ECBOT 5 Year T-Note Future June 2018
| Trading Metrics calculated at close of trading on 19-Jun-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Jun-2018 |
19-Jun-2018 |
Change |
Change % |
Previous Week |
| Open |
113-170 |
113-222 |
0-052 |
0.1% |
113-178 |
| High |
113-200 |
113-282 |
0-082 |
0.2% |
113-210 |
| Low |
113-167 |
113-207 |
0-040 |
0.1% |
113-060 |
| Close |
113-167 |
113-215 |
0-048 |
0.1% |
113-167 |
| Range |
0-033 |
0-075 |
0-042 |
130.7% |
0-150 |
| ATR |
0-088 |
0-090 |
0-002 |
2.2% |
0-000 |
| Volume |
11,378 |
4,216 |
-7,162 |
-62.9% |
30,052 |
|
| Daily Pivots for day following 19-Jun-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
114-140 |
114-093 |
113-256 |
|
| R3 |
114-065 |
114-018 |
113-236 |
|
| R2 |
113-310 |
113-310 |
113-229 |
|
| R1 |
113-263 |
113-263 |
113-222 |
113-249 |
| PP |
113-235 |
113-235 |
113-235 |
113-228 |
| S1 |
113-187 |
113-187 |
113-208 |
113-174 |
| S2 |
113-160 |
113-160 |
113-201 |
|
| S3 |
113-085 |
113-112 |
113-194 |
|
| S4 |
113-010 |
113-037 |
113-174 |
|
|
| Weekly Pivots for week ending 15-Jun-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
114-276 |
114-212 |
113-250 |
|
| R3 |
114-126 |
114-062 |
113-209 |
|
| R2 |
113-296 |
113-296 |
113-195 |
|
| R1 |
113-232 |
113-232 |
113-181 |
113-189 |
| PP |
113-146 |
113-146 |
113-146 |
113-124 |
| S1 |
113-082 |
113-082 |
113-154 |
113-039 |
| S2 |
112-316 |
112-316 |
113-140 |
|
| S3 |
112-166 |
112-252 |
113-126 |
|
| S4 |
112-016 |
112-102 |
113-085 |
|
|
| 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% |
0-068 |
0.2% |
70% |
True |
False |
7,645 |
| 10 |
113-282 |
113-060 |
0-222 |
0.6% |
0-074 |
0.2% |
70% |
True |
False |
10,304 |
| 20 |
114-222 |
112-310 |
1-232 |
1.5% |
0-102 |
0.3% |
41% |
False |
False |
675,786 |
| 40 |
114-222 |
112-250 |
1-292 |
1.7% |
0-080 |
0.2% |
47% |
False |
False |
740,717 |
| 60 |
114-222 |
112-250 |
1-292 |
1.7% |
0-080 |
0.2% |
47% |
False |
False |
759,158 |
| 80 |
114-222 |
112-250 |
1-292 |
1.7% |
0-083 |
0.2% |
47% |
False |
False |
820,817 |
| 100 |
115-127 |
112-250 |
2-197 |
2.3% |
0-091 |
0.3% |
34% |
False |
False |
696,740 |
| 120 |
116-033 |
112-250 |
3-102 |
2.9% |
0-082 |
0.2% |
27% |
False |
False |
580,792 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
114-281 |
|
2.618 |
114-159 |
|
1.618 |
114-084 |
|
1.000 |
114-038 |
|
0.618 |
114-009 |
|
HIGH |
113-282 |
|
0.618 |
113-254 |
|
0.500 |
113-245 |
|
0.382 |
113-236 |
|
LOW |
113-207 |
|
0.618 |
113-161 |
|
1.000 |
113-132 |
|
1.618 |
113-086 |
|
2.618 |
113-011 |
|
4.250 |
112-209 |
|
|
| Fisher Pivots for day following 19-Jun-2018 |
| Pivot |
1 day |
3 day |
| R1 |
113-245 |
113-215 |
| PP |
113-235 |
113-215 |
| S1 |
113-225 |
113-215 |
|