ECBOT 5 Year T-Note Future September 2018
| Trading Metrics calculated at close of trading on 28-Jun-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Jun-2018 |
28-Jun-2018 |
Change |
Change % |
Previous Week |
| Open |
113-165 |
113-238 |
0-073 |
0.2% |
113-080 |
| High |
113-245 |
113-255 |
0-010 |
0.0% |
113-200 |
| Low |
113-158 |
113-198 |
0-040 |
0.1% |
113-050 |
| Close |
113-242 |
113-205 |
-0-038 |
-0.1% |
113-125 |
| Range |
0-087 |
0-058 |
-0-030 |
-34.3% |
0-150 |
| ATR |
0-086 |
0-084 |
-0-002 |
-2.3% |
0-000 |
| Volume |
992,541 |
691,573 |
-300,968 |
-30.3% |
3,350,338 |
|
| Daily Pivots for day following 28-Jun-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
114-072 |
114-036 |
113-237 |
|
| R3 |
114-014 |
113-298 |
113-221 |
|
| R2 |
113-277 |
113-277 |
113-216 |
|
| R1 |
113-241 |
113-241 |
113-210 |
113-230 |
| PP |
113-219 |
113-219 |
113-219 |
113-214 |
| S1 |
113-183 |
113-183 |
113-200 |
113-172 |
| S2 |
113-162 |
113-162 |
113-194 |
|
| S3 |
113-104 |
113-126 |
113-189 |
|
| S4 |
113-047 |
113-068 |
113-173 |
|
|
| 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 |
113-255 |
113-095 |
0-160 |
0.4% |
0-061 |
0.2% |
69% |
True |
False |
738,735 |
| 10 |
113-255 |
113-050 |
0-205 |
0.6% |
0-070 |
0.2% |
76% |
True |
False |
738,391 |
| 20 |
113-258 |
112-290 |
0-287 |
0.8% |
0-083 |
0.2% |
82% |
False |
False |
810,731 |
| 40 |
114-153 |
112-147 |
2-005 |
1.8% |
0-087 |
0.2% |
59% |
False |
False |
690,839 |
| 60 |
114-153 |
112-147 |
2-005 |
1.8% |
0-073 |
0.2% |
59% |
False |
False |
461,947 |
| 80 |
114-173 |
112-147 |
2-025 |
1.8% |
0-057 |
0.2% |
57% |
False |
False |
346,460 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
114-179 |
|
2.618 |
114-086 |
|
1.618 |
114-028 |
|
1.000 |
113-313 |
|
0.618 |
113-291 |
|
HIGH |
113-255 |
|
0.618 |
113-233 |
|
0.500 |
113-226 |
|
0.382 |
113-219 |
|
LOW |
113-198 |
|
0.618 |
113-162 |
|
1.000 |
113-140 |
|
1.618 |
113-104 |
|
2.618 |
113-047 |
|
4.250 |
112-273 |
|
|
| Fisher Pivots for day following 28-Jun-2018 |
| Pivot |
1 day |
3 day |
| R1 |
113-226 |
113-201 |
| PP |
113-219 |
113-198 |
| S1 |
113-212 |
113-194 |
|