ECBOT 5 Year T-Note Future June 2018
| Trading Metrics calculated at close of trading on 17-May-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-May-2018 |
17-May-2018 |
Change |
Change % |
Previous Week |
| Open |
112-305 |
112-273 |
-0-032 |
-0.1% |
113-155 |
| High |
113-007 |
112-302 |
-0-025 |
-0.1% |
113-178 |
| Low |
112-265 |
112-250 |
-0-015 |
0.0% |
113-078 |
| Close |
112-280 |
112-287 |
0-007 |
0.0% |
113-093 |
| Range |
0-062 |
0-052 |
-0-010 |
-16.0% |
0-100 |
| ATR |
0-068 |
0-067 |
-0-001 |
-1.6% |
0-000 |
| Volume |
923,299 |
924,572 |
1,273 |
0.1% |
3,189,663 |
|
| Daily Pivots for day following 17-May-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
113-117 |
113-095 |
112-316 |
|
| R3 |
113-065 |
113-042 |
112-302 |
|
| R2 |
113-012 |
113-012 |
112-297 |
|
| R1 |
112-310 |
112-310 |
112-292 |
113-001 |
| PP |
112-280 |
112-280 |
112-280 |
112-286 |
| S1 |
112-258 |
112-258 |
112-283 |
112-269 |
| S2 |
112-228 |
112-228 |
112-278 |
|
| S3 |
112-175 |
112-205 |
112-273 |
|
| S4 |
112-123 |
112-153 |
112-259 |
|
|
| 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 |
113-113 |
112-250 |
0-182 |
0.5% |
0-062 |
0.2% |
21% |
False |
True |
872,178 |
| 10 |
113-233 |
112-250 |
0-302 |
0.8% |
0-063 |
0.2% |
12% |
False |
True |
784,841 |
| 20 |
113-233 |
112-250 |
0-302 |
0.8% |
0-058 |
0.2% |
12% |
False |
True |
793,814 |
| 40 |
114-207 |
112-250 |
1-277 |
1.7% |
0-071 |
0.2% |
6% |
False |
True |
822,032 |
| 60 |
114-207 |
112-250 |
1-277 |
1.7% |
0-077 |
0.2% |
6% |
False |
True |
882,415 |
| 80 |
115-127 |
112-250 |
2-197 |
2.3% |
0-088 |
0.2% |
4% |
False |
True |
681,215 |
| 100 |
116-033 |
112-250 |
3-102 |
2.9% |
0-077 |
0.2% |
4% |
False |
True |
545,157 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
113-206 |
|
2.618 |
113-120 |
|
1.618 |
113-067 |
|
1.000 |
113-035 |
|
0.618 |
113-015 |
|
HIGH |
112-302 |
|
0.618 |
112-282 |
|
0.500 |
112-276 |
|
0.382 |
112-270 |
|
LOW |
112-250 |
|
0.618 |
112-218 |
|
1.000 |
112-198 |
|
1.618 |
112-165 |
|
2.618 |
112-113 |
|
4.250 |
112-027 |
|
|
| Fisher Pivots for day following 17-May-2018 |
| Pivot |
1 day |
3 day |
| R1 |
112-284 |
113-000 |
| PP |
112-280 |
112-309 |
| S1 |
112-276 |
112-298 |
|