ECBOT 5 Year T-Note Future June 2018
| Trading Metrics calculated at close of trading on 07-Jun-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Jun-2018 |
07-Jun-2018 |
Change |
Change % |
Previous Week |
| Open |
113-213 |
113-150 |
-0-062 |
-0.2% |
113-218 |
| High |
113-215 |
113-282 |
0-067 |
0.2% |
114-222 |
| Low |
113-140 |
113-127 |
-0-013 |
0.0% |
113-182 |
| Close |
113-150 |
113-198 |
0-047 |
0.1% |
113-250 |
| Range |
0-075 |
0-155 |
0-080 |
106.7% |
1-040 |
| ATR |
0-099 |
0-103 |
0-004 |
4.0% |
0-000 |
| Volume |
13,076 |
37,887 |
24,811 |
189.7% |
6,210,661 |
|
| Daily Pivots for day following 07-Jun-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
115-028 |
114-268 |
113-283 |
|
| R3 |
114-193 |
114-113 |
113-240 |
|
| R2 |
114-038 |
114-038 |
113-226 |
|
| R1 |
113-278 |
113-278 |
113-212 |
113-318 |
| PP |
113-202 |
113-202 |
113-202 |
113-222 |
| S1 |
113-122 |
113-122 |
113-183 |
113-162 |
| S2 |
113-047 |
113-047 |
113-169 |
|
| S3 |
112-212 |
112-287 |
113-155 |
|
| S4 |
112-057 |
112-132 |
113-112 |
|
|
| 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 |
114-015 |
113-127 |
0-208 |
0.6% |
0-104 |
0.3% |
34% |
False |
True |
38,819 |
| 10 |
114-222 |
113-102 |
1-120 |
1.2% |
0-137 |
0.4% |
22% |
False |
False |
1,048,928 |
| 20 |
114-222 |
112-250 |
1-292 |
1.7% |
0-103 |
0.3% |
44% |
False |
False |
1,018,407 |
| 40 |
114-222 |
112-250 |
1-292 |
1.7% |
0-081 |
0.2% |
44% |
False |
False |
883,916 |
| 60 |
114-222 |
112-250 |
1-292 |
1.7% |
0-083 |
0.2% |
44% |
False |
False |
881,657 |
| 80 |
114-222 |
112-250 |
1-292 |
1.7% |
0-086 |
0.2% |
44% |
False |
False |
866,997 |
| 100 |
115-127 |
112-250 |
2-197 |
2.3% |
0-090 |
0.2% |
32% |
False |
False |
696,357 |
| 120 |
116-125 |
112-250 |
3-195 |
3.2% |
0-078 |
0.2% |
23% |
False |
False |
580,358 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
115-301 |
|
2.618 |
115-048 |
|
1.618 |
114-213 |
|
1.000 |
114-118 |
|
0.618 |
114-058 |
|
HIGH |
113-282 |
|
0.618 |
113-223 |
|
0.500 |
113-205 |
|
0.382 |
113-187 |
|
LOW |
113-127 |
|
0.618 |
113-032 |
|
1.000 |
112-292 |
|
1.618 |
112-197 |
|
2.618 |
112-042 |
|
4.250 |
111-109 |
|
|
| Fisher Pivots for day following 07-Jun-2018 |
| Pivot |
1 day |
3 day |
| R1 |
113-205 |
113-205 |
| PP |
113-202 |
113-202 |
| S1 |
113-200 |
113-200 |
|