ECBOT 5 Year T-Note Future September 2018
| Trading Metrics calculated at close of trading on 08-Jun-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Jun-2018 |
08-Jun-2018 |
Change |
Change % |
Previous Week |
| Open |
113-065 |
113-138 |
0-073 |
0.2% |
113-153 |
| High |
113-202 |
113-187 |
-0-015 |
0.0% |
113-202 |
| Low |
113-035 |
113-090 |
0-055 |
0.2% |
113-035 |
| Close |
113-113 |
113-120 |
0-007 |
0.0% |
113-120 |
| Range |
0-167 |
0-097 |
-0-070 |
-41.8% |
0-167 |
| ATR |
0-105 |
0-105 |
-0-001 |
-0.5% |
0-000 |
| Volume |
1,101,339 |
878,320 |
-223,019 |
-20.2% |
4,446,922 |
|
| Daily Pivots for day following 08-Jun-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
114-105 |
114-050 |
113-174 |
|
| R3 |
114-007 |
113-272 |
113-147 |
|
| R2 |
113-230 |
113-230 |
113-138 |
|
| R1 |
113-175 |
113-175 |
113-129 |
113-154 |
| PP |
113-133 |
113-133 |
113-133 |
113-122 |
| S1 |
113-078 |
113-078 |
113-111 |
113-056 |
| S2 |
113-035 |
113-035 |
113-102 |
|
| S3 |
112-258 |
112-300 |
113-093 |
|
| S4 |
112-160 |
112-203 |
113-066 |
|
|
| Weekly Pivots for week ending 08-Jun-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
114-302 |
114-218 |
113-212 |
|
| R3 |
114-134 |
114-051 |
113-166 |
|
| R2 |
113-287 |
113-287 |
113-151 |
|
| R1 |
113-203 |
113-203 |
113-135 |
113-161 |
| PP |
113-119 |
113-119 |
113-119 |
113-098 |
| S1 |
113-036 |
113-036 |
113-105 |
112-314 |
| S2 |
112-272 |
112-272 |
113-089 |
|
| S3 |
112-104 |
112-188 |
113-074 |
|
| S4 |
111-257 |
112-021 |
113-028 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
113-202 |
113-035 |
0-167 |
0.5% |
0-103 |
0.3% |
51% |
False |
False |
889,384 |
| 10 |
114-153 |
113-027 |
1-125 |
1.2% |
0-147 |
0.4% |
21% |
False |
False |
1,390,705 |
| 20 |
114-153 |
112-147 |
2-005 |
1.8% |
0-107 |
0.3% |
45% |
False |
False |
840,985 |
| 40 |
114-153 |
112-147 |
2-005 |
1.8% |
0-078 |
0.2% |
45% |
False |
False |
428,294 |
| 60 |
114-173 |
112-147 |
2-025 |
1.8% |
0-059 |
0.2% |
44% |
False |
False |
285,570 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
114-282 |
|
2.618 |
114-123 |
|
1.618 |
114-025 |
|
1.000 |
113-285 |
|
0.618 |
113-248 |
|
HIGH |
113-187 |
|
0.618 |
113-150 |
|
0.500 |
113-139 |
|
0.382 |
113-127 |
|
LOW |
113-090 |
|
0.618 |
113-030 |
|
1.000 |
112-313 |
|
1.618 |
112-252 |
|
2.618 |
112-155 |
|
4.250 |
111-316 |
|
|
| Fisher Pivots for day following 08-Jun-2018 |
| Pivot |
1 day |
3 day |
| R1 |
113-139 |
113-120 |
| PP |
113-133 |
113-119 |
| S1 |
113-126 |
113-119 |
|