ECBOT 5 Year T-Note Future September 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 |
114-135 |
113-267 |
-0-188 |
-0.5% |
112-238 |
| High |
114-153 |
113-293 |
-0-180 |
-0.5% |
113-150 |
| Low |
113-222 |
113-207 |
-0-015 |
0.0% |
112-210 |
| Close |
113-280 |
113-285 |
0-005 |
0.0% |
113-127 |
| Range |
0-250 |
0-085 |
-0-165 |
-66.0% |
0-260 |
| ATR |
0-100 |
0-099 |
-0-001 |
-1.1% |
0-000 |
| Volume |
1,790,623 |
1,612,932 |
-177,691 |
-9.9% |
3,982,361 |
|
| Daily Pivots for day following 31-May-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
114-197 |
114-166 |
114-012 |
|
| R3 |
114-112 |
114-081 |
113-308 |
|
| R2 |
114-027 |
114-027 |
113-301 |
|
| R1 |
113-316 |
113-316 |
113-293 |
114-011 |
| PP |
113-262 |
113-262 |
113-262 |
113-269 |
| S1 |
113-231 |
113-231 |
113-277 |
113-246 |
| S2 |
113-177 |
113-177 |
113-269 |
|
| S3 |
113-092 |
113-146 |
113-262 |
|
| S4 |
113-007 |
113-061 |
113-238 |
|
|
| 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 |
113-007 |
1-145 |
1.3% |
0-180 |
0.5% |
60% |
False |
False |
1,877,222 |
| 10 |
114-153 |
112-147 |
2-005 |
1.8% |
0-124 |
0.3% |
71% |
False |
False |
1,091,938 |
| 20 |
114-153 |
112-147 |
2-005 |
1.8% |
0-091 |
0.2% |
71% |
False |
False |
570,946 |
| 40 |
114-153 |
112-147 |
2-005 |
1.8% |
0-069 |
0.2% |
71% |
False |
False |
287,555 |
| 60 |
114-173 |
112-147 |
2-025 |
1.8% |
0-048 |
0.1% |
69% |
False |
False |
191,703 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
115-014 |
|
2.618 |
114-195 |
|
1.618 |
114-110 |
|
1.000 |
114-058 |
|
0.618 |
114-025 |
|
HIGH |
113-293 |
|
0.618 |
113-260 |
|
0.500 |
113-250 |
|
0.382 |
113-240 |
|
LOW |
113-207 |
|
0.618 |
113-155 |
|
1.000 |
113-122 |
|
1.618 |
113-070 |
|
2.618 |
112-305 |
|
4.250 |
112-166 |
|
|
| Fisher Pivots for day following 31-May-2018 |
| Pivot |
1 day |
3 day |
| R1 |
113-273 |
113-284 |
| PP |
113-262 |
113-283 |
| S1 |
113-250 |
113-281 |
|