ECBOT 5 Year T-Note Future September 2018
| Trading Metrics calculated at close of trading on 15-Jun-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Jun-2018 |
15-Jun-2018 |
Change |
Change % |
Previous Week |
| Open |
113-030 |
113-062 |
0-032 |
0.1% |
113-107 |
| High |
113-082 |
113-125 |
0-042 |
0.1% |
113-125 |
| Low |
113-013 |
113-055 |
0-042 |
0.1% |
112-290 |
| Close |
113-053 |
113-078 |
0-025 |
0.1% |
113-078 |
| Range |
0-070 |
0-070 |
0-000 |
0.0% |
0-155 |
| ATR |
0-097 |
0-095 |
-0-002 |
-1.8% |
0-000 |
| Volume |
937,429 |
825,933 |
-111,496 |
-11.9% |
4,024,601 |
|
| Daily Pivots for day following 15-Jun-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
113-296 |
113-257 |
113-116 |
|
| R3 |
113-226 |
113-187 |
113-097 |
|
| R2 |
113-156 |
113-156 |
113-090 |
|
| R1 |
113-117 |
113-117 |
113-084 |
113-136 |
| PP |
113-086 |
113-086 |
113-086 |
113-096 |
| S1 |
113-047 |
113-047 |
113-071 |
113-066 |
| S2 |
113-016 |
113-016 |
113-065 |
|
| S3 |
112-266 |
112-297 |
113-058 |
|
| S4 |
112-196 |
112-227 |
113-039 |
|
|
| Weekly Pivots for week ending 15-Jun-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
114-202 |
114-135 |
113-163 |
|
| R3 |
114-047 |
113-300 |
113-120 |
|
| R2 |
113-212 |
113-212 |
113-106 |
|
| R1 |
113-145 |
113-145 |
113-092 |
113-101 |
| PP |
113-058 |
113-058 |
113-058 |
113-036 |
| S1 |
112-310 |
112-310 |
113-063 |
112-266 |
| S2 |
112-223 |
112-223 |
113-049 |
|
| S3 |
112-068 |
112-155 |
113-035 |
|
| S4 |
111-233 |
112-000 |
112-312 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
113-125 |
112-290 |
0-155 |
0.4% |
0-072 |
0.2% |
69% |
True |
False |
804,920 |
| 10 |
113-202 |
112-290 |
0-232 |
0.6% |
0-088 |
0.2% |
46% |
False |
False |
847,152 |
| 20 |
114-153 |
112-167 |
1-305 |
1.7% |
0-110 |
0.3% |
37% |
False |
False |
1,025,178 |
| 40 |
114-153 |
112-147 |
2-005 |
1.8% |
0-081 |
0.2% |
39% |
False |
False |
528,278 |
| 60 |
114-173 |
112-147 |
2-025 |
1.8% |
0-065 |
0.2% |
38% |
False |
False |
352,647 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
114-102 |
|
2.618 |
113-308 |
|
1.618 |
113-238 |
|
1.000 |
113-195 |
|
0.618 |
113-168 |
|
HIGH |
113-125 |
|
0.618 |
113-098 |
|
0.500 |
113-090 |
|
0.382 |
113-082 |
|
LOW |
113-055 |
|
0.618 |
113-012 |
|
1.000 |
112-305 |
|
1.618 |
112-262 |
|
2.618 |
112-192 |
|
4.250 |
112-078 |
|
|
| Fisher Pivots for day following 15-Jun-2018 |
| Pivot |
1 day |
3 day |
| R1 |
113-090 |
113-068 |
| PP |
113-086 |
113-058 |
| S1 |
113-082 |
113-048 |
|