ECBOT 5 Year T-Note Future June 2018
| Trading Metrics calculated at close of trading on 20-Jun-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Jun-2018 |
20-Jun-2018 |
Change |
Change % |
Previous Week |
| Open |
113-222 |
113-218 |
-0-005 |
0.0% |
113-178 |
| High |
113-282 |
113-238 |
-0-045 |
-0.1% |
113-210 |
| Low |
113-207 |
113-160 |
-0-047 |
-0.1% |
113-060 |
| Close |
113-215 |
113-178 |
-0-038 |
-0.1% |
113-167 |
| Range |
0-075 |
0-078 |
0-002 |
3.3% |
0-150 |
| ATR |
0-090 |
0-089 |
-0-001 |
-1.0% |
0-000 |
| Volume |
4,216 |
1,787 |
-2,429 |
-57.6% |
30,052 |
|
| Daily Pivots for day following 20-Jun-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
114-104 |
114-058 |
113-220 |
|
| R3 |
114-027 |
113-301 |
113-199 |
|
| R2 |
113-269 |
113-269 |
113-192 |
|
| R1 |
113-223 |
113-223 |
113-185 |
113-208 |
| PP |
113-192 |
113-192 |
113-192 |
113-184 |
| S1 |
113-146 |
113-146 |
113-170 |
113-130 |
| S2 |
113-114 |
113-114 |
113-163 |
|
| S3 |
113-037 |
113-068 |
113-156 |
|
| S4 |
112-279 |
112-311 |
113-135 |
|
|
| 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 |
113-107 |
0-175 |
0.5% |
0-062 |
0.2% |
40% |
False |
False |
5,294 |
| 10 |
113-282 |
113-060 |
0-222 |
0.6% |
0-075 |
0.2% |
53% |
False |
False |
9,175 |
| 20 |
114-222 |
113-015 |
1-207 |
1.5% |
0-104 |
0.3% |
31% |
False |
False |
632,318 |
| 40 |
114-222 |
112-250 |
1-292 |
1.7% |
0-081 |
0.2% |
40% |
False |
False |
719,489 |
| 60 |
114-222 |
112-250 |
1-292 |
1.7% |
0-080 |
0.2% |
40% |
False |
False |
746,526 |
| 80 |
114-222 |
112-250 |
1-292 |
1.7% |
0-083 |
0.2% |
40% |
False |
False |
794,731 |
| 100 |
115-127 |
112-250 |
2-197 |
2.3% |
0-091 |
0.2% |
30% |
False |
False |
696,734 |
| 120 |
116-033 |
112-250 |
3-102 |
2.9% |
0-083 |
0.2% |
23% |
False |
False |
580,807 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
114-247 |
|
2.618 |
114-120 |
|
1.618 |
114-043 |
|
1.000 |
113-315 |
|
0.618 |
113-285 |
|
HIGH |
113-238 |
|
0.618 |
113-208 |
|
0.500 |
113-199 |
|
0.382 |
113-190 |
|
LOW |
113-160 |
|
0.618 |
113-112 |
|
1.000 |
113-082 |
|
1.618 |
113-035 |
|
2.618 |
112-277 |
|
4.250 |
112-151 |
|
|
| Fisher Pivots for day following 20-Jun-2018 |
| Pivot |
1 day |
3 day |
| R1 |
113-199 |
113-221 |
| PP |
113-192 |
113-207 |
| S1 |
113-185 |
113-192 |
|