ECBOT 5 Year T-Note Future September 2018
| Trading Metrics calculated at close of trading on 04-Jun-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Jun-2018 |
04-Jun-2018 |
Change |
Change % |
Previous Week |
| Open |
113-258 |
113-153 |
-0-105 |
-0.3% |
113-130 |
| High |
113-258 |
113-162 |
-0-095 |
-0.3% |
114-153 |
| Low |
113-120 |
113-080 |
-0-040 |
-0.1% |
113-090 |
| Close |
113-167 |
113-100 |
-0-067 |
-0.2% |
113-167 |
| Range |
0-138 |
0-082 |
-0-055 |
-40.0% |
1-062 |
| ATR |
0-104 |
0-103 |
-0-001 |
-1.1% |
0-000 |
| Volume |
1,185,121 |
807,203 |
-377,918 |
-31.9% |
7,927,797 |
|
| Daily Pivots for day following 04-Jun-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
114-042 |
113-313 |
113-145 |
|
| R3 |
113-279 |
113-231 |
113-123 |
|
| R2 |
113-197 |
113-197 |
113-115 |
|
| R1 |
113-148 |
113-148 |
113-108 |
113-131 |
| PP |
113-114 |
113-114 |
113-114 |
113-106 |
| S1 |
113-066 |
113-066 |
113-092 |
113-049 |
| S2 |
113-032 |
113-032 |
113-085 |
|
| S3 |
112-269 |
112-303 |
113-077 |
|
| S4 |
112-187 |
112-221 |
113-055 |
|
|
| 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 |
113-080 |
1-073 |
1.1% |
0-183 |
0.5% |
5% |
False |
True |
1,747,000 |
| 10 |
114-153 |
112-210 |
1-262 |
1.6% |
0-131 |
0.4% |
36% |
False |
False |
1,271,736 |
| 20 |
114-153 |
112-147 |
2-005 |
1.8% |
0-096 |
0.3% |
42% |
False |
False |
668,800 |
| 40 |
114-153 |
112-147 |
2-005 |
1.8% |
0-074 |
0.2% |
42% |
False |
False |
337,363 |
| 60 |
114-173 |
112-147 |
2-025 |
1.8% |
0-052 |
0.1% |
41% |
False |
False |
224,908 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
114-193 |
|
2.618 |
114-058 |
|
1.618 |
113-296 |
|
1.000 |
113-245 |
|
0.618 |
113-213 |
|
HIGH |
113-162 |
|
0.618 |
113-131 |
|
0.500 |
113-121 |
|
0.382 |
113-112 |
|
LOW |
113-080 |
|
0.618 |
113-029 |
|
1.000 |
112-318 |
|
1.618 |
112-267 |
|
2.618 |
112-184 |
|
4.250 |
112-049 |
|
|
| Fisher Pivots for day following 04-Jun-2018 |
| Pivot |
1 day |
3 day |
| R1 |
113-121 |
113-186 |
| PP |
113-114 |
113-158 |
| S1 |
113-107 |
113-129 |
|