ECBOT 5 Year T-Note Future June 2018
| Trading Metrics calculated at close of trading on 28-Jun-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Jun-2018 |
28-Jun-2018 |
Change |
Change % |
Previous Week |
| Open |
113-305 |
114-000 |
0-015 |
0.0% |
113-170 |
| High |
114-013 |
114-018 |
0-005 |
0.0% |
113-282 |
| Low |
113-253 |
113-293 |
0-040 |
0.1% |
113-145 |
| Close |
114-013 |
113-298 |
-0-035 |
-0.1% |
113-218 |
| Range |
0-080 |
0-045 |
-0-035 |
-43.8% |
0-138 |
| ATR |
0-081 |
0-078 |
-0-003 |
-3.2% |
0-000 |
| Volume |
2,016 |
10,587 |
8,571 |
425.1% |
21,812 |
|
| Daily Pivots for day following 28-Jun-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
114-124 |
114-096 |
114-002 |
|
| R3 |
114-079 |
114-051 |
113-310 |
|
| R2 |
114-034 |
114-034 |
113-306 |
|
| R1 |
114-006 |
114-006 |
113-302 |
113-318 |
| PP |
113-309 |
113-309 |
113-309 |
113-305 |
| S1 |
113-281 |
113-281 |
113-293 |
113-273 |
| S2 |
113-264 |
113-264 |
113-289 |
|
| S3 |
113-219 |
113-236 |
113-285 |
|
| S4 |
113-174 |
113-191 |
113-273 |
|
|
| 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 |
114-018 |
113-187 |
0-150 |
0.4% |
0-053 |
0.1% |
73% |
True |
False |
3,405 |
| 10 |
114-018 |
113-145 |
0-193 |
0.5% |
0-060 |
0.2% |
79% |
True |
False |
3,884 |
| 20 |
114-018 |
113-060 |
0-278 |
0.8% |
0-073 |
0.2% |
86% |
True |
False |
13,341 |
| 40 |
114-222 |
112-250 |
1-292 |
1.7% |
0-082 |
0.2% |
60% |
False |
False |
597,751 |
| 60 |
114-222 |
112-250 |
1-292 |
1.7% |
0-076 |
0.2% |
60% |
False |
False |
653,605 |
| 80 |
114-222 |
112-250 |
1-292 |
1.7% |
0-079 |
0.2% |
60% |
False |
False |
711,160 |
| 100 |
115-127 |
112-250 |
2-197 |
2.3% |
0-087 |
0.2% |
44% |
False |
False |
696,174 |
| 120 |
115-202 |
112-250 |
2-272 |
2.5% |
0-085 |
0.2% |
40% |
False |
False |
580,952 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
114-209 |
|
2.618 |
114-135 |
|
1.618 |
114-090 |
|
1.000 |
114-062 |
|
0.618 |
114-045 |
|
HIGH |
114-018 |
|
0.618 |
114-000 |
|
0.500 |
113-315 |
|
0.382 |
113-310 |
|
LOW |
113-293 |
|
0.618 |
113-265 |
|
1.000 |
113-248 |
|
1.618 |
113-220 |
|
2.618 |
113-175 |
|
4.250 |
113-101 |
|
|
| Fisher Pivots for day following 28-Jun-2018 |
| Pivot |
1 day |
3 day |
| R1 |
113-315 |
113-292 |
| PP |
113-309 |
113-287 |
| S1 |
113-303 |
113-281 |
|