ECBOT 5 Year T-Note Future June 2018
| Trading Metrics calculated at close of trading on 08-Jun-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Jun-2018 |
08-Jun-2018 |
Change |
Change % |
Previous Week |
| Open |
113-150 |
113-213 |
0-062 |
0.2% |
113-242 |
| High |
113-282 |
113-270 |
-0-012 |
0.0% |
113-282 |
| Low |
113-127 |
113-178 |
0-050 |
0.1% |
113-127 |
| Close |
113-198 |
113-207 |
0-010 |
0.0% |
113-207 |
| Range |
0-155 |
0-093 |
-0-062 |
-40.3% |
0-155 |
| ATR |
0-103 |
0-102 |
-0-001 |
-0.7% |
0-000 |
| Volume |
37,887 |
6,437 |
-31,450 |
-83.0% |
128,127 |
|
| Daily Pivots for day following 08-Jun-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
114-176 |
114-124 |
113-258 |
|
| R3 |
114-083 |
114-032 |
113-233 |
|
| R2 |
113-311 |
113-311 |
113-224 |
|
| R1 |
113-259 |
113-259 |
113-216 |
113-239 |
| PP |
113-218 |
113-218 |
113-218 |
113-208 |
| S1 |
113-167 |
113-167 |
113-199 |
113-146 |
| S2 |
113-126 |
113-126 |
113-191 |
|
| S3 |
113-033 |
113-074 |
113-182 |
|
| S4 |
112-261 |
112-302 |
113-157 |
|
|
| Weekly Pivots for week ending 08-Jun-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
115-031 |
114-274 |
113-293 |
|
| R3 |
114-196 |
114-119 |
113-250 |
|
| R2 |
114-041 |
114-041 |
113-236 |
|
| R1 |
113-284 |
113-284 |
113-222 |
113-245 |
| PP |
113-206 |
113-206 |
113-206 |
113-186 |
| S1 |
113-129 |
113-129 |
113-193 |
113-090 |
| S2 |
113-051 |
113-051 |
113-179 |
|
| S3 |
112-216 |
112-294 |
113-165 |
|
| S4 |
112-061 |
112-139 |
113-122 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
113-282 |
113-127 |
0-155 |
0.4% |
0-096 |
0.3% |
52% |
False |
False |
25,625 |
| 10 |
114-222 |
113-122 |
1-100 |
1.2% |
0-138 |
0.4% |
20% |
False |
False |
854,655 |
| 20 |
114-222 |
112-250 |
1-292 |
1.7% |
0-103 |
0.3% |
45% |
False |
False |
974,730 |
| 40 |
114-222 |
112-250 |
1-292 |
1.7% |
0-081 |
0.2% |
45% |
False |
False |
863,390 |
| 60 |
114-222 |
112-250 |
1-292 |
1.7% |
0-083 |
0.2% |
45% |
False |
False |
866,184 |
| 80 |
114-222 |
112-250 |
1-292 |
1.7% |
0-087 |
0.2% |
45% |
False |
False |
866,747 |
| 100 |
115-127 |
112-250 |
2-197 |
2.3% |
0-091 |
0.2% |
33% |
False |
False |
696,402 |
| 120 |
116-082 |
112-250 |
3-152 |
3.1% |
0-078 |
0.2% |
25% |
False |
False |
580,412 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
115-023 |
|
2.618 |
114-192 |
|
1.618 |
114-100 |
|
1.000 |
114-043 |
|
0.618 |
114-007 |
|
HIGH |
113-270 |
|
0.618 |
113-235 |
|
0.500 |
113-224 |
|
0.382 |
113-213 |
|
LOW |
113-178 |
|
0.618 |
113-120 |
|
1.000 |
113-085 |
|
1.618 |
113-028 |
|
2.618 |
112-255 |
|
4.250 |
112-104 |
|
|
| Fisher Pivots for day following 08-Jun-2018 |
| Pivot |
1 day |
3 day |
| R1 |
113-224 |
113-207 |
| PP |
113-218 |
113-206 |
| S1 |
113-213 |
113-205 |
|