ECBOT 5 Year T-Note Future June 2018
| Trading Metrics calculated at close of trading on 26-Jun-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Jun-2018 |
26-Jun-2018 |
Change |
Change % |
Previous Week |
| Open |
113-265 |
113-253 |
-0-012 |
0.0% |
113-170 |
| High |
113-270 |
113-273 |
0-002 |
0.0% |
113-282 |
| Low |
113-225 |
113-225 |
0-000 |
0.0% |
113-145 |
| Close |
113-262 |
113-260 |
-0-002 |
0.0% |
113-218 |
| Range |
0-045 |
0-048 |
0-002 |
5.5% |
0-138 |
| ATR |
0-084 |
0-081 |
-0-003 |
-3.1% |
0-000 |
| Volume |
1,441 |
381 |
-1,060 |
-73.6% |
21,812 |
|
| Daily Pivots for day following 26-Jun-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
114-075 |
114-055 |
113-286 |
|
| R3 |
114-028 |
114-008 |
113-273 |
|
| R2 |
113-300 |
113-300 |
113-269 |
|
| R1 |
113-280 |
113-280 |
113-264 |
113-290 |
| PP |
113-253 |
113-253 |
113-253 |
113-258 |
| S1 |
113-232 |
113-232 |
113-256 |
113-242 |
| S2 |
113-205 |
113-205 |
113-251 |
|
| S3 |
113-157 |
113-185 |
113-247 |
|
| S4 |
113-110 |
113-137 |
113-234 |
|
|
| 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 |
113-273 |
113-145 |
0-128 |
0.4% |
0-062 |
0.2% |
90% |
True |
False |
1,608 |
| 10 |
113-282 |
113-060 |
0-222 |
0.6% |
0-065 |
0.2% |
90% |
False |
False |
4,626 |
| 20 |
114-222 |
113-060 |
1-162 |
1.3% |
0-083 |
0.2% |
41% |
False |
False |
105,100 |
| 40 |
114-222 |
112-250 |
1-292 |
1.7% |
0-081 |
0.2% |
54% |
False |
False |
631,899 |
| 60 |
114-222 |
112-250 |
1-292 |
1.7% |
0-077 |
0.2% |
54% |
False |
False |
679,162 |
| 80 |
114-222 |
112-250 |
1-292 |
1.7% |
0-080 |
0.2% |
54% |
False |
False |
731,062 |
| 100 |
115-127 |
112-250 |
2-197 |
2.3% |
0-089 |
0.2% |
39% |
False |
False |
696,494 |
| 120 |
115-227 |
112-250 |
2-297 |
2.6% |
0-084 |
0.2% |
35% |
False |
False |
580,859 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
114-154 |
|
2.618 |
114-077 |
|
1.618 |
114-029 |
|
1.000 |
114-000 |
|
0.618 |
113-302 |
|
HIGH |
113-273 |
|
0.618 |
113-254 |
|
0.500 |
113-249 |
|
0.382 |
113-243 |
|
LOW |
113-225 |
|
0.618 |
113-196 |
|
1.000 |
113-177 |
|
1.618 |
113-148 |
|
2.618 |
113-101 |
|
4.250 |
113-023 |
|
|
| Fisher Pivots for day following 26-Jun-2018 |
| Pivot |
1 day |
3 day |
| R1 |
113-256 |
113-250 |
| PP |
113-253 |
113-240 |
| S1 |
113-249 |
113-230 |
|