ECBOT 5 Year T-Note Future June 2018
| Trading Metrics calculated at close of trading on 04-May-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-May-2018 |
04-May-2018 |
Change |
Change % |
Previous Week |
| Open |
113-147 |
113-170 |
0-023 |
0.1% |
113-138 |
| High |
113-202 |
113-233 |
0-030 |
0.1% |
113-233 |
| Low |
113-140 |
113-147 |
0-007 |
0.0% |
113-098 |
| Close |
113-170 |
113-167 |
-0-003 |
0.0% |
113-167 |
| Range |
0-062 |
0-085 |
0-023 |
36.0% |
0-135 |
| ATR |
0-069 |
0-070 |
0-001 |
1.7% |
0-000 |
| Volume |
861,623 |
858,218 |
-3,405 |
-0.4% |
3,928,142 |
|
| Daily Pivots for day following 04-May-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
114-118 |
114-068 |
113-214 |
|
| R3 |
114-033 |
113-303 |
113-191 |
|
| R2 |
113-268 |
113-268 |
113-183 |
|
| R1 |
113-218 |
113-218 |
113-175 |
113-200 |
| PP |
113-182 |
113-182 |
113-182 |
113-174 |
| S1 |
113-132 |
113-132 |
113-160 |
113-115 |
| S2 |
113-097 |
113-097 |
113-152 |
|
| S3 |
113-012 |
113-047 |
113-144 |
|
| S4 |
112-247 |
112-282 |
113-121 |
|
|
| Weekly Pivots for week ending 04-May-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
114-251 |
114-184 |
113-242 |
|
| R3 |
114-116 |
114-049 |
113-205 |
|
| R2 |
113-301 |
113-301 |
113-192 |
|
| R1 |
113-234 |
113-234 |
113-180 |
113-268 |
| PP |
113-166 |
113-166 |
113-166 |
113-183 |
| S1 |
113-099 |
113-099 |
113-155 |
113-132 |
| S2 |
113-031 |
113-031 |
113-143 |
|
| S3 |
112-216 |
112-284 |
113-130 |
|
| S4 |
112-081 |
112-149 |
113-093 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
113-233 |
113-098 |
0-135 |
0.4% |
0-058 |
0.2% |
52% |
True |
False |
785,628 |
| 10 |
113-233 |
113-062 |
0-170 |
0.5% |
0-055 |
0.2% |
62% |
True |
False |
821,988 |
| 20 |
114-135 |
113-062 |
1-073 |
1.1% |
0-063 |
0.2% |
27% |
False |
False |
769,442 |
| 40 |
114-207 |
113-062 |
1-145 |
1.3% |
0-075 |
0.2% |
23% |
False |
False |
829,266 |
| 60 |
114-270 |
113-062 |
1-208 |
1.5% |
0-085 |
0.2% |
20% |
False |
False |
789,354 |
| 80 |
115-150 |
113-062 |
2-088 |
2.0% |
0-087 |
0.2% |
14% |
False |
False |
594,048 |
| 100 |
116-160 |
113-062 |
3-098 |
2.9% |
0-071 |
0.2% |
10% |
False |
False |
475,255 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
114-274 |
|
2.618 |
114-135 |
|
1.618 |
114-050 |
|
1.000 |
113-318 |
|
0.618 |
113-285 |
|
HIGH |
113-233 |
|
0.618 |
113-200 |
|
0.500 |
113-190 |
|
0.382 |
113-180 |
|
LOW |
113-147 |
|
0.618 |
113-095 |
|
1.000 |
113-062 |
|
1.618 |
113-010 |
|
2.618 |
112-245 |
|
4.250 |
112-106 |
|
|
| Fisher Pivots for day following 04-May-2018 |
| Pivot |
1 day |
3 day |
| R1 |
113-190 |
113-167 |
| PP |
113-182 |
113-166 |
| S1 |
113-175 |
113-165 |
|