ECBOT 5 Year T-Note Future September 2018
| Trading Metrics calculated at close of trading on 01-Jun-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
31-May-2018 |
01-Jun-2018 |
Change |
Change % |
Previous Week |
| Open |
113-267 |
113-258 |
-0-010 |
0.0% |
113-130 |
| High |
113-293 |
113-258 |
-0-035 |
-0.1% |
114-153 |
| Low |
113-207 |
113-120 |
-0-087 |
-0.2% |
113-090 |
| Close |
113-285 |
113-167 |
-0-118 |
-0.3% |
113-167 |
| Range |
0-085 |
0-138 |
0-052 |
61.7% |
1-062 |
| ATR |
0-099 |
0-104 |
0-005 |
4.7% |
0-000 |
| Volume |
1,612,932 |
1,185,121 |
-427,811 |
-26.5% |
7,927,797 |
|
| Daily Pivots for day following 01-Jun-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
114-274 |
114-198 |
113-243 |
|
| R3 |
114-137 |
114-061 |
113-205 |
|
| R2 |
113-319 |
113-319 |
113-193 |
|
| R1 |
113-243 |
113-243 |
113-180 |
113-212 |
| PP |
113-182 |
113-182 |
113-182 |
113-166 |
| S1 |
113-106 |
113-106 |
113-155 |
113-075 |
| S2 |
113-044 |
113-044 |
113-142 |
|
| S3 |
112-227 |
112-288 |
113-130 |
|
| S4 |
112-089 |
112-151 |
113-092 |
|
|
| Weekly Pivots for week ending 01-Jun-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
117-111 |
116-202 |
114-058 |
|
| R3 |
116-048 |
115-139 |
113-273 |
|
| R2 |
114-306 |
114-306 |
113-238 |
|
| R1 |
114-077 |
114-077 |
113-203 |
114-191 |
| PP |
113-243 |
113-243 |
113-243 |
113-301 |
| S1 |
113-014 |
113-014 |
113-132 |
113-129 |
| S2 |
112-181 |
112-181 |
113-097 |
|
| S3 |
111-118 |
111-272 |
113-062 |
|
| S4 |
110-056 |
110-209 |
112-277 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
114-153 |
113-027 |
1-125 |
1.2% |
0-191 |
0.5% |
31% |
False |
False |
1,892,027 |
| 10 |
114-153 |
112-167 |
1-305 |
1.7% |
0-132 |
0.4% |
51% |
False |
False |
1,203,204 |
| 20 |
114-153 |
112-147 |
2-005 |
1.8% |
0-096 |
0.3% |
53% |
False |
False |
629,776 |
| 40 |
114-153 |
112-147 |
2-005 |
1.8% |
0-072 |
0.2% |
53% |
False |
False |
317,183 |
| 60 |
114-173 |
112-147 |
2-025 |
1.8% |
0-051 |
0.1% |
51% |
False |
False |
211,455 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
115-202 |
|
2.618 |
114-297 |
|
1.618 |
114-160 |
|
1.000 |
114-075 |
|
0.618 |
114-022 |
|
HIGH |
113-258 |
|
0.618 |
113-205 |
|
0.500 |
113-189 |
|
0.382 |
113-173 |
|
LOW |
113-120 |
|
0.618 |
113-035 |
|
1.000 |
112-302 |
|
1.618 |
112-218 |
|
2.618 |
112-080 |
|
4.250 |
111-176 |
|
|
| Fisher Pivots for day following 01-Jun-2018 |
| Pivot |
1 day |
3 day |
| R1 |
113-189 |
113-296 |
| PP |
113-182 |
113-253 |
| S1 |
113-175 |
113-210 |
|