ECBOT 5 Year T-Note Future September 2018
| Trading Metrics calculated at close of trading on 26-Jun-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Jun-2018 |
26-Jun-2018 |
Change |
Change % |
Previous Week |
| Open |
113-127 |
113-155 |
0-028 |
0.1% |
113-080 |
| High |
113-185 |
113-187 |
0-002 |
0.0% |
113-200 |
| Low |
113-127 |
113-133 |
0-005 |
0.0% |
113-050 |
| Close |
113-173 |
113-167 |
-0-005 |
0.0% |
113-125 |
| Range |
0-058 |
0-055 |
-0-003 |
-4.4% |
0-150 |
| ATR |
0-088 |
0-085 |
-0-002 |
-2.7% |
0-000 |
| Volume |
879,868 |
643,657 |
-236,211 |
-26.8% |
3,350,338 |
|
| Daily Pivots for day following 26-Jun-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
114-007 |
113-302 |
113-198 |
|
| R3 |
113-272 |
113-247 |
113-183 |
|
| R2 |
113-217 |
113-217 |
113-178 |
|
| R1 |
113-192 |
113-192 |
113-173 |
113-205 |
| PP |
113-162 |
113-162 |
113-162 |
113-169 |
| S1 |
113-138 |
113-138 |
113-162 |
113-150 |
| S2 |
113-108 |
113-108 |
113-157 |
|
| S3 |
113-053 |
113-083 |
113-152 |
|
| S4 |
112-318 |
113-028 |
113-137 |
|
|
| Weekly Pivots for week ending 22-Jun-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
114-255 |
114-180 |
113-207 |
|
| R3 |
114-105 |
114-030 |
113-166 |
|
| R2 |
113-275 |
113-275 |
113-152 |
|
| R1 |
113-200 |
113-200 |
113-139 |
113-237 |
| PP |
113-125 |
113-125 |
113-125 |
113-144 |
| S1 |
113-050 |
113-050 |
113-111 |
113-088 |
| S2 |
112-295 |
112-295 |
113-097 |
|
| S3 |
112-145 |
112-220 |
113-084 |
|
| S4 |
111-315 |
112-070 |
113-043 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
113-187 |
113-050 |
0-137 |
0.4% |
0-068 |
0.2% |
85% |
True |
False |
712,709 |
| 10 |
113-200 |
112-290 |
0-230 |
0.6% |
0-074 |
0.2% |
86% |
False |
False |
761,210 |
| 20 |
114-153 |
112-290 |
1-182 |
1.4% |
0-092 |
0.3% |
39% |
False |
False |
896,703 |
| 40 |
114-153 |
112-147 |
2-005 |
1.8% |
0-085 |
0.2% |
53% |
False |
False |
649,079 |
| 60 |
114-153 |
112-147 |
2-005 |
1.8% |
0-072 |
0.2% |
53% |
False |
False |
433,878 |
| 80 |
114-173 |
112-147 |
2-025 |
1.8% |
0-055 |
0.2% |
51% |
False |
False |
325,408 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
114-101 |
|
2.618 |
114-011 |
|
1.618 |
113-276 |
|
1.000 |
113-242 |
|
0.618 |
113-221 |
|
HIGH |
113-187 |
|
0.618 |
113-166 |
|
0.500 |
113-160 |
|
0.382 |
113-154 |
|
LOW |
113-133 |
|
0.618 |
113-099 |
|
1.000 |
113-078 |
|
1.618 |
113-044 |
|
2.618 |
112-309 |
|
4.250 |
112-219 |
|
|
| Fisher Pivots for day following 26-Jun-2018 |
| Pivot |
1 day |
3 day |
| R1 |
113-165 |
113-159 |
| PP |
113-162 |
113-150 |
| S1 |
113-160 |
113-141 |
|