ECBOT 10 Year T-Note Future June 2018
Trading Metrics calculated at close of trading on 03-May-2018 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-May-2018 |
03-May-2018 |
Change |
Change % |
Previous Week |
Open |
119-145 |
119-165 |
0-020 |
0.1% |
119-155 |
High |
119-180 |
119-265 |
0-085 |
0.2% |
119-175 |
Low |
119-080 |
119-140 |
0-060 |
0.2% |
118-310 |
Close |
119-165 |
119-220 |
0-055 |
0.1% |
119-160 |
Range |
0-100 |
0-125 |
0-025 |
25.0% |
0-185 |
ATR |
0-122 |
0-122 |
0-000 |
0.2% |
0-000 |
Volume |
1,318,968 |
1,462,604 |
143,636 |
10.9% |
7,261,412 |
|
Daily Pivots for day following 03-May-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
120-263 |
120-207 |
119-289 |
|
R3 |
120-138 |
120-082 |
119-254 |
|
R2 |
120-013 |
120-013 |
119-243 |
|
R1 |
119-277 |
119-277 |
119-231 |
119-305 |
PP |
119-208 |
119-208 |
119-208 |
119-222 |
S1 |
119-152 |
119-152 |
119-209 |
119-180 |
S2 |
119-083 |
119-083 |
119-197 |
|
S3 |
118-278 |
119-027 |
119-186 |
|
S4 |
118-153 |
118-222 |
119-151 |
|
|
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 |
119-265 |
119-080 |
0-185 |
0.5% |
0-094 |
0.2% |
76% |
True |
False |
1,251,793 |
10 |
119-295 |
118-310 |
0-305 |
0.8% |
0-103 |
0.3% |
75% |
False |
False |
1,355,741 |
20 |
121-035 |
118-310 |
2-045 |
1.8% |
0-113 |
0.3% |
34% |
False |
False |
1,292,479 |
40 |
121-120 |
118-310 |
2-130 |
2.0% |
0-127 |
0.3% |
30% |
False |
False |
1,380,489 |
60 |
121-120 |
118-310 |
2-130 |
2.0% |
0-145 |
0.4% |
30% |
False |
False |
1,238,767 |
80 |
123-045 |
118-310 |
4-055 |
3.5% |
0-151 |
0.4% |
17% |
False |
False |
931,828 |
100 |
124-110 |
118-310 |
5-120 |
4.5% |
0-132 |
0.3% |
13% |
False |
False |
745,560 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
121-156 |
2.618 |
120-272 |
1.618 |
120-147 |
1.000 |
120-070 |
0.618 |
120-022 |
HIGH |
119-265 |
0.618 |
119-217 |
0.500 |
119-202 |
0.382 |
119-188 |
LOW |
119-140 |
0.618 |
119-063 |
1.000 |
119-015 |
1.618 |
118-258 |
2.618 |
118-133 |
4.250 |
117-249 |
|
|
Fisher Pivots for day following 03-May-2018 |
Pivot |
1 day |
3 day |
R1 |
119-214 |
119-204 |
PP |
119-208 |
119-188 |
S1 |
119-202 |
119-172 |
|