ECBOT 5 Year T-Note Future June 2018
| Trading Metrics calculated at close of trading on 25-May-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-May-2018 |
25-May-2018 |
Change |
Change % |
Previous Week |
| Open |
113-125 |
113-145 |
0-020 |
0.1% |
113-005 |
| High |
113-187 |
113-242 |
0-055 |
0.2% |
113-242 |
| Low |
113-102 |
113-122 |
0-020 |
0.1% |
112-307 |
| Close |
113-145 |
113-220 |
0-075 |
0.2% |
113-220 |
| Range |
0-085 |
0-120 |
0-035 |
41.2% |
0-255 |
| ATR |
0-069 |
0-073 |
0-004 |
5.3% |
0-000 |
| Volume |
1,949,168 |
2,207,765 |
258,597 |
13.3% |
7,946,958 |
|
| Daily Pivots for day following 25-May-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
114-235 |
114-187 |
113-286 |
|
| R3 |
114-115 |
114-067 |
113-253 |
|
| R2 |
113-315 |
113-315 |
113-242 |
|
| R1 |
113-267 |
113-267 |
113-231 |
113-291 |
| PP |
113-195 |
113-195 |
113-195 |
113-207 |
| S1 |
113-147 |
113-147 |
113-209 |
113-171 |
| S2 |
113-075 |
113-075 |
113-198 |
|
| S3 |
112-275 |
113-027 |
113-187 |
|
| S4 |
112-155 |
112-227 |
113-154 |
|
|
| Weekly Pivots for week ending 25-May-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
115-275 |
115-183 |
114-040 |
|
| R3 |
115-020 |
114-248 |
113-290 |
|
| R2 |
114-085 |
114-085 |
113-267 |
|
| R1 |
113-313 |
113-313 |
113-243 |
114-039 |
| PP |
113-150 |
113-150 |
113-150 |
113-173 |
| S1 |
113-057 |
113-057 |
113-197 |
113-104 |
| S2 |
112-215 |
112-215 |
113-173 |
|
| S3 |
111-280 |
112-122 |
113-150 |
|
| S4 |
111-025 |
111-187 |
113-080 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
113-242 |
112-307 |
0-255 |
0.7% |
0-080 |
0.2% |
91% |
True |
False |
1,589,391 |
| 10 |
113-242 |
112-250 |
0-312 |
0.9% |
0-076 |
0.2% |
93% |
True |
False |
1,259,547 |
| 20 |
113-242 |
112-250 |
0-312 |
0.9% |
0-066 |
0.2% |
93% |
True |
False |
985,663 |
| 40 |
114-207 |
112-250 |
1-277 |
1.6% |
0-068 |
0.2% |
49% |
False |
False |
875,550 |
| 60 |
114-207 |
112-250 |
1-277 |
1.6% |
0-075 |
0.2% |
49% |
False |
False |
887,056 |
| 80 |
115-127 |
112-250 |
2-197 |
2.3% |
0-088 |
0.2% |
35% |
False |
False |
790,864 |
| 100 |
115-265 |
112-250 |
3-015 |
2.7% |
0-081 |
0.2% |
30% |
False |
False |
633,106 |
| 120 |
116-160 |
112-250 |
3-230 |
3.3% |
0-068 |
0.2% |
24% |
False |
False |
527,588 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
115-112 |
|
2.618 |
114-237 |
|
1.618 |
114-117 |
|
1.000 |
114-042 |
|
0.618 |
113-317 |
|
HIGH |
113-242 |
|
0.618 |
113-197 |
|
0.500 |
113-182 |
|
0.382 |
113-168 |
|
LOW |
113-122 |
|
0.618 |
113-048 |
|
1.000 |
113-002 |
|
1.618 |
112-248 |
|
2.618 |
112-128 |
|
4.250 |
111-252 |
|
|
| Fisher Pivots for day following 25-May-2018 |
| Pivot |
1 day |
3 day |
| R1 |
113-207 |
113-190 |
| PP |
113-195 |
113-159 |
| S1 |
113-182 |
113-129 |
|