ECBOT 10 Year T-Note Future June 2018
Trading Metrics calculated at close of trading on 30-Apr-2018 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Apr-2018 |
30-Apr-2018 |
Change |
Change % |
Previous Week |
Open |
119-105 |
119-155 |
0-050 |
0.1% |
119-155 |
High |
119-175 |
119-210 |
0-035 |
0.1% |
119-175 |
Low |
119-090 |
119-120 |
0-030 |
0.1% |
118-310 |
Close |
119-160 |
119-200 |
0-040 |
0.1% |
119-160 |
Range |
0-085 |
0-090 |
0-005 |
5.9% |
0-185 |
ATR |
0-129 |
0-126 |
-0-003 |
-2.2% |
0-000 |
Volume |
1,291,016 |
1,264,395 |
-26,621 |
-2.1% |
7,261,412 |
|
Daily Pivots for day following 30-Apr-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
120-127 |
120-093 |
119-250 |
|
R3 |
120-037 |
120-003 |
119-225 |
|
R2 |
119-267 |
119-267 |
119-217 |
|
R1 |
119-233 |
119-233 |
119-208 |
119-250 |
PP |
119-177 |
119-177 |
119-177 |
119-185 |
S1 |
119-143 |
119-143 |
119-192 |
119-160 |
S2 |
119-087 |
119-087 |
119-183 |
|
S3 |
118-317 |
119-053 |
119-175 |
|
S4 |
118-227 |
118-283 |
119-150 |
|
|
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 |
119-210 |
118-310 |
0-220 |
0.6% |
0-100 |
0.3% |
95% |
True |
False |
1,403,191 |
10 |
120-180 |
118-310 |
1-190 |
1.3% |
0-111 |
0.3% |
41% |
False |
False |
1,359,529 |
20 |
121-085 |
118-310 |
2-095 |
1.9% |
0-117 |
0.3% |
29% |
False |
False |
1,316,759 |
40 |
121-120 |
118-310 |
2-130 |
2.0% |
0-133 |
0.3% |
27% |
False |
False |
1,405,115 |
60 |
122-020 |
118-310 |
3-030 |
2.6% |
0-159 |
0.4% |
21% |
False |
False |
1,178,671 |
80 |
123-175 |
118-310 |
4-185 |
3.8% |
0-151 |
0.4% |
14% |
False |
False |
885,563 |
100 |
124-110 |
118-310 |
5-120 |
4.5% |
0-129 |
0.3% |
12% |
False |
False |
708,525 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
120-273 |
2.618 |
120-126 |
1.618 |
120-036 |
1.000 |
119-300 |
0.618 |
119-266 |
HIGH |
119-210 |
0.618 |
119-176 |
0.500 |
119-165 |
0.382 |
119-154 |
LOW |
119-120 |
0.618 |
119-064 |
1.000 |
119-030 |
1.618 |
118-294 |
2.618 |
118-204 |
4.250 |
118-057 |
|
|
Fisher Pivots for day following 30-Apr-2018 |
Pivot |
1 day |
3 day |
R1 |
119-188 |
119-169 |
PP |
119-177 |
119-138 |
S1 |
119-165 |
119-108 |
|