ECBOT 5 Year T-Note Future June 2018
| Trading Metrics calculated at close of trading on 06-Jun-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Jun-2018 |
06-Jun-2018 |
Change |
Change % |
Previous Week |
| Open |
113-173 |
113-213 |
0-040 |
0.1% |
113-218 |
| High |
113-253 |
113-215 |
-0-038 |
-0.1% |
114-222 |
| Low |
113-173 |
113-140 |
-0-033 |
-0.1% |
113-182 |
| Close |
113-222 |
113-150 |
-0-072 |
-0.2% |
113-250 |
| Range |
0-080 |
0-075 |
-0-005 |
-6.2% |
1-040 |
| ATR |
0-100 |
0-099 |
-0-001 |
-1.3% |
0-000 |
| Volume |
29,801 |
13,076 |
-16,725 |
-56.1% |
6,210,661 |
|
| Daily Pivots for day following 06-Jun-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
114-073 |
114-027 |
113-191 |
|
| R3 |
113-318 |
113-272 |
113-171 |
|
| R2 |
113-243 |
113-243 |
113-164 |
|
| R1 |
113-197 |
113-197 |
113-157 |
113-183 |
| PP |
113-168 |
113-168 |
113-168 |
113-161 |
| S1 |
113-122 |
113-122 |
113-143 |
113-108 |
| S2 |
113-093 |
113-093 |
113-136 |
|
| S3 |
113-018 |
113-047 |
113-129 |
|
| S4 |
112-263 |
112-292 |
113-109 |
|
|
| 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 |
114-045 |
113-140 |
0-225 |
0.6% |
0-088 |
0.2% |
4% |
False |
True |
73,333 |
| 10 |
114-222 |
113-015 |
1-207 |
1.5% |
0-133 |
0.4% |
26% |
False |
False |
1,255,461 |
| 20 |
114-222 |
112-250 |
1-292 |
1.7% |
0-097 |
0.3% |
36% |
False |
False |
1,051,920 |
| 40 |
114-222 |
112-250 |
1-292 |
1.7% |
0-079 |
0.2% |
36% |
False |
False |
903,174 |
| 60 |
114-222 |
112-250 |
1-292 |
1.7% |
0-082 |
0.2% |
36% |
False |
False |
897,683 |
| 80 |
114-222 |
112-250 |
1-292 |
1.7% |
0-085 |
0.2% |
36% |
False |
False |
866,880 |
| 100 |
115-127 |
112-250 |
2-197 |
2.3% |
0-089 |
0.2% |
26% |
False |
False |
696,003 |
| 120 |
116-160 |
112-250 |
3-230 |
3.3% |
0-076 |
0.2% |
18% |
False |
False |
580,042 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
114-214 |
|
2.618 |
114-091 |
|
1.618 |
114-016 |
|
1.000 |
113-290 |
|
0.618 |
113-261 |
|
HIGH |
113-215 |
|
0.618 |
113-186 |
|
0.500 |
113-178 |
|
0.382 |
113-169 |
|
LOW |
113-140 |
|
0.618 |
113-094 |
|
1.000 |
113-065 |
|
1.618 |
113-019 |
|
2.618 |
112-264 |
|
4.250 |
112-141 |
|
|
| Fisher Pivots for day following 06-Jun-2018 |
| Pivot |
1 day |
3 day |
| R1 |
113-178 |
113-196 |
| PP |
113-168 |
113-181 |
| S1 |
113-159 |
113-165 |
|