ECBOT 5 Year T-Note Future June 2018
| Trading Metrics calculated at close of trading on 21-Jun-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Jun-2018 |
21-Jun-2018 |
Change |
Change % |
Previous Week |
| Open |
113-218 |
113-155 |
-0-062 |
-0.2% |
113-178 |
| High |
113-238 |
113-238 |
0-000 |
0.0% |
113-210 |
| Low |
113-160 |
113-145 |
-0-015 |
0.0% |
113-060 |
| Close |
113-178 |
113-222 |
0-045 |
0.1% |
113-167 |
| Range |
0-078 |
0-093 |
0-015 |
19.4% |
0-150 |
| ATR |
0-089 |
0-089 |
0-000 |
0.3% |
0-000 |
| Volume |
1,787 |
1,831 |
44 |
2.5% |
30,052 |
|
| Daily Pivots for day following 21-Jun-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
114-159 |
114-123 |
113-273 |
|
| R3 |
114-067 |
114-031 |
113-248 |
|
| R2 |
113-294 |
113-294 |
113-239 |
|
| R1 |
113-258 |
113-258 |
113-231 |
113-276 |
| PP |
113-202 |
113-202 |
113-202 |
113-211 |
| S1 |
113-166 |
113-166 |
113-214 |
113-184 |
| S2 |
113-109 |
113-109 |
113-206 |
|
| S3 |
113-017 |
113-073 |
113-197 |
|
| S4 |
112-244 |
112-301 |
113-172 |
|
|
| 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 |
113-282 |
113-145 |
0-138 |
0.4% |
0-068 |
0.2% |
56% |
False |
True |
4,363 |
| 10 |
113-282 |
113-060 |
0-222 |
0.6% |
0-068 |
0.2% |
73% |
False |
False |
5,570 |
| 20 |
114-222 |
113-060 |
1-162 |
1.3% |
0-103 |
0.3% |
34% |
False |
False |
527,249 |
| 40 |
114-222 |
112-250 |
1-292 |
1.7% |
0-082 |
0.2% |
48% |
False |
False |
690,735 |
| 60 |
114-222 |
112-250 |
1-292 |
1.7% |
0-079 |
0.2% |
48% |
False |
False |
727,099 |
| 80 |
114-222 |
112-250 |
1-292 |
1.7% |
0-082 |
0.2% |
48% |
False |
False |
776,306 |
| 100 |
115-127 |
112-250 |
2-197 |
2.3% |
0-091 |
0.2% |
35% |
False |
False |
696,719 |
| 120 |
116-033 |
112-250 |
3-102 |
2.9% |
0-083 |
0.2% |
28% |
False |
False |
580,822 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
114-311 |
|
2.618 |
114-160 |
|
1.618 |
114-067 |
|
1.000 |
114-010 |
|
0.618 |
113-295 |
|
HIGH |
113-238 |
|
0.618 |
113-202 |
|
0.500 |
113-191 |
|
0.382 |
113-180 |
|
LOW |
113-145 |
|
0.618 |
113-088 |
|
1.000 |
113-052 |
|
1.618 |
112-315 |
|
2.618 |
112-223 |
|
4.250 |
112-072 |
|
|
| Fisher Pivots for day following 21-Jun-2018 |
| Pivot |
1 day |
3 day |
| R1 |
113-212 |
113-220 |
| PP |
113-202 |
113-217 |
| S1 |
113-191 |
113-214 |
|