ECBOT 5 Year T-Note Future September 2018
| Trading Metrics calculated at close of trading on 18-Jun-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Jun-2018 |
18-Jun-2018 |
Change |
Change % |
Previous Week |
| Open |
113-062 |
113-080 |
0-018 |
0.0% |
113-107 |
| High |
113-125 |
113-113 |
-0-012 |
0.0% |
113-125 |
| Low |
113-055 |
113-075 |
0-020 |
0.1% |
112-290 |
| Close |
113-078 |
113-078 |
0-000 |
0.0% |
113-078 |
| Range |
0-070 |
0-038 |
-0-032 |
-46.4% |
0-155 |
| ATR |
0-095 |
0-091 |
-0-004 |
-4.3% |
0-000 |
| Volume |
825,933 |
469,973 |
-355,960 |
-43.1% |
4,024,601 |
|
| Daily Pivots for day following 18-Jun-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
113-201 |
113-177 |
113-098 |
|
| R3 |
113-163 |
113-139 |
113-088 |
|
| R2 |
113-126 |
113-126 |
113-084 |
|
| R1 |
113-102 |
113-102 |
113-081 |
113-095 |
| PP |
113-088 |
113-088 |
113-088 |
113-085 |
| S1 |
113-064 |
113-064 |
113-074 |
113-058 |
| S2 |
113-051 |
113-051 |
113-071 |
|
| S3 |
113-013 |
113-027 |
113-067 |
|
| S4 |
112-296 |
112-309 |
113-057 |
|
|
| Weekly Pivots for week ending 15-Jun-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
114-202 |
114-135 |
113-163 |
|
| R3 |
114-047 |
113-300 |
113-120 |
|
| R2 |
113-212 |
113-212 |
113-106 |
|
| R1 |
113-145 |
113-145 |
113-092 |
113-101 |
| PP |
113-058 |
113-058 |
113-058 |
113-036 |
| S1 |
112-310 |
112-310 |
113-063 |
112-266 |
| S2 |
112-223 |
112-223 |
113-049 |
|
| S3 |
112-068 |
112-155 |
113-035 |
|
| S4 |
111-233 |
112-000 |
112-312 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
113-125 |
112-290 |
0-155 |
0.4% |
0-070 |
0.2% |
69% |
False |
False |
777,462 |
| 10 |
113-202 |
112-290 |
0-232 |
0.6% |
0-083 |
0.2% |
46% |
False |
False |
813,429 |
| 20 |
114-153 |
112-210 |
1-262 |
1.6% |
0-107 |
0.3% |
32% |
False |
False |
1,042,582 |
| 40 |
114-153 |
112-147 |
2-005 |
1.8% |
0-080 |
0.2% |
39% |
False |
False |
539,956 |
| 60 |
114-173 |
112-147 |
2-025 |
1.8% |
0-066 |
0.2% |
38% |
False |
False |
360,480 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
113-272 |
|
2.618 |
113-211 |
|
1.618 |
113-173 |
|
1.000 |
113-150 |
|
0.618 |
113-136 |
|
HIGH |
113-113 |
|
0.618 |
113-098 |
|
0.500 |
113-094 |
|
0.382 |
113-089 |
|
LOW |
113-075 |
|
0.618 |
113-052 |
|
1.000 |
113-038 |
|
1.618 |
113-014 |
|
2.618 |
112-297 |
|
4.250 |
112-236 |
|
|
| Fisher Pivots for day following 18-Jun-2018 |
| Pivot |
1 day |
3 day |
| R1 |
113-094 |
113-075 |
| PP |
113-088 |
113-072 |
| S1 |
113-083 |
113-069 |
|