ECBOT 5 Year T-Note Future June 2018
| Trading Metrics calculated at close of trading on 29-Jun-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Jun-2018 |
29-Jun-2018 |
Change |
Change % |
Previous Week |
| Open |
114-000 |
113-300 |
-0-020 |
-0.1% |
113-265 |
| High |
114-018 |
113-310 |
-0-027 |
-0.1% |
114-018 |
| Low |
113-293 |
113-285 |
-0-008 |
0.0% |
113-225 |
| Close |
113-298 |
113-302 |
0-005 |
0.0% |
113-302 |
| Range |
0-045 |
0-025 |
-0-020 |
-44.4% |
0-113 |
| ATR |
0-078 |
0-075 |
-0-004 |
-4.9% |
0-000 |
| Volume |
10,587 |
169 |
-10,418 |
-98.4% |
14,594 |
|
| Daily Pivots for day following 29-Jun-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
114-054 |
114-043 |
113-316 |
|
| R3 |
114-029 |
114-018 |
113-309 |
|
| R2 |
114-004 |
114-004 |
113-307 |
|
| R1 |
113-313 |
113-313 |
113-305 |
113-319 |
| PP |
113-299 |
113-299 |
113-299 |
113-302 |
| S1 |
113-288 |
113-288 |
113-300 |
113-294 |
| S2 |
113-274 |
113-274 |
113-298 |
|
| S3 |
113-249 |
113-263 |
113-296 |
|
| S4 |
113-224 |
113-238 |
113-289 |
|
|
| Weekly Pivots for week ending 29-Jun-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
114-306 |
114-257 |
114-044 |
|
| R3 |
114-193 |
114-144 |
114-013 |
|
| R2 |
114-081 |
114-081 |
114-003 |
|
| R1 |
114-032 |
114-032 |
113-313 |
114-056 |
| PP |
113-288 |
113-288 |
113-288 |
113-301 |
| S1 |
113-239 |
113-239 |
113-292 |
113-264 |
| S2 |
113-176 |
113-176 |
113-282 |
|
| S3 |
113-063 |
113-127 |
113-272 |
|
| S4 |
112-271 |
113-014 |
113-241 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
114-018 |
113-225 |
0-113 |
0.3% |
0-049 |
0.1% |
69% |
False |
False |
2,918 |
| 10 |
114-018 |
113-145 |
0-193 |
0.5% |
0-057 |
0.2% |
82% |
False |
False |
3,640 |
| 20 |
114-018 |
113-060 |
0-278 |
0.8% |
0-068 |
0.2% |
87% |
False |
False |
9,729 |
| 40 |
114-222 |
112-250 |
1-292 |
1.7% |
0-081 |
0.2% |
61% |
False |
False |
576,215 |
| 60 |
114-222 |
112-250 |
1-292 |
1.7% |
0-075 |
0.2% |
61% |
False |
False |
642,410 |
| 80 |
114-222 |
112-250 |
1-292 |
1.7% |
0-078 |
0.2% |
61% |
False |
False |
700,056 |
| 100 |
114-270 |
112-250 |
2-020 |
1.8% |
0-084 |
0.2% |
56% |
False |
False |
695,860 |
| 120 |
115-193 |
112-250 |
2-262 |
2.5% |
0-085 |
0.2% |
41% |
False |
False |
580,952 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
114-096 |
|
2.618 |
114-056 |
|
1.618 |
114-031 |
|
1.000 |
114-015 |
|
0.618 |
114-005 |
|
HIGH |
113-310 |
|
0.618 |
113-300 |
|
0.500 |
113-298 |
|
0.382 |
113-295 |
|
LOW |
113-285 |
|
0.618 |
113-270 |
|
1.000 |
113-260 |
|
1.618 |
113-245 |
|
2.618 |
113-219 |
|
4.250 |
113-179 |
|
|
| Fisher Pivots for day following 29-Jun-2018 |
| Pivot |
1 day |
3 day |
| R1 |
113-301 |
113-300 |
| PP |
113-299 |
113-298 |
| S1 |
113-298 |
113-295 |
|