ECBOT 5 Year T-Note Future June 2018
| Trading Metrics calculated at close of trading on 15-Jun-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Jun-2018 |
15-Jun-2018 |
Change |
Change % |
Previous Week |
| Open |
113-122 |
113-158 |
0-035 |
0.1% |
113-178 |
| High |
113-170 |
113-210 |
0-040 |
0.1% |
113-210 |
| Low |
113-107 |
113-147 |
0-040 |
0.1% |
113-060 |
| Close |
113-142 |
113-167 |
0-025 |
0.1% |
113-167 |
| Range |
0-063 |
0-063 |
0-000 |
0.0% |
0-150 |
| ATR |
0-094 |
0-092 |
-0-002 |
-2.0% |
0-000 |
| Volume |
6,487 |
2,603 |
-3,884 |
-59.9% |
30,052 |
|
| Daily Pivots for day following 15-Jun-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
114-043 |
114-008 |
113-202 |
|
| R3 |
113-300 |
113-265 |
113-185 |
|
| R2 |
113-238 |
113-238 |
113-179 |
|
| R1 |
113-203 |
113-203 |
113-173 |
113-220 |
| PP |
113-175 |
113-175 |
113-175 |
113-184 |
| S1 |
113-140 |
113-140 |
113-162 |
113-157 |
| S2 |
113-112 |
113-112 |
113-156 |
|
| S3 |
113-050 |
113-077 |
113-150 |
|
| S4 |
112-307 |
113-015 |
113-133 |
|
|
| Weekly Pivots for week ending 15-Jun-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
114-276 |
114-212 |
113-250 |
|
| R3 |
114-126 |
114-062 |
113-209 |
|
| R2 |
113-296 |
113-296 |
113-195 |
|
| R1 |
113-232 |
113-232 |
113-181 |
113-189 |
| PP |
113-146 |
113-146 |
113-146 |
113-124 |
| S1 |
113-082 |
113-082 |
113-154 |
113-039 |
| S2 |
112-316 |
112-316 |
113-140 |
|
| S3 |
112-166 |
112-252 |
113-126 |
|
| S4 |
112-016 |
112-102 |
113-085 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
113-210 |
113-060 |
0-150 |
0.4% |
0-063 |
0.2% |
72% |
True |
False |
6,010 |
| 10 |
113-282 |
113-060 |
0-222 |
0.6% |
0-079 |
0.2% |
48% |
False |
False |
15,817 |
| 20 |
114-222 |
112-267 |
1-275 |
1.6% |
0-103 |
0.3% |
37% |
False |
False |
758,188 |
| 40 |
114-222 |
112-250 |
1-292 |
1.7% |
0-081 |
0.2% |
39% |
False |
False |
776,001 |
| 60 |
114-222 |
112-250 |
1-292 |
1.7% |
0-082 |
0.2% |
39% |
False |
False |
800,750 |
| 80 |
114-222 |
112-250 |
1-292 |
1.7% |
0-083 |
0.2% |
39% |
False |
False |
851,359 |
| 100 |
115-127 |
112-250 |
2-197 |
2.3% |
0-091 |
0.3% |
28% |
False |
False |
696,610 |
| 120 |
116-033 |
112-250 |
3-102 |
2.9% |
0-081 |
0.2% |
22% |
False |
False |
580,662 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
114-156 |
|
2.618 |
114-054 |
|
1.618 |
113-311 |
|
1.000 |
113-273 |
|
0.618 |
113-249 |
|
HIGH |
113-210 |
|
0.618 |
113-186 |
|
0.500 |
113-179 |
|
0.382 |
113-171 |
|
LOW |
113-147 |
|
0.618 |
113-109 |
|
1.000 |
113-085 |
|
1.618 |
113-046 |
|
2.618 |
112-304 |
|
4.250 |
112-202 |
|
|
| Fisher Pivots for day following 15-Jun-2018 |
| Pivot |
1 day |
3 day |
| R1 |
113-179 |
113-157 |
| PP |
113-175 |
113-146 |
| S1 |
113-171 |
113-135 |
|