ECBOT 5 Year T-Note Future June 2018
| Trading Metrics calculated at close of trading on 11-May-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-May-2018 |
11-May-2018 |
Change |
Change % |
Previous Week |
| Open |
113-080 |
113-098 |
0-018 |
0.0% |
113-155 |
| High |
113-173 |
113-113 |
-0-060 |
-0.2% |
113-178 |
| Low |
113-078 |
113-080 |
0-002 |
0.0% |
113-078 |
| Close |
113-090 |
113-093 |
0-002 |
0.0% |
113-093 |
| Range |
0-095 |
0-033 |
-0-062 |
-65.8% |
0-100 |
| ATR |
0-068 |
0-065 |
-0-003 |
-3.7% |
0-000 |
| Volume |
879,971 |
560,354 |
-319,617 |
-36.3% |
3,189,663 |
|
| Daily Pivots for day following 11-May-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
113-193 |
113-175 |
113-110 |
|
| R3 |
113-160 |
113-143 |
113-101 |
|
| R2 |
113-128 |
113-128 |
113-098 |
|
| R1 |
113-110 |
113-110 |
113-095 |
113-103 |
| PP |
113-095 |
113-095 |
113-095 |
113-091 |
| S1 |
113-078 |
113-078 |
113-090 |
113-070 |
| S2 |
113-062 |
113-062 |
113-087 |
|
| S3 |
113-030 |
113-045 |
113-084 |
|
| S4 |
112-317 |
113-012 |
113-075 |
|
|
| Weekly Pivots for week ending 11-May-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
114-096 |
114-034 |
113-148 |
|
| R3 |
113-316 |
113-254 |
113-120 |
|
| R2 |
113-216 |
113-216 |
113-111 |
|
| R1 |
113-154 |
113-154 |
113-102 |
113-135 |
| PP |
113-116 |
113-116 |
113-116 |
113-106 |
| S1 |
113-054 |
113-054 |
113-083 |
113-035 |
| S2 |
113-016 |
113-016 |
113-074 |
|
| S3 |
112-236 |
112-274 |
113-065 |
|
| S4 |
112-136 |
112-174 |
113-038 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
113-178 |
113-078 |
0-100 |
0.3% |
0-053 |
0.1% |
15% |
False |
False |
637,932 |
| 10 |
113-233 |
113-078 |
0-155 |
0.4% |
0-055 |
0.2% |
10% |
False |
False |
711,780 |
| 20 |
113-313 |
113-062 |
0-250 |
0.7% |
0-057 |
0.2% |
12% |
False |
False |
748,069 |
| 40 |
114-207 |
113-062 |
1-145 |
1.3% |
0-072 |
0.2% |
6% |
False |
False |
807,800 |
| 60 |
114-207 |
113-062 |
1-145 |
1.3% |
0-079 |
0.2% |
6% |
False |
False |
839,082 |
| 80 |
115-127 |
113-062 |
2-065 |
1.9% |
0-087 |
0.2% |
4% |
False |
False |
633,804 |
| 100 |
116-075 |
113-062 |
3-013 |
2.7% |
0-074 |
0.2% |
3% |
False |
False |
507,151 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
113-251 |
|
2.618 |
113-198 |
|
1.618 |
113-165 |
|
1.000 |
113-145 |
|
0.618 |
113-133 |
|
HIGH |
113-113 |
|
0.618 |
113-100 |
|
0.500 |
113-096 |
|
0.382 |
113-092 |
|
LOW |
113-080 |
|
0.618 |
113-060 |
|
1.000 |
113-047 |
|
1.618 |
113-027 |
|
2.618 |
112-315 |
|
4.250 |
112-262 |
|
|
| Fisher Pivots for day following 11-May-2018 |
| Pivot |
1 day |
3 day |
| R1 |
113-096 |
113-125 |
| PP |
113-095 |
113-114 |
| S1 |
113-094 |
113-103 |
|