ECBOT 5 Year T-Note Future September 2018
Trading Metrics calculated at close of trading on 13-Jun-2018 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Jun-2018 |
13-Jun-2018 |
Change |
Change % |
Previous Week |
Open |
113-087 |
113-065 |
-0-022 |
-0.1% |
113-153 |
High |
113-105 |
113-080 |
-0-025 |
-0.1% |
113-202 |
Low |
113-042 |
112-290 |
-0-072 |
-0.2% |
113-035 |
Close |
113-070 |
113-018 |
-0-053 |
-0.1% |
113-120 |
Range |
0-062 |
0-110 |
0-047 |
76.0% |
0-167 |
ATR |
0-098 |
0-099 |
0-001 |
0.9% |
0-000 |
Volume |
679,092 |
974,883 |
295,791 |
43.6% |
4,446,922 |
|
Daily Pivots for day following 13-Jun-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
114-032 |
113-295 |
113-078 |
|
R3 |
113-242 |
113-185 |
113-048 |
|
R2 |
113-132 |
113-132 |
113-038 |
|
R1 |
113-075 |
113-075 |
113-028 |
113-049 |
PP |
113-023 |
113-023 |
113-023 |
113-009 |
S1 |
112-285 |
112-285 |
113-007 |
112-259 |
S2 |
112-233 |
112-233 |
112-317 |
|
S3 |
112-123 |
112-175 |
112-307 |
|
S4 |
112-013 |
112-065 |
112-277 |
|
|
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 |
112-290 |
0-232 |
0.6% |
0-097 |
0.3% |
20% |
False |
True |
848,179 |
10 |
113-293 |
112-290 |
1-002 |
0.9% |
0-096 |
0.3% |
15% |
False |
True |
950,621 |
20 |
114-153 |
112-147 |
2-005 |
1.8% |
0-109 |
0.3% |
29% |
False |
False |
943,539 |
40 |
114-153 |
112-147 |
2-005 |
1.8% |
0-080 |
0.2% |
29% |
False |
False |
484,537 |
60 |
114-173 |
112-147 |
2-025 |
1.8% |
0-063 |
0.2% |
29% |
False |
False |
323,258 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
114-227 |
2.618 |
114-048 |
1.618 |
113-258 |
1.000 |
113-190 |
0.618 |
113-148 |
HIGH |
113-080 |
0.618 |
113-038 |
0.500 |
113-025 |
0.382 |
113-012 |
LOW |
112-290 |
0.618 |
112-222 |
1.000 |
112-180 |
1.618 |
112-112 |
2.618 |
112-002 |
4.250 |
111-143 |
|
|
Fisher Pivots for day following 13-Jun-2018 |
Pivot |
1 day |
3 day |
R1 |
113-025 |
113-045 |
PP |
113-023 |
113-036 |
S1 |
113-020 |
113-027 |
|