ECBOT 10 Year T-Note Future June 2018
| Trading Metrics calculated at close of trading on 20-Apr-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Apr-2018 |
20-Apr-2018 |
Change |
Change % |
Previous Week |
| Open |
120-045 |
119-270 |
-0-095 |
-0.2% |
120-150 |
| High |
120-065 |
119-295 |
-0-090 |
-0.2% |
120-180 |
| Low |
119-230 |
119-150 |
-0-080 |
-0.2% |
119-150 |
| Close |
119-265 |
119-175 |
-0-090 |
-0.2% |
119-175 |
| Range |
0-155 |
0-145 |
-0-010 |
-6.4% |
1-030 |
| ATR |
0-139 |
0-139 |
0-000 |
0.3% |
0-000 |
| Volume |
1,531,393 |
1,328,046 |
-203,347 |
-13.3% |
6,057,611 |
|
| Daily Pivots for day following 20-Apr-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
121-002 |
120-233 |
119-255 |
|
| R3 |
120-177 |
120-088 |
119-215 |
|
| R2 |
120-032 |
120-032 |
119-202 |
|
| R1 |
119-263 |
119-263 |
119-188 |
119-235 |
| PP |
119-207 |
119-207 |
119-207 |
119-193 |
| S1 |
119-118 |
119-118 |
119-162 |
119-090 |
| S2 |
119-062 |
119-062 |
119-148 |
|
| S3 |
118-237 |
118-293 |
119-135 |
|
| S4 |
118-092 |
118-148 |
119-095 |
|
|
| Weekly Pivots for week ending 20-Apr-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
123-045 |
122-140 |
120-047 |
|
| R3 |
122-015 |
121-110 |
119-271 |
|
| R2 |
120-305 |
120-305 |
119-239 |
|
| R1 |
120-080 |
120-080 |
119-207 |
120-018 |
| PP |
119-275 |
119-275 |
119-275 |
119-244 |
| S1 |
119-050 |
119-050 |
119-143 |
118-308 |
| S2 |
118-245 |
118-245 |
119-111 |
|
| S3 |
117-215 |
118-020 |
119-079 |
|
| S4 |
116-185 |
116-310 |
118-303 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
120-180 |
119-150 |
1-030 |
0.9% |
0-121 |
0.3% |
7% |
False |
True |
1,211,522 |
| 10 |
121-035 |
119-150 |
1-205 |
1.4% |
0-121 |
0.3% |
5% |
False |
True |
1,195,937 |
| 20 |
121-120 |
119-150 |
1-290 |
1.6% |
0-134 |
0.3% |
4% |
False |
True |
1,366,340 |
| 40 |
121-120 |
119-150 |
1-290 |
1.6% |
0-145 |
0.4% |
4% |
False |
True |
1,494,188 |
| 60 |
122-020 |
119-140 |
2-200 |
2.2% |
0-165 |
0.4% |
4% |
False |
False |
1,037,683 |
| 80 |
123-240 |
119-140 |
4-100 |
3.6% |
0-151 |
0.4% |
3% |
False |
False |
779,072 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
121-271 |
|
2.618 |
121-035 |
|
1.618 |
120-210 |
|
1.000 |
120-120 |
|
0.618 |
120-065 |
|
HIGH |
119-295 |
|
0.618 |
119-240 |
|
0.500 |
119-223 |
|
0.382 |
119-205 |
|
LOW |
119-150 |
|
0.618 |
119-060 |
|
1.000 |
119-005 |
|
1.618 |
118-235 |
|
2.618 |
118-090 |
|
4.250 |
117-174 |
|
|
| Fisher Pivots for day following 20-Apr-2018 |
| Pivot |
1 day |
3 day |
| R1 |
119-223 |
119-318 |
| PP |
119-207 |
119-270 |
| S1 |
119-191 |
119-223 |
|