ECBOT 10 Year T-Note Future June 2018
Trading Metrics calculated at close of trading on 03-Apr-2018 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Apr-2018 |
03-Apr-2018 |
Change |
Change % |
Previous Week |
Open |
121-010 |
121-080 |
0-070 |
0.2% |
120-205 |
High |
121-120 |
121-085 |
-0-035 |
-0.1% |
121-090 |
Low |
120-295 |
120-255 |
-0-040 |
-0.1% |
120-110 |
Close |
121-085 |
120-270 |
-0-135 |
-0.3% |
121-045 |
Range |
0-145 |
0-150 |
0-005 |
3.4% |
0-300 |
ATR |
0-160 |
0-159 |
-0-001 |
-0.5% |
0-000 |
Volume |
1,054,232 |
1,518,112 |
463,880 |
44.0% |
6,661,309 |
|
Daily Pivots for day following 03-Apr-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
122-120 |
122-025 |
121-033 |
|
R3 |
121-290 |
121-195 |
120-311 |
|
R2 |
121-140 |
121-140 |
120-298 |
|
R1 |
121-045 |
121-045 |
120-284 |
121-018 |
PP |
120-310 |
120-310 |
120-310 |
120-296 |
S1 |
120-215 |
120-215 |
120-256 |
120-188 |
S2 |
120-160 |
120-160 |
120-243 |
|
S3 |
120-010 |
120-065 |
120-229 |
|
S4 |
119-180 |
119-235 |
120-188 |
|
|
Weekly Pivots for week ending 30-Mar-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
123-235 |
123-120 |
121-210 |
|
R3 |
122-255 |
122-140 |
121-127 |
|
R2 |
121-275 |
121-275 |
121-100 |
|
R1 |
121-160 |
121-160 |
121-072 |
121-218 |
PP |
120-295 |
120-295 |
120-295 |
121-004 |
S1 |
120-180 |
120-180 |
121-017 |
120-238 |
S2 |
119-315 |
119-315 |
120-310 |
|
S3 |
119-015 |
119-200 |
120-282 |
|
S4 |
118-035 |
118-220 |
120-200 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
121-120 |
120-110 |
1-010 |
0.9% |
0-161 |
0.4% |
48% |
False |
False |
1,586,309 |
10 |
121-120 |
119-220 |
1-220 |
1.4% |
0-160 |
0.4% |
69% |
False |
False |
1,606,069 |
20 |
121-120 |
119-220 |
1-220 |
1.4% |
0-144 |
0.4% |
69% |
False |
False |
1,495,686 |
40 |
122-020 |
119-140 |
2-200 |
2.2% |
0-180 |
0.5% |
54% |
False |
False |
1,146,693 |
60 |
123-175 |
119-140 |
4-035 |
3.4% |
0-164 |
0.4% |
34% |
False |
False |
767,125 |
80 |
124-110 |
119-140 |
4-290 |
4.1% |
0-133 |
0.3% |
29% |
False |
False |
575,442 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
123-082 |
2.618 |
122-158 |
1.618 |
122-008 |
1.000 |
121-235 |
0.618 |
121-178 |
HIGH |
121-085 |
0.618 |
121-028 |
0.500 |
121-010 |
0.382 |
120-312 |
LOW |
120-255 |
0.618 |
120-162 |
1.000 |
120-105 |
1.618 |
120-012 |
2.618 |
119-182 |
4.250 |
118-258 |
|
|
Fisher Pivots for day following 03-Apr-2018 |
Pivot |
1 day |
3 day |
R1 |
121-010 |
121-028 |
PP |
120-310 |
121-002 |
S1 |
120-290 |
120-296 |
|