ECBOT 10 Year T-Note Future June 2018
| Trading Metrics calculated at close of trading on 25-Apr-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Apr-2018 |
25-Apr-2018 |
Change |
Change % |
Previous Week |
| Open |
119-100 |
119-060 |
-0-040 |
-0.1% |
120-150 |
| High |
119-145 |
119-090 |
-0-055 |
-0.1% |
120-180 |
| Low |
119-040 |
118-310 |
-0-050 |
-0.1% |
119-150 |
| Close |
119-105 |
119-025 |
-0-080 |
-0.2% |
119-175 |
| Range |
0-105 |
0-100 |
-0-005 |
-4.8% |
1-030 |
| ATR |
0-135 |
0-134 |
-0-001 |
-1.1% |
0-000 |
| Volume |
1,500,561 |
1,647,855 |
147,294 |
9.8% |
6,057,611 |
|
| Daily Pivots for day following 25-Apr-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
120-015 |
119-280 |
119-080 |
|
| R3 |
119-235 |
119-180 |
119-052 |
|
| R2 |
119-135 |
119-135 |
119-043 |
|
| R1 |
119-080 |
119-080 |
119-034 |
119-058 |
| PP |
119-035 |
119-035 |
119-035 |
119-024 |
| S1 |
118-300 |
118-300 |
119-016 |
118-278 |
| S2 |
118-255 |
118-255 |
119-007 |
|
| S3 |
118-155 |
118-200 |
118-317 |
|
| S4 |
118-055 |
118-100 |
118-290 |
|
|
| 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 |
120-065 |
118-310 |
1-075 |
1.0% |
0-120 |
0.3% |
9% |
False |
True |
1,503,540 |
| 10 |
120-310 |
118-310 |
2-000 |
1.7% |
0-117 |
0.3% |
5% |
False |
True |
1,307,032 |
| 20 |
121-120 |
118-310 |
2-130 |
2.0% |
0-124 |
0.3% |
5% |
False |
True |
1,351,953 |
| 40 |
121-120 |
118-310 |
2-130 |
2.0% |
0-140 |
0.4% |
5% |
False |
True |
1,464,281 |
| 60 |
122-020 |
118-310 |
3-030 |
2.6% |
0-162 |
0.4% |
4% |
False |
True |
1,114,759 |
| 80 |
123-240 |
118-310 |
4-250 |
4.0% |
0-151 |
0.4% |
2% |
False |
True |
837,256 |
| 100 |
124-110 |
118-310 |
5-120 |
4.5% |
0-126 |
0.3% |
2% |
False |
True |
669,849 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
120-195 |
|
2.618 |
120-032 |
|
1.618 |
119-252 |
|
1.000 |
119-190 |
|
0.618 |
119-152 |
|
HIGH |
119-090 |
|
0.618 |
119-052 |
|
0.500 |
119-040 |
|
0.382 |
119-028 |
|
LOW |
118-310 |
|
0.618 |
118-248 |
|
1.000 |
118-210 |
|
1.618 |
118-148 |
|
2.618 |
118-048 |
|
4.250 |
117-205 |
|
|
| Fisher Pivots for day following 25-Apr-2018 |
| Pivot |
1 day |
3 day |
| R1 |
119-040 |
119-075 |
| PP |
119-035 |
119-058 |
| S1 |
119-030 |
119-042 |
|