ECBOT 10 Year T-Note Future June 2018
| Trading Metrics calculated at close of trading on 27-Apr-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Apr-2018 |
27-Apr-2018 |
Change |
Change % |
Previous Week |
| Open |
119-015 |
119-105 |
0-090 |
0.2% |
119-155 |
| High |
119-125 |
119-175 |
0-050 |
0.1% |
119-175 |
| Low |
119-005 |
119-090 |
0-085 |
0.2% |
118-310 |
| Close |
119-100 |
119-160 |
0-060 |
0.2% |
119-160 |
| Range |
0-120 |
0-085 |
-0-035 |
-29.2% |
0-185 |
| ATR |
0-133 |
0-129 |
-0-003 |
-2.6% |
0-000 |
| Volume |
1,312,131 |
1,291,016 |
-21,115 |
-1.6% |
7,261,412 |
|
| Daily Pivots for day following 27-Apr-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
120-077 |
120-043 |
119-207 |
|
| R3 |
119-312 |
119-278 |
119-183 |
|
| R2 |
119-227 |
119-227 |
119-176 |
|
| R1 |
119-193 |
119-193 |
119-168 |
119-210 |
| PP |
119-142 |
119-142 |
119-142 |
119-150 |
| S1 |
119-108 |
119-108 |
119-152 |
119-125 |
| S2 |
119-057 |
119-057 |
119-144 |
|
| S3 |
118-292 |
119-023 |
119-137 |
|
| S4 |
118-207 |
118-258 |
119-113 |
|
|
| Weekly Pivots for week ending 27-Apr-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
121-023 |
120-277 |
119-262 |
|
| R3 |
120-158 |
120-092 |
119-211 |
|
| R2 |
119-293 |
119-293 |
119-194 |
|
| R1 |
119-227 |
119-227 |
119-177 |
119-260 |
| PP |
119-108 |
119-108 |
119-108 |
119-125 |
| S1 |
119-042 |
119-042 |
119-143 |
119-075 |
| S2 |
118-243 |
118-243 |
119-126 |
|
| S3 |
118-058 |
118-177 |
119-109 |
|
| S4 |
117-193 |
117-312 |
119-058 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
119-175 |
118-310 |
0-185 |
0.5% |
0-101 |
0.3% |
92% |
True |
False |
1,452,282 |
| 10 |
120-180 |
118-310 |
1-190 |
1.3% |
0-111 |
0.3% |
33% |
False |
False |
1,331,902 |
| 20 |
121-120 |
118-310 |
2-130 |
2.0% |
0-120 |
0.3% |
22% |
False |
False |
1,306,251 |
| 40 |
121-120 |
118-310 |
2-130 |
2.0% |
0-136 |
0.4% |
22% |
False |
False |
1,421,708 |
| 60 |
122-020 |
118-310 |
3-030 |
2.6% |
0-161 |
0.4% |
17% |
False |
False |
1,157,854 |
| 80 |
123-185 |
118-310 |
4-195 |
3.9% |
0-151 |
0.4% |
12% |
False |
False |
869,778 |
| 100 |
124-110 |
118-310 |
5-120 |
4.5% |
0-128 |
0.3% |
10% |
False |
False |
695,881 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
120-216 |
|
2.618 |
120-078 |
|
1.618 |
119-313 |
|
1.000 |
119-260 |
|
0.618 |
119-228 |
|
HIGH |
119-175 |
|
0.618 |
119-143 |
|
0.500 |
119-133 |
|
0.382 |
119-122 |
|
LOW |
119-090 |
|
0.618 |
119-037 |
|
1.000 |
119-005 |
|
1.618 |
118-272 |
|
2.618 |
118-188 |
|
4.250 |
118-049 |
|
|
| Fisher Pivots for day following 27-Apr-2018 |
| Pivot |
1 day |
3 day |
| R1 |
119-151 |
119-134 |
| PP |
119-142 |
119-108 |
| S1 |
119-133 |
119-083 |
|