ECBOT 5 Year T-Note Future June 2018
| Trading Metrics calculated at close of trading on 14-Jun-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Jun-2018 |
14-Jun-2018 |
Change |
Change % |
Previous Week |
| Open |
113-145 |
113-122 |
-0-022 |
-0.1% |
113-242 |
| High |
113-167 |
113-170 |
0-003 |
0.0% |
113-282 |
| Low |
113-060 |
113-107 |
0-047 |
0.1% |
113-127 |
| Close |
113-110 |
113-142 |
0-032 |
0.1% |
113-207 |
| Range |
0-107 |
0-063 |
-0-045 |
-41.8% |
0-155 |
| ATR |
0-096 |
0-094 |
-0-002 |
-2.5% |
0-000 |
| Volume |
13,543 |
6,487 |
-7,056 |
-52.1% |
128,127 |
|
| Daily Pivots for day following 14-Jun-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
114-008 |
113-298 |
113-177 |
|
| R3 |
113-265 |
113-235 |
113-160 |
|
| R2 |
113-203 |
113-203 |
113-154 |
|
| R1 |
113-173 |
113-173 |
113-148 |
113-188 |
| PP |
113-140 |
113-140 |
113-140 |
113-148 |
| S1 |
113-110 |
113-110 |
113-137 |
113-125 |
| S2 |
113-077 |
113-077 |
113-131 |
|
| S3 |
113-015 |
113-047 |
113-125 |
|
| S4 |
112-272 |
112-305 |
113-108 |
|
|
| 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 |
113-270 |
113-060 |
0-210 |
0.6% |
0-069 |
0.2% |
39% |
False |
False |
6,777 |
| 10 |
114-015 |
113-060 |
0-275 |
0.8% |
0-086 |
0.2% |
30% |
False |
False |
22,798 |
| 20 |
114-222 |
112-250 |
1-292 |
1.7% |
0-102 |
0.3% |
35% |
False |
False |
804,287 |
| 40 |
114-222 |
112-250 |
1-292 |
1.7% |
0-081 |
0.2% |
35% |
False |
False |
799,509 |
| 60 |
114-222 |
112-250 |
1-292 |
1.7% |
0-082 |
0.2% |
35% |
False |
False |
818,119 |
| 80 |
114-222 |
112-250 |
1-292 |
1.7% |
0-084 |
0.2% |
35% |
False |
False |
861,966 |
| 100 |
115-127 |
112-250 |
2-197 |
2.3% |
0-091 |
0.3% |
25% |
False |
False |
696,595 |
| 120 |
116-033 |
112-250 |
3-102 |
2.9% |
0-080 |
0.2% |
20% |
False |
False |
580,640 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
114-116 |
|
2.618 |
114-014 |
|
1.618 |
113-271 |
|
1.000 |
113-233 |
|
0.618 |
113-209 |
|
HIGH |
113-170 |
|
0.618 |
113-146 |
|
0.500 |
113-139 |
|
0.382 |
113-131 |
|
LOW |
113-107 |
|
0.618 |
113-069 |
|
1.000 |
113-045 |
|
1.618 |
113-006 |
|
2.618 |
112-264 |
|
4.250 |
112-162 |
|
|
| Fisher Pivots for day following 14-Jun-2018 |
| Pivot |
1 day |
3 day |
| R1 |
113-141 |
113-137 |
| PP |
113-140 |
113-131 |
| S1 |
113-139 |
113-125 |
|