ECBOT 5 Year T-Note Future September 2018
| Trading Metrics calculated at close of trading on 05-Jun-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Jun-2018 |
05-Jun-2018 |
Change |
Change % |
Previous Week |
| Open |
113-153 |
113-082 |
-0-070 |
-0.2% |
113-130 |
| High |
113-162 |
113-170 |
0-008 |
0.0% |
114-153 |
| Low |
113-080 |
113-082 |
0-002 |
0.0% |
113-090 |
| Close |
113-100 |
113-138 |
0-038 |
0.1% |
113-167 |
| Range |
0-082 |
0-088 |
0-005 |
6.1% |
1-062 |
| ATR |
0-103 |
0-102 |
-0-001 |
-1.1% |
0-000 |
| Volume |
807,203 |
859,371 |
52,168 |
6.5% |
7,927,797 |
|
| Daily Pivots for day following 05-Jun-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
114-073 |
114-033 |
113-186 |
|
| R3 |
113-305 |
113-265 |
113-162 |
|
| R2 |
113-218 |
113-218 |
113-154 |
|
| R1 |
113-178 |
113-178 |
113-146 |
113-198 |
| PP |
113-130 |
113-130 |
113-130 |
113-140 |
| S1 |
113-090 |
113-090 |
113-129 |
113-110 |
| S2 |
113-042 |
113-042 |
113-121 |
|
| S3 |
112-275 |
113-002 |
113-113 |
|
| S4 |
112-187 |
112-235 |
113-089 |
|
|
| Weekly Pivots for week ending 01-Jun-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
117-111 |
116-202 |
114-058 |
|
| R3 |
116-048 |
115-139 |
113-273 |
|
| R2 |
114-306 |
114-306 |
113-238 |
|
| R1 |
114-077 |
114-077 |
113-203 |
114-191 |
| PP |
113-243 |
113-243 |
113-243 |
113-301 |
| S1 |
113-014 |
113-014 |
113-132 |
113-129 |
| S2 |
112-181 |
112-181 |
113-097 |
|
| S3 |
111-118 |
111-272 |
113-062 |
|
| S4 |
110-056 |
110-209 |
112-277 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
114-153 |
113-080 |
1-073 |
1.1% |
0-129 |
0.4% |
15% |
False |
False |
1,251,050 |
| 10 |
114-153 |
112-215 |
1-258 |
1.6% |
0-136 |
0.4% |
42% |
False |
False |
1,340,948 |
| 20 |
114-153 |
112-147 |
2-005 |
1.8% |
0-098 |
0.3% |
48% |
False |
False |
711,109 |
| 40 |
114-153 |
112-147 |
2-005 |
1.8% |
0-075 |
0.2% |
48% |
False |
False |
358,835 |
| 60 |
114-173 |
112-147 |
2-025 |
1.8% |
0-053 |
0.1% |
47% |
False |
False |
239,231 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
114-222 |
|
2.618 |
114-079 |
|
1.618 |
113-312 |
|
1.000 |
113-258 |
|
0.618 |
113-224 |
|
HIGH |
113-170 |
|
0.618 |
113-137 |
|
0.500 |
113-126 |
|
0.382 |
113-116 |
|
LOW |
113-082 |
|
0.618 |
113-028 |
|
1.000 |
112-315 |
|
1.618 |
112-261 |
|
2.618 |
112-173 |
|
4.250 |
112-031 |
|
|
| Fisher Pivots for day following 05-Jun-2018 |
| Pivot |
1 day |
3 day |
| R1 |
113-134 |
113-169 |
| PP |
113-130 |
113-158 |
| S1 |
113-126 |
113-148 |
|