ECBOT 5 Year T-Note Future June 2018
| Trading Metrics calculated at close of trading on 11-Jun-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Jun-2018 |
11-Jun-2018 |
Change |
Change % |
Previous Week |
| Open |
113-213 |
113-178 |
-0-035 |
-0.1% |
113-242 |
| High |
113-270 |
113-182 |
-0-088 |
-0.2% |
113-282 |
| Low |
113-178 |
113-160 |
-0-018 |
0.0% |
113-127 |
| Close |
113-207 |
113-170 |
-0-037 |
-0.1% |
113-207 |
| Range |
0-093 |
0-022 |
-0-070 |
-75.7% |
0-155 |
| ATR |
0-102 |
0-098 |
-0-004 |
-3.8% |
0-000 |
| Volume |
6,437 |
3,630 |
-2,807 |
-43.6% |
128,127 |
|
| Daily Pivots for day following 11-Jun-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
113-238 |
113-227 |
113-182 |
|
| R3 |
113-216 |
113-204 |
113-176 |
|
| R2 |
113-193 |
113-193 |
113-174 |
|
| R1 |
113-182 |
113-182 |
113-172 |
113-176 |
| PP |
113-171 |
113-171 |
113-171 |
113-168 |
| S1 |
113-159 |
113-159 |
113-168 |
113-154 |
| S2 |
113-148 |
113-148 |
113-166 |
|
| S3 |
113-126 |
113-137 |
113-164 |
|
| S4 |
113-103 |
113-114 |
113-158 |
|
|
| Weekly Pivots for week ending 08-Jun-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
115-031 |
114-274 |
113-293 |
|
| R3 |
114-196 |
114-119 |
113-250 |
|
| R2 |
114-041 |
114-041 |
113-236 |
|
| R1 |
113-284 |
113-284 |
113-222 |
113-245 |
| PP |
113-206 |
113-206 |
113-206 |
113-186 |
| S1 |
113-129 |
113-129 |
113-193 |
113-090 |
| S2 |
113-051 |
113-051 |
113-179 |
|
| S3 |
112-216 |
112-294 |
113-165 |
|
| S4 |
112-061 |
112-139 |
113-122 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
113-282 |
113-127 |
0-155 |
0.4% |
0-085 |
0.2% |
27% |
False |
False |
18,166 |
| 10 |
114-222 |
113-127 |
1-095 |
1.1% |
0-128 |
0.4% |
10% |
False |
False |
634,241 |
| 20 |
114-222 |
112-250 |
1-292 |
1.7% |
0-102 |
0.3% |
39% |
False |
False |
946,894 |
| 40 |
114-222 |
112-250 |
1-292 |
1.7% |
0-080 |
0.2% |
39% |
False |
False |
847,481 |
| 60 |
114-222 |
112-250 |
1-292 |
1.7% |
0-082 |
0.2% |
39% |
False |
False |
854,165 |
| 80 |
114-222 |
112-250 |
1-292 |
1.7% |
0-085 |
0.2% |
39% |
False |
False |
866,035 |
| 100 |
115-127 |
112-250 |
2-197 |
2.3% |
0-090 |
0.2% |
29% |
False |
False |
696,422 |
| 120 |
116-075 |
112-250 |
3-145 |
3.0% |
0-079 |
0.2% |
22% |
False |
False |
580,442 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
113-278 |
|
2.618 |
113-241 |
|
1.618 |
113-219 |
|
1.000 |
113-205 |
|
0.618 |
113-196 |
|
HIGH |
113-182 |
|
0.618 |
113-174 |
|
0.500 |
113-171 |
|
0.382 |
113-169 |
|
LOW |
113-160 |
|
0.618 |
113-146 |
|
1.000 |
113-138 |
|
1.618 |
113-124 |
|
2.618 |
113-101 |
|
4.250 |
113-064 |
|
|
| Fisher Pivots for day following 11-Jun-2018 |
| Pivot |
1 day |
3 day |
| R1 |
113-171 |
113-205 |
| PP |
113-171 |
113-193 |
| S1 |
113-170 |
113-182 |
|