ECBOT 5 Year T-Note Future September 2018
| Trading Metrics calculated at close of trading on 21-Jun-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Jun-2018 |
21-Jun-2018 |
Change |
Change % |
Previous Week |
| Open |
113-120 |
113-065 |
-0-055 |
-0.2% |
113-107 |
| High |
113-150 |
113-147 |
-0-003 |
0.0% |
113-125 |
| Low |
113-065 |
113-050 |
-0-015 |
0.0% |
112-290 |
| Close |
113-085 |
113-135 |
0-050 |
0.1% |
113-078 |
| Range |
0-085 |
0-097 |
0-012 |
14.6% |
0-155 |
| ATR |
0-093 |
0-093 |
0-000 |
0.4% |
0-000 |
| Volume |
720,627 |
833,359 |
112,732 |
15.6% |
4,024,601 |
|
| Daily Pivots for day following 21-Jun-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
114-083 |
114-047 |
113-189 |
|
| R3 |
113-306 |
113-269 |
113-162 |
|
| R2 |
113-208 |
113-208 |
113-153 |
|
| R1 |
113-172 |
113-172 |
113-144 |
113-190 |
| PP |
113-111 |
113-111 |
113-111 |
113-120 |
| S1 |
113-074 |
113-074 |
113-126 |
113-093 |
| S2 |
113-013 |
113-013 |
113-117 |
|
| S3 |
112-236 |
112-297 |
113-108 |
|
| S4 |
112-138 |
112-199 |
113-081 |
|
|
| 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 |
113-200 |
113-050 |
0-150 |
0.4% |
0-080 |
0.2% |
57% |
False |
True |
738,046 |
| 10 |
113-200 |
112-290 |
0-230 |
0.6% |
0-079 |
0.2% |
72% |
False |
False |
776,722 |
| 20 |
114-153 |
112-290 |
1-182 |
1.4% |
0-112 |
0.3% |
33% |
False |
False |
1,095,352 |
| 40 |
114-153 |
112-147 |
2-005 |
1.8% |
0-084 |
0.2% |
48% |
False |
False |
599,553 |
| 60 |
114-173 |
112-147 |
2-025 |
1.8% |
0-071 |
0.2% |
46% |
False |
False |
400,385 |
| 80 |
114-173 |
112-147 |
2-025 |
1.8% |
0-053 |
0.1% |
46% |
False |
False |
300,289 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
114-242 |
|
2.618 |
114-083 |
|
1.618 |
113-305 |
|
1.000 |
113-245 |
|
0.618 |
113-208 |
|
HIGH |
113-147 |
|
0.618 |
113-110 |
|
0.500 |
113-099 |
|
0.382 |
113-087 |
|
LOW |
113-050 |
|
0.618 |
112-310 |
|
1.000 |
112-273 |
|
1.618 |
112-212 |
|
2.618 |
112-115 |
|
4.250 |
111-276 |
|
|
| Fisher Pivots for day following 21-Jun-2018 |
| Pivot |
1 day |
3 day |
| R1 |
113-123 |
113-132 |
| PP |
113-111 |
113-128 |
| S1 |
113-099 |
113-125 |
|