ECBOT 10 Year T-Note Future June 2018
Trading Metrics calculated at close of trading on 01-May-2018 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Apr-2018 |
01-May-2018 |
Change |
Change % |
Previous Week |
Open |
119-155 |
119-175 |
0-020 |
0.1% |
119-155 |
High |
119-210 |
119-185 |
-0-025 |
-0.1% |
119-175 |
Low |
119-120 |
119-115 |
-0-005 |
0.0% |
118-310 |
Close |
119-200 |
119-120 |
-0-080 |
-0.2% |
119-160 |
Range |
0-090 |
0-070 |
-0-020 |
-22.3% |
0-185 |
ATR |
0-126 |
0-123 |
-0-003 |
-2.3% |
0-000 |
Volume |
1,264,395 |
921,986 |
-342,409 |
-27.1% |
7,261,412 |
|
Daily Pivots for day following 01-May-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
120-030 |
119-305 |
119-158 |
|
R3 |
119-280 |
119-235 |
119-139 |
|
R2 |
119-210 |
119-210 |
119-133 |
|
R1 |
119-165 |
119-165 |
119-126 |
119-152 |
PP |
119-140 |
119-140 |
119-140 |
119-134 |
S1 |
119-095 |
119-095 |
119-114 |
119-083 |
S2 |
119-070 |
119-070 |
119-107 |
|
S3 |
119-000 |
119-025 |
119-101 |
|
S4 |
118-250 |
118-275 |
119-082 |
|
|
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% |
0-093 |
0.2% |
59% |
False |
False |
1,287,476 |
10 |
120-165 |
118-310 |
1-175 |
1.3% |
0-110 |
0.3% |
26% |
False |
False |
1,352,316 |
20 |
121-050 |
118-310 |
2-060 |
1.8% |
0-113 |
0.3% |
19% |
False |
False |
1,286,952 |
40 |
121-120 |
118-310 |
2-130 |
2.0% |
0-129 |
0.3% |
17% |
False |
False |
1,391,319 |
60 |
122-020 |
118-310 |
3-030 |
2.6% |
0-157 |
0.4% |
13% |
False |
False |
1,193,446 |
80 |
123-175 |
118-310 |
4-185 |
3.8% |
0-151 |
0.4% |
9% |
False |
False |
897,082 |
100 |
124-110 |
118-310 |
5-120 |
4.5% |
0-129 |
0.3% |
8% |
False |
False |
717,744 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
120-162 |
2.618 |
120-048 |
1.618 |
119-298 |
1.000 |
119-255 |
0.618 |
119-228 |
HIGH |
119-185 |
0.618 |
119-158 |
0.500 |
119-150 |
0.382 |
119-142 |
LOW |
119-115 |
0.618 |
119-072 |
1.000 |
119-045 |
1.618 |
119-002 |
2.618 |
118-252 |
4.250 |
118-138 |
|
|
Fisher Pivots for day following 01-May-2018 |
Pivot |
1 day |
3 day |
R1 |
119-150 |
119-150 |
PP |
119-140 |
119-140 |
S1 |
119-130 |
119-130 |
|