ECBOT 10 Year T-Note Future June 2018
Trading Metrics calculated at close of trading on 26-Apr-2018 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Apr-2018 |
26-Apr-2018 |
Change |
Change % |
Previous Week |
Open |
119-060 |
119-015 |
-0-045 |
-0.1% |
120-150 |
High |
119-090 |
119-125 |
0-035 |
0.1% |
120-180 |
Low |
118-310 |
119-005 |
0-015 |
0.0% |
119-150 |
Close |
119-025 |
119-100 |
0-075 |
0.2% |
119-175 |
Range |
0-100 |
0-120 |
0-020 |
20.0% |
1-030 |
ATR |
0-134 |
0-133 |
-0-001 |
-0.7% |
0-000 |
Volume |
1,647,855 |
1,312,131 |
-335,724 |
-20.4% |
6,057,611 |
|
Daily Pivots for day following 26-Apr-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
120-117 |
120-068 |
119-166 |
|
R3 |
119-317 |
119-268 |
119-133 |
|
R2 |
119-197 |
119-197 |
119-122 |
|
R1 |
119-148 |
119-148 |
119-111 |
119-172 |
PP |
119-077 |
119-077 |
119-077 |
119-089 |
S1 |
119-028 |
119-028 |
119-089 |
119-052 |
S2 |
118-277 |
118-277 |
119-078 |
|
S3 |
118-157 |
118-228 |
119-067 |
|
S4 |
118-037 |
118-108 |
119-034 |
|
|
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 |
119-295 |
118-310 |
0-305 |
0.8% |
0-113 |
0.3% |
36% |
False |
False |
1,459,688 |
10 |
120-200 |
118-310 |
1-210 |
1.4% |
0-111 |
0.3% |
21% |
False |
False |
1,314,964 |
20 |
121-120 |
118-310 |
2-130 |
2.0% |
0-122 |
0.3% |
14% |
False |
False |
1,301,684 |
40 |
121-120 |
118-310 |
2-130 |
2.0% |
0-139 |
0.4% |
14% |
False |
False |
1,454,488 |
60 |
122-020 |
118-310 |
3-030 |
2.6% |
0-162 |
0.4% |
11% |
False |
False |
1,136,524 |
80 |
123-220 |
118-310 |
4-230 |
4.0% |
0-152 |
0.4% |
7% |
False |
False |
853,656 |
100 |
124-110 |
118-310 |
5-120 |
4.5% |
0-127 |
0.3% |
6% |
False |
False |
682,970 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
120-315 |
2.618 |
120-119 |
1.618 |
119-319 |
1.000 |
119-245 |
0.618 |
119-199 |
HIGH |
119-125 |
0.618 |
119-079 |
0.500 |
119-065 |
0.382 |
119-051 |
LOW |
119-005 |
0.618 |
118-251 |
1.000 |
118-205 |
1.618 |
118-131 |
2.618 |
118-011 |
4.250 |
117-135 |
|
|
Fisher Pivots for day following 26-Apr-2018 |
Pivot |
1 day |
3 day |
R1 |
119-088 |
119-089 |
PP |
119-077 |
119-078 |
S1 |
119-065 |
119-068 |
|