ECBOT 5 Year T-Note Future June 2018
| Trading Metrics calculated at close of trading on 12-Jun-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Jun-2018 |
12-Jun-2018 |
Change |
Change % |
Previous Week |
| Open |
113-178 |
113-173 |
-0-005 |
0.0% |
113-242 |
| High |
113-182 |
113-190 |
0-008 |
0.0% |
113-282 |
| Low |
113-160 |
113-133 |
-0-027 |
-0.1% |
113-127 |
| Close |
113-170 |
113-160 |
-0-010 |
0.0% |
113-207 |
| Range |
0-022 |
0-058 |
0-035 |
155.6% |
0-155 |
| ATR |
0-098 |
0-095 |
-0-003 |
-3.0% |
0-000 |
| Volume |
3,630 |
3,789 |
159 |
4.4% |
128,127 |
|
| Daily Pivots for day following 12-Jun-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
114-013 |
113-304 |
113-192 |
|
| R3 |
113-276 |
113-247 |
113-176 |
|
| R2 |
113-218 |
113-218 |
113-171 |
|
| R1 |
113-189 |
113-189 |
113-165 |
113-175 |
| PP |
113-161 |
113-161 |
113-161 |
113-154 |
| S1 |
113-132 |
113-132 |
113-155 |
113-118 |
| S2 |
113-103 |
113-103 |
113-149 |
|
| S3 |
113-046 |
113-074 |
113-144 |
|
| S4 |
112-308 |
113-017 |
113-128 |
|
|
| 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% |
0-081 |
0.2% |
21% |
False |
False |
12,963 |
| 10 |
114-222 |
113-127 |
1-095 |
1.1% |
0-100 |
0.3% |
8% |
False |
False |
205,574 |
| 20 |
114-222 |
112-250 |
1-292 |
1.7% |
0-103 |
0.3% |
38% |
False |
False |
915,880 |
| 40 |
114-222 |
112-250 |
1-292 |
1.7% |
0-080 |
0.2% |
38% |
False |
False |
832,755 |
| 60 |
114-222 |
112-250 |
1-292 |
1.7% |
0-082 |
0.2% |
38% |
False |
False |
843,644 |
| 80 |
114-222 |
112-250 |
1-292 |
1.7% |
0-084 |
0.2% |
38% |
False |
False |
865,422 |
| 100 |
115-127 |
112-250 |
2-197 |
2.3% |
0-090 |
0.2% |
27% |
False |
False |
696,424 |
| 120 |
116-033 |
112-250 |
3-102 |
2.9% |
0-079 |
0.2% |
22% |
False |
False |
580,473 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
114-114 |
|
2.618 |
114-021 |
|
1.618 |
113-283 |
|
1.000 |
113-248 |
|
0.618 |
113-226 |
|
HIGH |
113-190 |
|
0.618 |
113-168 |
|
0.500 |
113-161 |
|
0.382 |
113-154 |
|
LOW |
113-133 |
|
0.618 |
113-097 |
|
1.000 |
113-075 |
|
1.618 |
113-039 |
|
2.618 |
112-302 |
|
4.250 |
112-208 |
|
|
| Fisher Pivots for day following 12-Jun-2018 |
| Pivot |
1 day |
3 day |
| R1 |
113-161 |
113-201 |
| PP |
113-161 |
113-188 |
| S1 |
113-160 |
113-174 |
|