ECBOT 5 Year T-Note Future September 2018
| Trading Metrics calculated at close of trading on 06-Jun-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Jun-2018 |
06-Jun-2018 |
Change |
Change % |
Previous Week |
| Open |
113-082 |
113-122 |
0-040 |
0.1% |
113-130 |
| High |
113-170 |
113-133 |
-0-038 |
-0.1% |
114-153 |
| Low |
113-082 |
113-050 |
-0-032 |
-0.1% |
113-090 |
| Close |
113-138 |
113-060 |
-0-078 |
-0.2% |
113-167 |
| Range |
0-088 |
0-082 |
-0-005 |
-5.7% |
1-062 |
| ATR |
0-102 |
0-101 |
-0-001 |
-1.0% |
0-000 |
| Volume |
859,371 |
800,689 |
-58,682 |
-6.8% |
7,927,797 |
|
| Daily Pivots for day following 06-Jun-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
114-008 |
113-277 |
113-105 |
|
| R3 |
113-246 |
113-194 |
113-083 |
|
| R2 |
113-163 |
113-163 |
113-075 |
|
| R1 |
113-112 |
113-112 |
113-068 |
113-096 |
| PP |
113-081 |
113-081 |
113-081 |
113-073 |
| S1 |
113-029 |
113-029 |
113-052 |
113-014 |
| S2 |
112-318 |
112-318 |
113-045 |
|
| S3 |
112-236 |
112-267 |
113-037 |
|
| S4 |
112-153 |
112-184 |
113-015 |
|
|
| 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 |
113-293 |
113-050 |
0-242 |
0.7% |
0-095 |
0.3% |
4% |
False |
True |
1,053,063 |
| 10 |
114-153 |
112-240 |
1-233 |
1.5% |
0-141 |
0.4% |
25% |
False |
False |
1,392,253 |
| 20 |
114-153 |
112-147 |
2-005 |
1.8% |
0-100 |
0.3% |
36% |
False |
False |
749,698 |
| 40 |
114-153 |
112-147 |
2-005 |
1.8% |
0-075 |
0.2% |
36% |
False |
False |
378,847 |
| 60 |
114-173 |
112-147 |
2-025 |
1.8% |
0-055 |
0.2% |
35% |
False |
False |
252,576 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
114-163 |
|
2.618 |
114-028 |
|
1.618 |
113-266 |
|
1.000 |
113-215 |
|
0.618 |
113-183 |
|
HIGH |
113-133 |
|
0.618 |
113-101 |
|
0.500 |
113-091 |
|
0.382 |
113-082 |
|
LOW |
113-050 |
|
0.618 |
112-319 |
|
1.000 |
112-288 |
|
1.618 |
112-237 |
|
2.618 |
112-154 |
|
4.250 |
112-019 |
|
|
| Fisher Pivots for day following 06-Jun-2018 |
| Pivot |
1 day |
3 day |
| R1 |
113-091 |
113-110 |
| PP |
113-081 |
113-093 |
| S1 |
113-070 |
113-077 |
|