ECBOT 5 Year T-Note Future June 2018
| Trading Metrics calculated at close of trading on 27-Jun-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Jun-2018 |
27-Jun-2018 |
Change |
Change % |
Previous Week |
| Open |
113-253 |
113-305 |
0-052 |
0.1% |
113-170 |
| High |
113-273 |
114-013 |
0-060 |
0.2% |
113-282 |
| Low |
113-225 |
113-253 |
0-028 |
0.1% |
113-145 |
| Close |
113-260 |
114-013 |
0-073 |
0.2% |
113-218 |
| Range |
0-048 |
0-080 |
0-032 |
68.4% |
0-138 |
| ATR |
0-081 |
0-081 |
0-000 |
-0.1% |
0-000 |
| Volume |
381 |
2,016 |
1,635 |
429.1% |
21,812 |
|
| Daily Pivots for day following 27-Jun-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
114-226 |
114-199 |
114-057 |
|
| R3 |
114-146 |
114-119 |
114-035 |
|
| R2 |
114-066 |
114-066 |
114-027 |
|
| R1 |
114-039 |
114-039 |
114-020 |
114-053 |
| PP |
113-306 |
113-306 |
113-306 |
113-313 |
| S1 |
113-279 |
113-279 |
114-005 |
113-293 |
| S2 |
113-226 |
113-226 |
113-318 |
|
| S3 |
113-146 |
113-199 |
113-311 |
|
| S4 |
113-066 |
113-119 |
113-289 |
|
|
| Weekly Pivots for week ending 22-Jun-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
114-308 |
114-240 |
113-293 |
|
| R3 |
114-170 |
114-103 |
113-255 |
|
| R2 |
114-033 |
114-033 |
113-243 |
|
| R1 |
113-285 |
113-285 |
113-230 |
113-319 |
| PP |
113-215 |
113-215 |
113-215 |
113-232 |
| S1 |
113-147 |
113-147 |
113-205 |
113-181 |
| S2 |
113-077 |
113-077 |
113-192 |
|
| S3 |
112-260 |
113-010 |
113-180 |
|
| S4 |
112-122 |
112-192 |
113-142 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
114-013 |
113-145 |
0-188 |
0.5% |
0-062 |
0.2% |
100% |
True |
False |
1,653 |
| 10 |
114-013 |
113-107 |
0-225 |
0.6% |
0-062 |
0.2% |
100% |
True |
False |
3,474 |
| 20 |
114-045 |
113-060 |
0-305 |
0.8% |
0-075 |
0.2% |
89% |
False |
False |
23,334 |
| 40 |
114-222 |
112-250 |
1-292 |
1.7% |
0-082 |
0.2% |
66% |
False |
False |
617,837 |
| 60 |
114-222 |
112-250 |
1-292 |
1.7% |
0-076 |
0.2% |
66% |
False |
False |
665,777 |
| 80 |
114-222 |
112-250 |
1-292 |
1.7% |
0-079 |
0.2% |
66% |
False |
False |
720,775 |
| 100 |
115-127 |
112-250 |
2-197 |
2.3% |
0-089 |
0.2% |
48% |
False |
False |
696,366 |
| 120 |
115-202 |
112-250 |
2-272 |
2.5% |
0-085 |
0.2% |
44% |
False |
False |
580,876 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
115-033 |
|
2.618 |
114-222 |
|
1.618 |
114-142 |
|
1.000 |
114-093 |
|
0.618 |
114-062 |
|
HIGH |
114-013 |
|
0.618 |
113-302 |
|
0.500 |
113-293 |
|
0.382 |
113-283 |
|
LOW |
113-253 |
|
0.618 |
113-203 |
|
1.000 |
113-173 |
|
1.618 |
113-123 |
|
2.618 |
113-043 |
|
4.250 |
112-233 |
|
|
| Fisher Pivots for day following 27-Jun-2018 |
| Pivot |
1 day |
3 day |
| R1 |
113-319 |
113-315 |
| PP |
113-306 |
113-297 |
| S1 |
113-293 |
113-279 |
|