ECBOT 10 Year T-Note Future June 2018
| Trading Metrics calculated at close of trading on 23-Apr-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Apr-2018 |
23-Apr-2018 |
Change |
Change % |
Previous Week |
| Open |
119-270 |
119-155 |
-0-115 |
-0.3% |
120-150 |
| High |
119-295 |
119-160 |
-0-135 |
-0.4% |
120-180 |
| Low |
119-150 |
119-065 |
-0-085 |
-0.2% |
119-150 |
| Close |
119-175 |
119-105 |
-0-070 |
-0.2% |
119-175 |
| Range |
0-145 |
0-095 |
-0-050 |
-34.5% |
1-030 |
| ATR |
0-139 |
0-137 |
-0-002 |
-1.5% |
0-000 |
| Volume |
1,328,046 |
1,509,849 |
181,803 |
13.7% |
6,057,611 |
|
| Daily Pivots for day following 23-Apr-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
120-075 |
120-025 |
119-157 |
|
| R3 |
119-300 |
119-250 |
119-131 |
|
| R2 |
119-205 |
119-205 |
119-122 |
|
| R1 |
119-155 |
119-155 |
119-114 |
119-132 |
| PP |
119-110 |
119-110 |
119-110 |
119-099 |
| S1 |
119-060 |
119-060 |
119-096 |
119-037 |
| S2 |
119-015 |
119-015 |
119-088 |
|
| S3 |
118-240 |
118-285 |
119-079 |
|
| S4 |
118-145 |
118-190 |
119-053 |
|
|
| 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 |
119-065 |
1-115 |
1.1% |
0-123 |
0.3% |
9% |
False |
True |
1,315,866 |
| 10 |
121-035 |
119-065 |
1-290 |
1.6% |
0-121 |
0.3% |
7% |
False |
True |
1,244,925 |
| 20 |
121-120 |
119-065 |
2-055 |
1.8% |
0-131 |
0.3% |
6% |
False |
True |
1,351,738 |
| 40 |
121-120 |
119-065 |
2-055 |
1.8% |
0-142 |
0.4% |
6% |
False |
True |
1,493,548 |
| 60 |
122-020 |
119-065 |
2-275 |
2.4% |
0-164 |
0.4% |
4% |
False |
True |
1,062,540 |
| 80 |
123-240 |
119-065 |
4-175 |
3.8% |
0-151 |
0.4% |
3% |
False |
True |
797,945 |
| 100 |
124-150 |
119-065 |
5-085 |
4.4% |
0-124 |
0.3% |
2% |
False |
True |
638,365 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
120-244 |
|
2.618 |
120-089 |
|
1.618 |
119-314 |
|
1.000 |
119-255 |
|
0.618 |
119-219 |
|
HIGH |
119-160 |
|
0.618 |
119-124 |
|
0.500 |
119-112 |
|
0.382 |
119-101 |
|
LOW |
119-065 |
|
0.618 |
119-006 |
|
1.000 |
118-290 |
|
1.618 |
118-231 |
|
2.618 |
118-136 |
|
4.250 |
117-301 |
|
|
| Fisher Pivots for day following 23-Apr-2018 |
| Pivot |
1 day |
3 day |
| R1 |
119-112 |
119-225 |
| PP |
119-110 |
119-185 |
| S1 |
119-107 |
119-145 |
|