ECBOT 5 Year T-Note Future September 2018
| Trading Metrics calculated at close of trading on 07-Jun-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Jun-2018 |
07-Jun-2018 |
Change |
Change % |
Previous Week |
| Open |
113-122 |
113-065 |
-0-058 |
-0.2% |
113-130 |
| High |
113-133 |
113-202 |
0-070 |
0.2% |
114-153 |
| Low |
113-050 |
113-035 |
-0-015 |
0.0% |
113-090 |
| Close |
113-060 |
113-113 |
0-053 |
0.1% |
113-167 |
| Range |
0-082 |
0-167 |
0-085 |
103.0% |
1-062 |
| ATR |
0-101 |
0-105 |
0-005 |
4.7% |
0-000 |
| Volume |
800,689 |
1,101,339 |
300,650 |
37.5% |
7,927,797 |
|
| Daily Pivots for day following 07-Jun-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
114-299 |
114-213 |
113-205 |
|
| R3 |
114-132 |
114-046 |
113-159 |
|
| R2 |
113-284 |
113-284 |
113-143 |
|
| R1 |
113-198 |
113-198 |
113-128 |
113-241 |
| PP |
113-117 |
113-117 |
113-117 |
113-138 |
| S1 |
113-031 |
113-031 |
113-097 |
113-074 |
| S2 |
112-269 |
112-269 |
113-082 |
|
| S3 |
112-102 |
112-183 |
113-066 |
|
| S4 |
111-254 |
112-016 |
113-020 |
|
|
| 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 |
113-258 |
113-035 |
0-222 |
0.6% |
0-112 |
0.3% |
35% |
False |
True |
950,744 |
| 10 |
114-153 |
113-007 |
1-145 |
1.3% |
0-146 |
0.4% |
23% |
False |
False |
1,413,983 |
| 20 |
114-153 |
112-147 |
2-005 |
1.8% |
0-106 |
0.3% |
44% |
False |
False |
799,837 |
| 40 |
114-153 |
112-147 |
2-005 |
1.8% |
0-078 |
0.2% |
44% |
False |
False |
406,356 |
| 60 |
114-173 |
112-147 |
2-025 |
1.8% |
0-058 |
0.2% |
43% |
False |
False |
270,932 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
115-274 |
|
2.618 |
115-001 |
|
1.618 |
114-153 |
|
1.000 |
114-050 |
|
0.618 |
113-306 |
|
HIGH |
113-202 |
|
0.618 |
113-139 |
|
0.500 |
113-119 |
|
0.382 |
113-099 |
|
LOW |
113-035 |
|
0.618 |
112-252 |
|
1.000 |
112-188 |
|
1.618 |
112-084 |
|
2.618 |
111-237 |
|
4.250 |
110-283 |
|
|
| Fisher Pivots for day following 07-Jun-2018 |
| Pivot |
1 day |
3 day |
| R1 |
113-119 |
113-119 |
| PP |
113-117 |
113-117 |
| S1 |
113-115 |
113-115 |
|