ECBOT 5 Year T-Note Future June 2018
| Trading Metrics calculated at close of trading on 02-May-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-May-2018 |
02-May-2018 |
Change |
Change % |
Previous Week |
| Open |
113-147 |
113-127 |
-0-020 |
-0.1% |
113-133 |
| High |
113-153 |
113-150 |
-0-002 |
0.0% |
113-153 |
| Low |
113-110 |
113-098 |
-0-013 |
0.0% |
113-062 |
| Close |
113-113 |
113-140 |
0-027 |
0.1% |
113-142 |
| Range |
0-042 |
0-053 |
0-010 |
23.6% |
0-090 |
| ATR |
0-071 |
0-069 |
-0-001 |
-1.8% |
0-000 |
| Volume |
564,493 |
814,052 |
249,559 |
44.2% |
4,291,745 |
|
| Daily Pivots for day following 02-May-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
113-287 |
113-266 |
113-169 |
|
| R3 |
113-234 |
113-213 |
113-154 |
|
| R2 |
113-182 |
113-182 |
113-150 |
|
| R1 |
113-161 |
113-161 |
113-145 |
113-171 |
| PP |
113-129 |
113-129 |
113-129 |
113-134 |
| S1 |
113-108 |
113-108 |
113-135 |
113-119 |
| S2 |
113-077 |
113-077 |
113-130 |
|
| S3 |
113-024 |
113-056 |
113-126 |
|
| S4 |
112-292 |
113-003 |
113-111 |
|
|
| Weekly Pivots for week ending 27-Apr-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
114-069 |
114-036 |
113-192 |
|
| R3 |
113-299 |
113-266 |
113-167 |
|
| R2 |
113-209 |
113-209 |
113-159 |
|
| R1 |
113-176 |
113-176 |
113-151 |
113-193 |
| PP |
113-119 |
113-119 |
113-119 |
113-128 |
| S1 |
113-086 |
113-086 |
113-134 |
113-102 |
| S2 |
113-029 |
113-029 |
113-126 |
|
| S3 |
112-259 |
112-316 |
113-118 |
|
| S4 |
112-169 |
112-226 |
113-093 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
113-165 |
113-085 |
0-080 |
0.2% |
0-049 |
0.1% |
69% |
False |
False |
747,281 |
| 10 |
113-245 |
113-062 |
0-182 |
0.5% |
0-055 |
0.2% |
42% |
False |
False |
810,918 |
| 20 |
114-140 |
113-062 |
1-078 |
1.1% |
0-062 |
0.2% |
19% |
False |
False |
765,312 |
| 40 |
114-207 |
113-062 |
1-145 |
1.3% |
0-075 |
0.2% |
17% |
False |
False |
824,569 |
| 60 |
115-127 |
113-062 |
2-065 |
1.9% |
0-090 |
0.2% |
11% |
False |
False |
761,790 |
| 80 |
115-202 |
113-062 |
2-140 |
2.1% |
0-086 |
0.2% |
10% |
False |
False |
572,553 |
| 100 |
116-160 |
113-062 |
3-098 |
2.9% |
0-070 |
0.2% |
7% |
False |
False |
458,056 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
114-053 |
|
2.618 |
113-287 |
|
1.618 |
113-235 |
|
1.000 |
113-203 |
|
0.618 |
113-182 |
|
HIGH |
113-150 |
|
0.618 |
113-130 |
|
0.500 |
113-124 |
|
0.382 |
113-118 |
|
LOW |
113-098 |
|
0.618 |
113-065 |
|
1.000 |
113-045 |
|
1.618 |
113-013 |
|
2.618 |
112-280 |
|
4.250 |
112-194 |
|
|
| Fisher Pivots for day following 02-May-2018 |
| Pivot |
1 day |
3 day |
| R1 |
113-135 |
113-137 |
| PP |
113-129 |
113-134 |
| S1 |
113-124 |
113-131 |
|