% |
113-150 |
| Low |
113-007 |
113-027 |
0-020 |
0.1% |
112-210 |
| Close |
113-047 |
113-127 |
0-080 |
0.2% |
113-127 |
| Range |
0-085 |
0-123 |
0-038 |
44.1% |
0-260 |
| ATR |
0-064 |
0-068 |
0-004 |
6.5% |
0-000 |
| Volume |
1,111,094 |
1,532,340 |
421,246 |
37.9% |
3,982,361 |
|
| Daily Pivots for day following 25-May-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
114-149 |
114-101 |
113-195 |
|
| R3 |
114-027 |
113-298 |
113-161 |
|
| R2 |
113-224 |
113-224 |
113-150 |
|
| R1 |
113-176 |
113-176 |
113-139 |
113-200 |
| PP |
113-102 |
113-102 |
113-102 |
113-114 |
| S1 |
113-053 |
113-053 |
113-116 |
113-077 |
| S2 |
112-299 |
112-299 |
113-105 |
|
| S3 |
112-177 |
112-251 |
113-094 |
|
| S4 |
112-054 |
112-128 |
113-060 |
|
|
| Weekly Pivots for week ending 25-May-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
115-196 |
115-102 |
113-270 |
|
| R3 |
114-256 |
114-162 |
113-199 |
|
| R2 |
113-316 |
113-316 |
113-175 |
|
| R1 |
113-222 |
113-222 |
113-151 |
113-269 |
| PP |
113-056 |
113-056 |
113-056 |
113-079 |
| S1 |
112-282 |
112-282 |
113-104 |
113-009 |
| S2 |
112-116 |
112-116 |
113-080 |
|
| S3 |
111-176 |
112-022 |
113-056 |
|
| S4 |
110-236 |
111-082 |
112-304 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
113-150 |
112-210 |
0-260 |
0.7% |
0-080 |
0.2% |
91% |
True |
False |
796,472 |
| 10 |
113-150 |
112-147 |
1-003 |
0.9% |
0-077 |
0.2% |
93% |
True |
False |
443,602 |
| 20 |
113-150 |
112-147 |
1-003 |
0.9% |
0-062 |
0.2% |
93% |
True |
False |
234,624 |
| 40 |
114-173 |
112-147 |
2-025 |
1.8% |
0-054 |
0.1% |
45% |
False |
False |
118,988 |
| 60 |
114-173 |
112-147 |
2-025 |
1.8% |
0-037 |
0.1% |
45% |
False |
False |
79,325 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
115-031 |
|
2.618 |
114-151 |
|
1.618 |
114-028 |
|
1.000 |
113-273 |
|
0.618 |
113-226 |
|
HIGH |
113-150 |
|
0.618 |
113-103 |
|
0.500 |
113-089 |
|
0.382 |
113-074 |
|
LOW |
113-027 |
|
0.618 |
112-272 |
|
1.000 |
112-225 |
|
1.618 |
112-149 |
|
2.618 |
112-027 |
|
4.250 |
111-147 |
|
|
| Fisher Pivots for day following 25-May-2018 |
| Pivot |
1 day |
3 day |
| R1 |
113-115 |
113-097 |
| PP |
113-102 |
113-066 |
| S1 |
113-089 |
113-035 |
|