ECBOT 5 Year T-Note Future September 2018
| Trading Metrics calculated at close of trading on 14-Jun-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Jun-2018 |
14-Jun-2018 |
Change |
Change % |
Previous Week |
| Open |
113-065 |
113-030 |
-0-035 |
-0.1% |
113-153 |
| High |
113-080 |
113-082 |
0-002 |
0.0% |
113-202 |
| Low |
112-290 |
113-013 |
0-042 |
0.1% |
113-035 |
| Close |
113-018 |
113-053 |
0-035 |
0.1% |
113-120 |
| Range |
0-110 |
0-070 |
-0-040 |
-36.4% |
0-167 |
| ATR |
0-099 |
0-097 |
-0-002 |
-2.1% |
0-000 |
| Volume |
974,883 |
937,429 |
-37,454 |
-3.8% |
4,446,922 |
|
| Daily Pivots for day following 14-Jun-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
113-259 |
113-226 |
113-091 |
|
| R3 |
113-189 |
113-156 |
113-072 |
|
| R2 |
113-119 |
113-119 |
113-065 |
|
| R1 |
113-086 |
113-086 |
113-059 |
113-102 |
| PP |
113-049 |
113-049 |
113-049 |
113-058 |
| S1 |
113-016 |
113-016 |
113-046 |
113-033 |
| S2 |
112-299 |
112-299 |
113-040 |
|
| S3 |
112-229 |
112-266 |
113-033 |
|
| S4 |
112-159 |
112-196 |
113-014 |
|
|
| 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 |
113-187 |
112-290 |
0-217 |
0.6% |
0-078 |
0.2% |
38% |
False |
False |
815,397 |
| 10 |
113-258 |
112-290 |
0-287 |
0.8% |
0-095 |
0.3% |
29% |
False |
False |
883,071 |
| 20 |
114-153 |
112-147 |
2-005 |
1.8% |
0-109 |
0.3% |
35% |
False |
False |
987,504 |
| 40 |
114-153 |
112-147 |
2-005 |
1.8% |
0-081 |
0.2% |
35% |
False |
False |
507,710 |
| 60 |
114-173 |
112-147 |
2-025 |
1.8% |
0-064 |
0.2% |
34% |
False |
False |
338,881 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
114-060 |
|
2.618 |
113-266 |
|
1.618 |
113-196 |
|
1.000 |
113-152 |
|
0.618 |
113-126 |
|
HIGH |
113-082 |
|
0.618 |
113-056 |
|
0.500 |
113-048 |
|
0.382 |
113-039 |
|
LOW |
113-013 |
|
0.618 |
112-289 |
|
1.000 |
112-263 |
|
1.618 |
112-219 |
|
2.618 |
112-149 |
|
4.250 |
112-035 |
|
|
| Fisher Pivots for day following 14-Jun-2018 |
| Pivot |
1 day |
3 day |
| R1 |
113-051 |
113-048 |
| PP |
113-049 |
113-043 |
| S1 |
113-048 |
113-038 |
|