ECBOT 10 Year T-Note Future June 2018
| Trading Metrics calculated at close of trading on 24-Apr-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Apr-2018 |
24-Apr-2018 |
Change |
Change % |
Previous Week |
| Open |
119-155 |
119-100 |
-0-055 |
-0.1% |
120-150 |
| High |
119-160 |
119-145 |
-0-015 |
0.0% |
120-180 |
| Low |
119-065 |
119-040 |
-0-025 |
-0.1% |
119-150 |
| Close |
119-105 |
119-105 |
0-000 |
0.0% |
119-175 |
| Range |
0-095 |
0-105 |
0-010 |
10.5% |
1-030 |
| ATR |
0-137 |
0-135 |
-0-002 |
-1.7% |
0-000 |
| Volume |
1,509,849 |
1,500,561 |
-9,288 |
-0.6% |
6,057,611 |
|
| Daily Pivots for day following 24-Apr-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
120-092 |
120-043 |
119-163 |
|
| R3 |
119-307 |
119-258 |
119-134 |
|
| R2 |
119-202 |
119-202 |
119-124 |
|
| R1 |
119-153 |
119-153 |
119-115 |
119-177 |
| PP |
119-097 |
119-097 |
119-097 |
119-109 |
| S1 |
119-048 |
119-048 |
119-095 |
119-072 |
| S2 |
118-312 |
118-312 |
119-086 |
|
| S3 |
118-207 |
118-263 |
119-076 |
|
| S4 |
118-102 |
118-158 |
119-047 |
|
|
| 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 |
120-165 |
119-040 |
1-125 |
1.2% |
0-128 |
0.3% |
15% |
False |
True |
1,417,157 |
| 10 |
121-035 |
119-040 |
1-315 |
1.7% |
0-121 |
0.3% |
10% |
False |
True |
1,278,914 |
| 20 |
121-120 |
119-040 |
2-080 |
1.9% |
0-130 |
0.3% |
9% |
False |
True |
1,361,661 |
| 40 |
121-120 |
119-040 |
2-080 |
1.9% |
0-142 |
0.4% |
9% |
False |
True |
1,472,190 |
| 60 |
122-020 |
119-040 |
2-300 |
2.5% |
0-164 |
0.4% |
7% |
False |
True |
1,087,404 |
| 80 |
123-240 |
119-040 |
4-200 |
3.9% |
0-151 |
0.4% |
4% |
False |
True |
816,697 |
| 100 |
124-110 |
119-040 |
5-070 |
4.4% |
0-125 |
0.3% |
4% |
False |
True |
653,371 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
120-271 |
|
2.618 |
120-100 |
|
1.618 |
119-315 |
|
1.000 |
119-250 |
|
0.618 |
119-210 |
|
HIGH |
119-145 |
|
0.618 |
119-105 |
|
0.500 |
119-092 |
|
0.382 |
119-080 |
|
LOW |
119-040 |
|
0.618 |
118-295 |
|
1.000 |
118-255 |
|
1.618 |
118-190 |
|
2.618 |
118-085 |
|
4.250 |
117-234 |
|
|
| Fisher Pivots for day following 24-Apr-2018 |
| Pivot |
1 day |
3 day |
| R1 |
119-101 |
119-168 |
| PP |
119-097 |
119-147 |
| S1 |
119-092 |
119-126 |
|