ECBOT 5 Year T-Note Future September 2018
| Trading Metrics calculated at close of trading on 29-May-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-May-2018 |
29-May-2018 |
Change |
Change % |
Previous Week |
| Open |
113-047 |
113-130 |
0-083 |
0.2% |
112-238 |
| High |
113-150 |
114-127 |
0-297 |
0.8% |
113-150 |
| Low |
113-027 |
113-090 |
0-063 |
0.2% |
112-210 |
| Close |
113-127 |
114-115 |
0-308 |
0.8% |
113-127 |
| Range |
0-123 |
1-037 |
0-235 |
191.7% |
0-260 |
| ATR |
0-068 |
0-089 |
0-021 |
30.3% |
0-000 |
| Volume |
1,532,340 |
3,339,121 |
1,806,781 |
117.9% |
3,982,361 |
|
| Daily Pivots for day following 29-May-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
117-117 |
116-313 |
114-312 |
|
| R3 |
116-079 |
115-276 |
114-213 |
|
| R2 |
115-042 |
115-042 |
114-181 |
|
| R1 |
114-238 |
114-238 |
114-148 |
114-300 |
| PP |
114-004 |
114-004 |
114-004 |
114-035 |
| S1 |
113-201 |
113-201 |
114-082 |
113-263 |
| S2 |
112-287 |
112-287 |
114-049 |
|
| S3 |
111-249 |
112-163 |
114-017 |
|
| S4 |
110-212 |
111-126 |
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 |
114-127 |
112-215 |
1-232 |
1.5% |
0-144 |
0.4% |
98% |
True |
False |
1,430,846 |
| 10 |
114-127 |
112-147 |
1-300 |
1.7% |
0-108 |
0.3% |
98% |
True |
False |
774,889 |
| 20 |
114-127 |
112-147 |
1-300 |
1.7% |
0-078 |
0.2% |
98% |
True |
False |
401,456 |
| 40 |
114-127 |
112-147 |
1-300 |
1.7% |
0-062 |
0.2% |
98% |
True |
False |
202,466 |
| 60 |
114-173 |
112-147 |
2-025 |
1.8% |
0-043 |
0.1% |
91% |
False |
False |
134,977 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
119-047 |
|
2.618 |
117-103 |
|
1.618 |
116-066 |
|
1.000 |
115-165 |
|
0.618 |
115-028 |
|
HIGH |
114-127 |
|
0.618 |
113-311 |
|
0.500 |
113-269 |
|
0.382 |
113-227 |
|
LOW |
113-090 |
|
0.618 |
112-189 |
|
1.000 |
112-053 |
|
1.618 |
111-152 |
|
2.618 |
110-114 |
|
4.250 |
108-171 |
|
|
| Fisher Pivots for day following 29-May-2018 |
| Pivot |
1 day |
3 day |
| R1 |
114-060 |
114-046 |
| PP |
114-004 |
113-297 |
| S1 |
113-269 |
113-227 |
|