ECBOT 5 Year T-Note Future September 2018
| Trading Metrics calculated at close of trading on 19-Jun-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Jun-2018 |
19-Jun-2018 |
Change |
Change % |
Previous Week |
| Open |
113-080 |
113-093 |
0-013 |
0.0% |
113-107 |
| High |
113-113 |
113-200 |
0-087 |
0.2% |
113-125 |
| Low |
113-075 |
113-090 |
0-015 |
0.0% |
112-290 |
| Close |
113-078 |
113-125 |
0-047 |
0.1% |
113-078 |
| Range |
0-038 |
0-110 |
0-072 |
193.3% |
0-155 |
| ATR |
0-091 |
0-093 |
0-002 |
2.5% |
0-000 |
| Volume |
469,973 |
840,341 |
370,368 |
78.8% |
4,024,601 |
|
| Daily Pivots for day following 19-Jun-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
114-148 |
114-087 |
113-185 |
|
| R3 |
114-038 |
113-297 |
113-155 |
|
| R2 |
113-248 |
113-248 |
113-145 |
|
| R1 |
113-187 |
113-187 |
113-135 |
113-217 |
| PP |
113-138 |
113-138 |
113-138 |
113-154 |
| S1 |
113-077 |
113-077 |
113-115 |
113-108 |
| S2 |
113-028 |
113-028 |
113-105 |
|
| S3 |
112-238 |
112-287 |
113-095 |
|
| S4 |
112-128 |
112-177 |
113-065 |
|
|
| 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 |
113-200 |
112-290 |
0-230 |
0.6% |
0-079 |
0.2% |
67% |
True |
False |
809,711 |
| 10 |
113-202 |
112-290 |
0-232 |
0.6% |
0-086 |
0.2% |
67% |
False |
False |
811,526 |
| 20 |
114-153 |
112-215 |
1-258 |
1.6% |
0-111 |
0.3% |
40% |
False |
False |
1,076,237 |
| 40 |
114-153 |
112-147 |
2-005 |
1.8% |
0-082 |
0.2% |
46% |
False |
False |
560,825 |
| 60 |
114-173 |
112-147 |
2-025 |
1.8% |
0-068 |
0.2% |
45% |
False |
False |
374,486 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
115-027 |
|
2.618 |
114-168 |
|
1.618 |
114-058 |
|
1.000 |
113-310 |
|
0.618 |
113-268 |
|
HIGH |
113-200 |
|
0.618 |
113-158 |
|
0.500 |
113-145 |
|
0.382 |
113-132 |
|
LOW |
113-090 |
|
0.618 |
113-022 |
|
1.000 |
112-300 |
|
1.618 |
112-232 |
|
2.618 |
112-122 |
|
4.250 |
111-263 |
|
|
| Fisher Pivots for day following 19-Jun-2018 |
| Pivot |
1 day |
3 day |
| R1 |
113-145 |
113-128 |
| PP |
113-138 |
113-127 |
| S1 |
113-132 |
113-126 |
|