ECBOT 5 Year T-Note Future June 2018
| Trading Metrics calculated at close of trading on 04-Jun-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Jun-2018 |
04-Jun-2018 |
Change |
Change % |
Previous Week |
| Open |
114-015 |
113-242 |
-0-093 |
-0.3% |
113-218 |
| High |
114-015 |
113-247 |
-0-088 |
-0.2% |
114-222 |
| Low |
113-205 |
113-170 |
-0-035 |
-0.1% |
113-182 |
| Close |
113-250 |
113-185 |
-0-065 |
-0.2% |
113-250 |
| Range |
0-130 |
0-077 |
-0-053 |
-40.4% |
1-040 |
| ATR |
0-104 |
0-102 |
-0-002 |
-1.6% |
0-000 |
| Volume |
72,405 |
40,926 |
-31,479 |
-43.5% |
6,210,661 |
|
| Daily Pivots for day following 04-Jun-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
114-113 |
114-067 |
113-228 |
|
| R3 |
114-036 |
113-309 |
113-206 |
|
| R2 |
113-278 |
113-278 |
113-199 |
|
| R1 |
113-232 |
113-232 |
113-192 |
113-216 |
| PP |
113-201 |
113-201 |
113-201 |
113-193 |
| S1 |
113-154 |
113-154 |
113-178 |
113-139 |
| S2 |
113-123 |
113-123 |
113-171 |
|
| S3 |
113-046 |
113-077 |
113-164 |
|
| S4 |
112-288 |
112-319 |
113-142 |
|
|
| 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 |
113-170 |
1-052 |
1.0% |
0-171 |
0.5% |
4% |
False |
True |
1,250,317 |
| 10 |
114-222 |
112-307 |
1-235 |
1.5% |
0-125 |
0.3% |
36% |
False |
False |
1,419,854 |
| 20 |
114-222 |
112-250 |
1-292 |
1.7% |
0-094 |
0.3% |
42% |
False |
False |
1,101,836 |
| 40 |
114-222 |
112-250 |
1-292 |
1.7% |
0-079 |
0.2% |
42% |
False |
False |
935,639 |
| 60 |
114-222 |
112-250 |
1-292 |
1.7% |
0-081 |
0.2% |
42% |
False |
False |
920,123 |
| 80 |
114-270 |
112-250 |
2-020 |
1.8% |
0-087 |
0.2% |
39% |
False |
False |
867,474 |
| 100 |
115-150 |
112-250 |
2-220 |
2.4% |
0-089 |
0.2% |
30% |
False |
False |
695,605 |
| 120 |
116-160 |
112-250 |
3-230 |
3.3% |
0-075 |
0.2% |
21% |
False |
False |
579,685 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
114-257 |
|
2.618 |
114-130 |
|
1.618 |
114-053 |
|
1.000 |
114-005 |
|
0.618 |
113-295 |
|
HIGH |
113-247 |
|
0.618 |
113-218 |
|
0.500 |
113-209 |
|
0.382 |
113-200 |
|
LOW |
113-170 |
|
0.618 |
113-122 |
|
1.000 |
113-093 |
|
1.618 |
113-045 |
|
2.618 |
112-287 |
|
4.250 |
112-161 |
|
|
| Fisher Pivots for day following 04-Jun-2018 |
| Pivot |
1 day |
3 day |
| R1 |
113-209 |
113-268 |
| PP |
113-201 |
113-240 |
| S1 |
113-193 |
113-212 |
|