ECBOT 5 Year T-Note Future September 2018
| Trading Metrics calculated at close of trading on 27-Jun-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Jun-2018 |
27-Jun-2018 |
Change |
Change % |
Previous Week |
| Open |
113-155 |
113-165 |
0-010 |
0.0% |
113-080 |
| High |
113-187 |
113-245 |
0-058 |
0.2% |
113-200 |
| Low |
113-133 |
113-158 |
0-025 |
0.1% |
113-050 |
| Close |
113-167 |
113-242 |
0-075 |
0.2% |
113-125 |
| Range |
0-055 |
0-087 |
0-033 |
59.1% |
0-150 |
| ATR |
0-085 |
0-086 |
0-000 |
0.2% |
0-000 |
| Volume |
643,657 |
992,541 |
348,884 |
54.2% |
3,350,338 |
|
| Daily Pivots for day following 27-Jun-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
114-157 |
114-127 |
113-291 |
|
| R3 |
114-070 |
114-040 |
113-267 |
|
| R2 |
113-302 |
113-302 |
113-259 |
|
| R1 |
113-272 |
113-272 |
113-251 |
113-287 |
| PP |
113-215 |
113-215 |
113-215 |
113-222 |
| S1 |
113-185 |
113-185 |
113-234 |
113-200 |
| S2 |
113-128 |
113-128 |
113-226 |
|
| S3 |
113-040 |
113-098 |
113-218 |
|
| S4 |
112-273 |
113-010 |
113-194 |
|
|
| 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 |
113-245 |
113-050 |
0-195 |
0.5% |
0-069 |
0.2% |
99% |
True |
False |
767,092 |
| 10 |
113-245 |
113-013 |
0-232 |
0.6% |
0-072 |
0.2% |
99% |
True |
False |
762,976 |
| 20 |
113-293 |
112-290 |
1-002 |
0.9% |
0-084 |
0.2% |
84% |
False |
False |
856,799 |
| 40 |
114-153 |
112-147 |
2-005 |
1.8% |
0-086 |
0.2% |
64% |
False |
False |
673,740 |
| 60 |
114-153 |
112-147 |
2-005 |
1.8% |
0-074 |
0.2% |
64% |
False |
False |
450,420 |
| 80 |
114-173 |
112-147 |
2-025 |
1.8% |
0-056 |
0.2% |
62% |
False |
False |
337,815 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
114-297 |
|
2.618 |
114-154 |
|
1.618 |
114-067 |
|
1.000 |
114-012 |
|
0.618 |
113-299 |
|
HIGH |
113-245 |
|
0.618 |
113-212 |
|
0.500 |
113-201 |
|
0.382 |
113-191 |
|
LOW |
113-158 |
|
0.618 |
113-103 |
|
1.000 |
113-070 |
|
1.618 |
113-016 |
|
2.618 |
112-248 |
|
4.250 |
112-106 |
|
|
| Fisher Pivots for day following 27-Jun-2018 |
| Pivot |
1 day |
3 day |
| R1 |
113-229 |
113-224 |
| PP |
113-215 |
113-205 |
| S1 |
113-201 |
113-186 |
|