ECBOT 5 Year T-Note Future June 2018
| Trading Metrics calculated at close of trading on 01-Jun-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
31-May-2018 |
01-Jun-2018 |
Change |
Change % |
Previous Week |
| Open |
114-020 |
114-015 |
-0-005 |
0.0% |
113-218 |
| High |
114-045 |
114-015 |
-0-030 |
-0.1% |
114-222 |
| Low |
113-285 |
113-205 |
-0-080 |
-0.2% |
113-182 |
| Close |
114-035 |
113-250 |
-0-105 |
-0.3% |
113-250 |
| Range |
0-080 |
0-130 |
0-050 |
62.5% |
1-040 |
| ATR |
0-100 |
0-104 |
0-004 |
3.6% |
0-000 |
| Volume |
210,457 |
72,405 |
-138,052 |
-65.6% |
6,210,661 |
|
| Daily Pivots for day following 01-Jun-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
115-013 |
114-262 |
114-002 |
|
| R3 |
114-203 |
114-132 |
113-286 |
|
| R2 |
114-073 |
114-073 |
113-274 |
|
| R1 |
114-002 |
114-002 |
113-262 |
113-293 |
| PP |
113-263 |
113-263 |
113-263 |
113-249 |
| S1 |
113-192 |
113-192 |
113-238 |
113-162 |
| S2 |
113-133 |
113-133 |
113-226 |
|
| S3 |
113-003 |
113-062 |
113-214 |
|
| S4 |
112-193 |
112-252 |
113-179 |
|
|
| Weekly Pivots for week ending 01-Jun-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
117-125 |
116-228 |
114-128 |
|
| R3 |
116-085 |
115-188 |
114-029 |
|
| R2 |
115-045 |
115-045 |
113-316 |
|
| R1 |
114-148 |
114-148 |
113-283 |
114-256 |
| PP |
114-005 |
114-005 |
114-005 |
114-059 |
| S1 |
113-108 |
113-108 |
113-217 |
113-216 |
| S2 |
112-285 |
112-285 |
113-184 |
|
| S3 |
111-245 |
112-068 |
113-151 |
|
| S4 |
110-205 |
111-028 |
113-052 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
114-222 |
113-122 |
1-100 |
1.2% |
0-180 |
0.5% |
30% |
False |
False |
1,683,685 |
| 10 |
114-222 |
112-267 |
1-275 |
1.6% |
0-127 |
0.3% |
51% |
False |
False |
1,500,559 |
| 20 |
114-222 |
112-250 |
1-292 |
1.7% |
0-095 |
0.3% |
52% |
False |
False |
1,142,700 |
| 40 |
114-222 |
112-250 |
1-292 |
1.7% |
0-079 |
0.2% |
52% |
False |
False |
958,750 |
| 60 |
114-222 |
112-250 |
1-292 |
1.7% |
0-081 |
0.2% |
52% |
False |
False |
930,165 |
| 80 |
114-270 |
112-250 |
2-020 |
1.8% |
0-088 |
0.2% |
48% |
False |
False |
867,393 |
| 100 |
115-193 |
112-250 |
2-262 |
2.5% |
0-088 |
0.2% |
35% |
False |
False |
695,196 |
| 120 |
116-160 |
112-250 |
3-230 |
3.3% |
0-074 |
0.2% |
27% |
False |
False |
579,344 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
115-248 |
|
2.618 |
115-035 |
|
1.618 |
114-225 |
|
1.000 |
114-145 |
|
0.618 |
114-095 |
|
HIGH |
114-015 |
|
0.618 |
113-285 |
|
0.500 |
113-270 |
|
0.382 |
113-255 |
|
LOW |
113-205 |
|
0.618 |
113-125 |
|
1.000 |
113-075 |
|
1.618 |
112-315 |
|
2.618 |
112-185 |
|
4.250 |
111-292 |
|
|
| Fisher Pivots for day following 01-Jun-2018 |
| Pivot |
1 day |
3 day |
| R1 |
113-270 |
114-054 |
| PP |
113-263 |
114-013 |
| S1 |
113-257 |
113-291 |
|