ECBOT 10 Year T-Note Future June 2018
Trading Metrics calculated at close of trading on 11-Apr-2018 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Apr-2018 |
11-Apr-2018 |
Change |
Change % |
Previous Week |
Open |
120-295 |
120-230 |
-0-065 |
-0.2% |
121-010 |
High |
121-000 |
121-035 |
0-035 |
0.1% |
121-120 |
Low |
120-220 |
120-215 |
-0-005 |
0.0% |
120-165 |
Close |
120-245 |
120-270 |
0-025 |
0.1% |
121-005 |
Range |
0-100 |
0-140 |
0-040 |
40.0% |
0-275 |
ATR |
0-148 |
0-147 |
-0-001 |
-0.4% |
0-000 |
Volume |
1,160,672 |
1,366,675 |
206,003 |
17.7% |
6,904,233 |
|
Daily Pivots for day following 11-Apr-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
122-060 |
121-305 |
121-027 |
|
R3 |
121-240 |
121-165 |
120-309 |
|
R2 |
121-100 |
121-100 |
120-296 |
|
R1 |
121-025 |
121-025 |
120-283 |
121-063 |
PP |
120-280 |
120-280 |
120-280 |
120-299 |
S1 |
120-205 |
120-205 |
120-257 |
120-243 |
S2 |
120-140 |
120-140 |
120-244 |
|
S3 |
120-000 |
120-065 |
120-232 |
|
S4 |
119-180 |
119-245 |
120-193 |
|
|
Weekly Pivots for week ending 06-Apr-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
123-175 |
123-045 |
121-156 |
|
R3 |
122-220 |
122-090 |
121-081 |
|
R2 |
121-265 |
121-265 |
121-055 |
|
R1 |
121-135 |
121-135 |
121-030 |
121-062 |
PP |
120-310 |
120-310 |
120-310 |
120-274 |
S1 |
120-180 |
120-180 |
120-300 |
120-107 |
S2 |
120-035 |
120-035 |
120-275 |
|
S3 |
119-080 |
119-225 |
120-249 |
|
S4 |
118-125 |
118-270 |
120-174 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
121-035 |
120-165 |
0-190 |
0.5% |
0-114 |
0.3% |
55% |
True |
False |
1,273,776 |
10 |
121-120 |
120-165 |
0-275 |
0.7% |
0-130 |
0.3% |
38% |
False |
False |
1,396,874 |
20 |
121-120 |
119-220 |
1-220 |
1.4% |
0-141 |
0.4% |
69% |
False |
False |
1,466,415 |
40 |
121-120 |
119-140 |
1-300 |
1.6% |
0-153 |
0.4% |
73% |
False |
False |
1,339,831 |
60 |
122-245 |
119-140 |
3-105 |
2.8% |
0-164 |
0.4% |
42% |
False |
False |
898,052 |
80 |
124-095 |
119-140 |
4-275 |
4.0% |
0-142 |
0.4% |
29% |
False |
False |
673,933 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
122-310 |
2.618 |
122-082 |
1.618 |
121-262 |
1.000 |
121-175 |
0.618 |
121-122 |
HIGH |
121-035 |
0.618 |
120-302 |
0.500 |
120-285 |
0.382 |
120-268 |
LOW |
120-215 |
0.618 |
120-128 |
1.000 |
120-075 |
1.618 |
119-308 |
2.618 |
119-168 |
4.250 |
118-260 |
|
|
Fisher Pivots for day following 11-Apr-2018 |
Pivot |
1 day |
3 day |
R1 |
120-285 |
120-285 |
PP |
120-280 |
120-280 |
S1 |
120-275 |
120-275 |
|