ECBOT 5 Year T-Note Future September 2018
| Trading Metrics calculated at close of trading on 11-Jun-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Jun-2018 |
11-Jun-2018 |
Change |
Change % |
Previous Week |
| Open |
113-138 |
113-107 |
-0-030 |
-0.1% |
113-153 |
| High |
113-187 |
113-120 |
-0-067 |
-0.2% |
113-202 |
| Low |
113-090 |
113-070 |
-0-020 |
-0.1% |
113-035 |
| Close |
113-120 |
113-082 |
-0-038 |
-0.1% |
113-120 |
| Range |
0-097 |
0-050 |
-0-047 |
-48.7% |
0-167 |
| ATR |
0-105 |
0-101 |
-0-004 |
-3.7% |
0-000 |
| Volume |
878,320 |
607,264 |
-271,056 |
-30.9% |
4,446,922 |
|
| Daily Pivots for day following 11-Jun-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
113-241 |
113-212 |
113-110 |
|
| R3 |
113-191 |
113-162 |
113-096 |
|
| R2 |
113-141 |
113-141 |
113-092 |
|
| R1 |
113-112 |
113-112 |
113-087 |
113-101 |
| PP |
113-091 |
113-091 |
113-091 |
113-086 |
| S1 |
113-062 |
113-062 |
113-078 |
113-051 |
| S2 |
113-041 |
113-041 |
113-073 |
|
| S3 |
112-311 |
113-012 |
113-069 |
|
| S4 |
112-261 |
112-282 |
113-055 |
|
|
| 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% |
0-097 |
0.3% |
28% |
False |
False |
849,396 |
| 10 |
114-153 |
113-035 |
1-118 |
1.2% |
0-140 |
0.4% |
11% |
False |
False |
1,298,198 |
| 20 |
114-153 |
112-147 |
2-005 |
1.8% |
0-108 |
0.3% |
40% |
False |
False |
870,900 |
| 40 |
114-153 |
112-147 |
2-005 |
1.8% |
0-078 |
0.2% |
40% |
False |
False |
443,469 |
| 60 |
114-173 |
112-147 |
2-025 |
1.8% |
0-060 |
0.2% |
38% |
False |
False |
295,691 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
114-012 |
|
2.618 |
113-251 |
|
1.618 |
113-201 |
|
1.000 |
113-170 |
|
0.618 |
113-151 |
|
HIGH |
113-120 |
|
0.618 |
113-101 |
|
0.500 |
113-095 |
|
0.382 |
113-089 |
|
LOW |
113-070 |
|
0.618 |
113-039 |
|
1.000 |
113-020 |
|
1.618 |
112-309 |
|
2.618 |
112-259 |
|
4.250 |
112-178 |
|
|
| Fisher Pivots for day following 11-Jun-2018 |
| Pivot |
1 day |
3 day |
| R1 |
113-095 |
113-119 |
| PP |
113-091 |
113-107 |
| S1 |
113-087 |
113-095 |
|