ECBOT 5 Year T-Note Future June 2018
| Trading Metrics calculated at close of trading on 13-Jun-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Jun-2018 |
13-Jun-2018 |
Change |
Change % |
Previous Week |
| Open |
113-173 |
113-145 |
-0-028 |
-0.1% |
113-242 |
| High |
113-190 |
113-167 |
-0-023 |
-0.1% |
113-282 |
| Low |
113-133 |
113-060 |
-0-073 |
-0.2% |
113-127 |
| Close |
113-160 |
113-110 |
-0-050 |
-0.1% |
113-207 |
| Range |
0-058 |
0-107 |
0-050 |
86.9% |
0-155 |
| ATR |
0-095 |
0-096 |
0-001 |
0.9% |
0-000 |
| Volume |
3,789 |
13,543 |
9,754 |
257.4% |
128,127 |
|
| Daily Pivots for day following 13-Jun-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
114-115 |
114-060 |
113-169 |
|
| R3 |
114-007 |
113-272 |
113-140 |
|
| R2 |
113-220 |
113-220 |
113-130 |
|
| R1 |
113-165 |
113-165 |
113-120 |
113-139 |
| PP |
113-113 |
113-113 |
113-113 |
113-099 |
| S1 |
113-058 |
113-058 |
113-100 |
113-031 |
| S2 |
113-005 |
113-005 |
113-090 |
|
| S3 |
112-218 |
112-270 |
113-080 |
|
| S4 |
112-110 |
112-163 |
113-051 |
|
|
| 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 |
113-060 |
0-222 |
0.6% |
0-087 |
0.2% |
22% |
False |
True |
13,057 |
| 10 |
114-045 |
113-060 |
0-305 |
0.8% |
0-088 |
0.2% |
16% |
False |
True |
43,195 |
| 20 |
114-222 |
112-250 |
1-292 |
1.7% |
0-102 |
0.3% |
29% |
False |
False |
850,127 |
| 40 |
114-222 |
112-250 |
1-292 |
1.7% |
0-081 |
0.2% |
29% |
False |
False |
818,647 |
| 60 |
114-222 |
112-250 |
1-292 |
1.7% |
0-082 |
0.2% |
29% |
False |
False |
829,859 |
| 80 |
114-222 |
112-250 |
1-292 |
1.7% |
0-084 |
0.2% |
29% |
False |
False |
865,321 |
| 100 |
115-127 |
112-250 |
2-197 |
2.3% |
0-091 |
0.3% |
21% |
False |
False |
696,536 |
| 120 |
116-033 |
112-250 |
3-102 |
2.9% |
0-080 |
0.2% |
17% |
False |
False |
580,586 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
114-304 |
|
2.618 |
114-129 |
|
1.618 |
114-021 |
|
1.000 |
113-275 |
|
0.618 |
113-234 |
|
HIGH |
113-167 |
|
0.618 |
113-126 |
|
0.500 |
113-114 |
|
0.382 |
113-101 |
|
LOW |
113-060 |
|
0.618 |
112-314 |
|
1.000 |
112-273 |
|
1.618 |
112-206 |
|
2.618 |
112-099 |
|
4.250 |
111-243 |
|
|
| Fisher Pivots for day following 13-Jun-2018 |
| Pivot |
1 day |
3 day |
| R1 |
113-114 |
113-125 |
| PP |
113-113 |
113-120 |
| S1 |
113-111 |
113-115 |
|