ECBOT 5 Year T-Note Future September 2018
| Trading Metrics calculated at close of trading on 20-Jun-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Jun-2018 |
20-Jun-2018 |
Change |
Change % |
Previous Week |
| Open |
113-093 |
113-120 |
0-027 |
0.1% |
113-107 |
| High |
113-200 |
113-150 |
-0-050 |
-0.1% |
113-125 |
| Low |
113-090 |
113-065 |
-0-025 |
-0.1% |
112-290 |
| Close |
113-125 |
113-085 |
-0-040 |
-0.1% |
113-078 |
| Range |
0-110 |
0-085 |
-0-025 |
-22.7% |
0-155 |
| ATR |
0-093 |
0-093 |
-0-001 |
-0.6% |
0-000 |
| Volume |
840,341 |
720,627 |
-119,714 |
-14.2% |
4,024,601 |
|
| Daily Pivots for day following 20-Jun-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
114-035 |
113-305 |
113-132 |
|
| R3 |
113-270 |
113-220 |
113-108 |
|
| R2 |
113-185 |
113-185 |
113-101 |
|
| R1 |
113-135 |
113-135 |
113-093 |
113-118 |
| PP |
113-100 |
113-100 |
113-100 |
113-091 |
| S1 |
113-050 |
113-050 |
113-077 |
113-032 |
| S2 |
113-015 |
113-015 |
113-069 |
|
| S3 |
112-250 |
112-285 |
113-062 |
|
| S4 |
112-165 |
112-200 |
113-038 |
|
|
| 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 |
113-013 |
0-187 |
0.5% |
0-074 |
0.2% |
39% |
False |
False |
758,860 |
| 10 |
113-202 |
112-290 |
0-232 |
0.6% |
0-086 |
0.2% |
49% |
False |
False |
803,520 |
| 20 |
114-153 |
112-240 |
1-233 |
1.5% |
0-113 |
0.3% |
30% |
False |
False |
1,097,887 |
| 40 |
114-153 |
112-147 |
2-005 |
1.8% |
0-083 |
0.2% |
40% |
False |
False |
578,832 |
| 60 |
114-173 |
112-147 |
2-025 |
1.8% |
0-069 |
0.2% |
39% |
False |
False |
386,496 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
114-191 |
|
2.618 |
114-053 |
|
1.618 |
113-288 |
|
1.000 |
113-235 |
|
0.618 |
113-203 |
|
HIGH |
113-150 |
|
0.618 |
113-118 |
|
0.500 |
113-108 |
|
0.382 |
113-097 |
|
LOW |
113-065 |
|
0.618 |
113-012 |
|
1.000 |
112-300 |
|
1.618 |
112-247 |
|
2.618 |
112-162 |
|
4.250 |
112-024 |
|
|
| Fisher Pivots for day following 20-Jun-2018 |
| Pivot |
1 day |
3 day |
| R1 |
113-108 |
113-132 |
| PP |
113-100 |
113-117 |
| S1 |
113-092 |
113-101 |
|