ECBOT 5 Year T-Note Future June 2018
| Trading Metrics calculated at close of trading on 25-Jun-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Jun-2018 |
25-Jun-2018 |
Change |
Change % |
Previous Week |
| Open |
113-202 |
113-265 |
0-062 |
0.2% |
113-170 |
| High |
113-233 |
113-270 |
0-038 |
0.1% |
113-282 |
| Low |
113-187 |
113-225 |
0-038 |
0.1% |
113-145 |
| Close |
113-218 |
113-262 |
0-045 |
0.1% |
113-218 |
| Range |
0-045 |
0-045 |
0-000 |
0.0% |
0-138 |
| ATR |
0-086 |
0-084 |
-0-002 |
-2.8% |
0-000 |
| Volume |
2,600 |
1,441 |
-1,159 |
-44.6% |
21,812 |
|
| Daily Pivots for day following 25-Jun-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
114-068 |
114-050 |
113-287 |
|
| R3 |
114-023 |
114-005 |
113-275 |
|
| R2 |
113-298 |
113-298 |
113-271 |
|
| R1 |
113-280 |
113-280 |
113-267 |
113-266 |
| PP |
113-253 |
113-253 |
113-253 |
113-246 |
| S1 |
113-235 |
113-235 |
113-258 |
113-221 |
| S2 |
113-207 |
113-207 |
113-254 |
|
| S3 |
113-162 |
113-190 |
113-250 |
|
| S4 |
113-117 |
113-145 |
113-238 |
|
|
| Weekly Pivots for week ending 22-Jun-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
114-308 |
114-240 |
113-293 |
|
| R3 |
114-170 |
114-103 |
113-255 |
|
| R2 |
114-033 |
114-033 |
113-243 |
|
| R1 |
113-285 |
113-285 |
113-230 |
113-319 |
| PP |
113-215 |
113-215 |
113-215 |
113-232 |
| S1 |
113-147 |
113-147 |
113-205 |
113-181 |
| S2 |
113-077 |
113-077 |
113-192 |
|
| S3 |
112-260 |
113-010 |
113-180 |
|
| S4 |
112-122 |
112-192 |
113-142 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
113-282 |
113-145 |
0-138 |
0.4% |
0-067 |
0.2% |
85% |
False |
False |
2,375 |
| 10 |
113-282 |
113-060 |
0-222 |
0.6% |
0-066 |
0.2% |
91% |
False |
False |
4,967 |
| 20 |
114-222 |
113-060 |
1-162 |
1.3% |
0-097 |
0.3% |
42% |
False |
False |
319,604 |
| 40 |
114-222 |
112-250 |
1-292 |
1.7% |
0-081 |
0.2% |
54% |
False |
False |
652,634 |
| 60 |
114-222 |
112-250 |
1-292 |
1.7% |
0-078 |
0.2% |
54% |
False |
False |
690,235 |
| 80 |
114-222 |
112-250 |
1-292 |
1.7% |
0-080 |
0.2% |
54% |
False |
False |
745,193 |
| 100 |
115-127 |
112-250 |
2-197 |
2.3% |
0-090 |
0.2% |
40% |
False |
False |
696,612 |
| 120 |
115-265 |
112-250 |
3-015 |
2.7% |
0-084 |
0.2% |
34% |
False |
False |
580,856 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
114-141 |
|
2.618 |
114-068 |
|
1.618 |
114-023 |
|
1.000 |
113-315 |
|
0.618 |
113-298 |
|
HIGH |
113-270 |
|
0.618 |
113-253 |
|
0.500 |
113-248 |
|
0.382 |
113-242 |
|
LOW |
113-225 |
|
0.618 |
113-197 |
|
1.000 |
113-180 |
|
1.618 |
113-152 |
|
2.618 |
113-107 |
|
4.250 |
113-034 |
|
|
| Fisher Pivots for day following 25-Jun-2018 |
| Pivot |
1 day |
3 day |
| R1 |
113-257 |
113-244 |
| PP |
113-253 |
113-226 |
| S1 |
113-248 |
113-208 |
|