ECBOT 5 Year T-Note Future September 2018
| Trading Metrics calculated at close of trading on 12-Jun-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Jun-2018 |
12-Jun-2018 |
Change |
Change % |
Previous Week |
| Open |
113-107 |
113-087 |
-0-020 |
-0.1% |
113-153 |
| High |
113-120 |
113-105 |
-0-015 |
0.0% |
113-202 |
| Low |
113-070 |
113-042 |
-0-028 |
-0.1% |
113-035 |
| Close |
113-082 |
113-070 |
-0-012 |
0.0% |
113-120 |
| Range |
0-050 |
0-062 |
0-013 |
25.0% |
0-167 |
| ATR |
0-101 |
0-098 |
-0-003 |
-2.7% |
0-000 |
| Volume |
607,264 |
679,092 |
71,828 |
11.8% |
4,446,922 |
|
| Daily Pivots for day following 12-Jun-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
113-260 |
113-227 |
113-104 |
|
| R3 |
113-197 |
113-165 |
113-087 |
|
| R2 |
113-135 |
113-135 |
113-081 |
|
| R1 |
113-103 |
113-103 |
113-076 |
113-088 |
| PP |
113-073 |
113-073 |
113-073 |
113-065 |
| S1 |
113-040 |
113-040 |
113-064 |
113-025 |
| S2 |
113-010 |
113-010 |
113-059 |
|
| S3 |
112-268 |
112-298 |
113-053 |
|
| S4 |
112-205 |
112-235 |
113-036 |
|
|
| Weekly Pivots for week ending 08-Jun-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
114-302 |
114-218 |
113-212 |
|
| R3 |
114-134 |
114-051 |
113-166 |
|
| R2 |
113-287 |
113-287 |
113-151 |
|
| R1 |
113-203 |
113-203 |
113-135 |
113-161 |
| PP |
113-119 |
113-119 |
113-119 |
113-098 |
| S1 |
113-036 |
113-036 |
113-105 |
112-314 |
| S2 |
112-272 |
112-272 |
113-089 |
|
| S3 |
112-104 |
112-188 |
113-074 |
|
| S4 |
111-257 |
112-021 |
113-028 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
113-202 |
113-035 |
0-167 |
0.5% |
0-092 |
0.3% |
21% |
False |
False |
813,340 |
| 10 |
114-153 |
113-035 |
1-118 |
1.2% |
0-110 |
0.3% |
8% |
False |
False |
1,032,195 |
| 20 |
114-153 |
112-147 |
2-005 |
1.8% |
0-109 |
0.3% |
38% |
False |
False |
903,542 |
| 40 |
114-153 |
112-147 |
2-005 |
1.8% |
0-078 |
0.2% |
38% |
False |
False |
460,336 |
| 60 |
114-173 |
112-147 |
2-025 |
1.8% |
0-061 |
0.2% |
36% |
False |
False |
307,010 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
114-051 |
|
2.618 |
113-269 |
|
1.618 |
113-206 |
|
1.000 |
113-167 |
|
0.618 |
113-144 |
|
HIGH |
113-105 |
|
0.618 |
113-081 |
|
0.500 |
113-074 |
|
0.382 |
113-066 |
|
LOW |
113-042 |
|
0.618 |
113-004 |
|
1.000 |
112-300 |
|
1.618 |
112-261 |
|
2.618 |
112-199 |
|
4.250 |
112-097 |
|
|
| Fisher Pivots for day following 12-Jun-2018 |
| Pivot |
1 day |
3 day |
| R1 |
113-074 |
113-115 |
| PP |
113-073 |
113-100 |
| S1 |
113-071 |
113-085 |
|