ECBOT 5 Year T-Note Future June 2018
| Trading Metrics calculated at close of trading on 05-Jun-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Jun-2018 |
05-Jun-2018 |
Change |
Change % |
Previous Week |
| Open |
113-242 |
113-173 |
-0-070 |
-0.2% |
113-218 |
| High |
113-247 |
113-253 |
0-005 |
0.0% |
114-222 |
| Low |
113-170 |
113-173 |
0-002 |
0.0% |
113-182 |
| Close |
113-185 |
113-222 |
0-038 |
0.1% |
113-250 |
| Range |
0-077 |
0-080 |
0-003 |
3.3% |
1-040 |
| ATR |
0-102 |
0-100 |
-0-002 |
-1.5% |
0-000 |
| Volume |
40,926 |
29,801 |
-11,125 |
-27.2% |
6,210,661 |
|
| Daily Pivots for day following 05-Jun-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
114-136 |
114-099 |
113-266 |
|
| R3 |
114-056 |
114-019 |
113-244 |
|
| R2 |
113-296 |
113-296 |
113-237 |
|
| R1 |
113-259 |
113-259 |
113-230 |
113-278 |
| PP |
113-216 |
113-216 |
113-216 |
113-225 |
| S1 |
113-179 |
113-179 |
113-215 |
113-198 |
| S2 |
113-136 |
113-136 |
113-208 |
|
| S3 |
113-056 |
113-099 |
113-200 |
|
| S4 |
112-296 |
113-019 |
113-178 |
|
|
| Weekly Pivots for week ending 01-Jun-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
117-125 |
116-228 |
114-128 |
|
| R3 |
116-085 |
115-188 |
114-029 |
|
| R2 |
115-045 |
115-045 |
113-316 |
|
| R1 |
114-148 |
114-148 |
113-283 |
114-256 |
| PP |
114-005 |
114-005 |
114-005 |
114-059 |
| S1 |
113-108 |
113-108 |
113-217 |
113-216 |
| S2 |
112-285 |
112-285 |
113-184 |
|
| S3 |
111-245 |
112-068 |
113-151 |
|
| S4 |
110-205 |
111-028 |
113-052 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
114-222 |
113-170 |
1-052 |
1.0% |
0-120 |
0.3% |
14% |
False |
False |
398,184 |
| 10 |
114-222 |
112-310 |
1-232 |
1.5% |
0-129 |
0.4% |
42% |
False |
False |
1,341,267 |
| 20 |
114-222 |
112-250 |
1-292 |
1.7% |
0-096 |
0.3% |
48% |
False |
False |
1,083,404 |
| 40 |
114-222 |
112-250 |
1-292 |
1.7% |
0-079 |
0.2% |
48% |
False |
False |
922,256 |
| 60 |
114-222 |
112-250 |
1-292 |
1.7% |
0-081 |
0.2% |
48% |
False |
False |
906,514 |
| 80 |
114-270 |
112-250 |
2-020 |
1.8% |
0-087 |
0.2% |
44% |
False |
False |
867,136 |
| 100 |
115-150 |
112-250 |
2-220 |
2.4% |
0-089 |
0.2% |
34% |
False |
False |
695,884 |
| 120 |
116-160 |
112-250 |
3-230 |
3.3% |
0-076 |
0.2% |
25% |
False |
False |
579,933 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
114-273 |
|
2.618 |
114-142 |
|
1.618 |
114-062 |
|
1.000 |
114-013 |
|
0.618 |
113-302 |
|
HIGH |
113-253 |
|
0.618 |
113-222 |
|
0.500 |
113-213 |
|
0.382 |
113-203 |
|
LOW |
113-173 |
|
0.618 |
113-123 |
|
1.000 |
113-093 |
|
1.618 |
113-043 |
|
2.618 |
112-283 |
|
4.250 |
112-153 |
|
|
| Fisher Pivots for day following 05-Jun-2018 |
| Pivot |
1 day |
3 day |
| R1 |
113-219 |
113-253 |
| PP |
113-216 |
113-243 |
| S1 |
113-213 |
113-233 |
|