ECBOT 10 Year T-Note Future June 2018
Trading Metrics calculated at close of trading on 05-Apr-2018 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Apr-2018 |
05-Apr-2018 |
Change |
Change % |
Previous Week |
Open |
120-290 |
120-225 |
-0-065 |
-0.2% |
120-205 |
High |
121-050 |
120-235 |
-0-135 |
-0.3% |
121-090 |
Low |
120-215 |
120-165 |
-0-050 |
-0.1% |
120-110 |
Close |
120-265 |
120-180 |
-0-085 |
-0.2% |
121-045 |
Range |
0-155 |
0-070 |
-0-085 |
-54.8% |
0-300 |
ATR |
0-159 |
0-155 |
-0-004 |
-2.7% |
0-000 |
Volume |
1,510,326 |
1,160,720 |
-349,606 |
-23.1% |
6,661,309 |
|
Daily Pivots for day following 05-Apr-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
121-083 |
121-042 |
120-219 |
|
R3 |
121-013 |
120-292 |
120-199 |
|
R2 |
120-263 |
120-263 |
120-193 |
|
R1 |
120-222 |
120-222 |
120-186 |
120-208 |
PP |
120-193 |
120-193 |
120-193 |
120-186 |
S1 |
120-152 |
120-152 |
120-174 |
120-137 |
S2 |
120-123 |
120-123 |
120-167 |
|
S3 |
120-053 |
120-082 |
120-161 |
|
S4 |
119-303 |
120-012 |
120-141 |
|
|
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 |
120-165 |
0-275 |
0.7% |
0-129 |
0.3% |
5% |
False |
True |
1,288,614 |
10 |
121-120 |
120-030 |
1-090 |
1.1% |
0-152 |
0.4% |
37% |
False |
False |
1,613,155 |
20 |
121-120 |
119-220 |
1-220 |
1.4% |
0-142 |
0.4% |
52% |
False |
False |
1,468,500 |
40 |
121-120 |
119-140 |
1-300 |
1.6% |
0-162 |
0.4% |
58% |
False |
False |
1,211,912 |
60 |
123-045 |
119-140 |
3-225 |
3.1% |
0-164 |
0.4% |
30% |
False |
False |
811,612 |
80 |
124-110 |
119-140 |
4-290 |
4.1% |
0-136 |
0.4% |
23% |
False |
False |
608,831 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
121-213 |
2.618 |
121-098 |
1.618 |
121-028 |
1.000 |
120-305 |
0.618 |
120-278 |
HIGH |
120-235 |
0.618 |
120-208 |
0.500 |
120-200 |
0.382 |
120-192 |
LOW |
120-165 |
0.618 |
120-122 |
1.000 |
120-095 |
1.618 |
120-052 |
2.618 |
119-302 |
4.250 |
119-187 |
|
|
Fisher Pivots for day following 05-Apr-2018 |
Pivot |
1 day |
3 day |
R1 |
120-200 |
120-285 |
PP |
120-193 |
120-250 |
S1 |
120-187 |
120-215 |
|