ECBOT 5 Year T-Note Future September 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 |
113-130 |
114-135 |
1-005 |
0.9% |
112-238 |
| High |
114-127 |
114-153 |
0-025 |
0.1% |
113-150 |
| Low |
113-090 |
113-222 |
0-132 |
0.4% |
112-210 |
| Close |
114-115 |
113-280 |
-0-155 |
-0.4% |
113-127 |
| Range |
1-037 |
0-250 |
-0-107 |
-30.1% |
0-260 |
| ATR |
0-089 |
0-100 |
0-012 |
13.0% |
0-000 |
| Volume |
3,339,121 |
1,790,623 |
-1,548,498 |
-46.4% |
3,982,361 |
|
| Daily Pivots for day following 30-May-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
116-115 |
115-288 |
114-098 |
|
| R3 |
115-185 |
115-038 |
114-029 |
|
| R2 |
114-255 |
114-255 |
114-006 |
|
| R1 |
114-108 |
114-108 |
113-303 |
114-056 |
| PP |
114-005 |
114-005 |
114-005 |
113-299 |
| S1 |
113-177 |
113-177 |
113-257 |
113-126 |
| S2 |
113-075 |
113-075 |
113-234 |
|
| S3 |
112-145 |
112-247 |
113-211 |
|
| S4 |
111-215 |
111-317 |
113-142 |
|
|
| 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 |
114-153 |
112-240 |
1-233 |
1.5% |
0-186 |
0.5% |
65% |
True |
False |
1,731,444 |
| 10 |
114-153 |
112-147 |
2-005 |
1.8% |
0-121 |
0.3% |
70% |
True |
False |
936,457 |
| 20 |
114-153 |
112-147 |
2-005 |
1.8% |
0-089 |
0.2% |
70% |
True |
False |
490,681 |
| 40 |
114-153 |
112-147 |
2-005 |
1.8% |
0-068 |
0.2% |
70% |
True |
False |
247,231 |
| 60 |
114-173 |
112-147 |
2-025 |
1.8% |
0-047 |
0.1% |
68% |
False |
False |
164,821 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
117-255 |
|
2.618 |
116-167 |
|
1.618 |
115-237 |
|
1.000 |
115-083 |
|
0.618 |
114-307 |
|
HIGH |
114-153 |
|
0.618 |
114-057 |
|
0.500 |
114-028 |
|
0.382 |
113-318 |
|
LOW |
113-222 |
|
0.618 |
113-068 |
|
1.000 |
112-292 |
|
1.618 |
112-138 |
|
2.618 |
111-208 |
|
4.250 |
110-120 |
|
|
| Fisher Pivots for day following 30-May-2018 |
| Pivot |
1 day |
3 day |
| R1 |
114-028 |
113-270 |
| PP |
114-005 |
113-260 |
| S1 |
113-303 |
113-250 |
|