ECBOT 10 Year T-Note Future June 2018
| Trading Metrics calculated at close of trading on 08-May-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-May-2018 |
08-May-2018 |
Change |
Change % |
Previous Week |
| Open |
119-200 |
119-205 |
0-005 |
0.0% |
119-155 |
| High |
119-245 |
119-230 |
-0-015 |
0.0% |
119-315 |
| Low |
119-185 |
119-120 |
-0-065 |
-0.2% |
119-080 |
| Close |
119-220 |
119-165 |
-0-055 |
-0.1% |
119-225 |
| Range |
0-060 |
0-110 |
0-050 |
83.4% |
0-235 |
| ATR |
0-118 |
0-118 |
-0-001 |
-0.5% |
0-000 |
| Volume |
633,457 |
1,208,157 |
574,700 |
90.7% |
6,305,625 |
|
| Daily Pivots for day following 08-May-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
120-182 |
120-123 |
119-226 |
|
| R3 |
120-072 |
120-013 |
119-195 |
|
| R2 |
119-282 |
119-282 |
119-185 |
|
| R1 |
119-223 |
119-223 |
119-175 |
119-198 |
| PP |
119-172 |
119-172 |
119-172 |
119-159 |
| S1 |
119-113 |
119-113 |
119-155 |
119-087 |
| S2 |
119-062 |
119-062 |
119-145 |
|
| S3 |
118-272 |
119-003 |
119-135 |
|
| S4 |
118-162 |
118-213 |
119-104 |
|
|
| Weekly Pivots for week ending 04-May-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
121-272 |
121-163 |
120-034 |
|
| R3 |
121-037 |
120-248 |
119-290 |
|
| R2 |
120-122 |
120-122 |
119-268 |
|
| R1 |
120-013 |
120-013 |
119-247 |
120-068 |
| PP |
119-207 |
119-207 |
119-207 |
119-234 |
| S1 |
119-098 |
119-098 |
119-203 |
119-152 |
| S2 |
118-292 |
118-292 |
119-182 |
|
| S3 |
118-057 |
118-183 |
119-160 |
|
| S4 |
117-142 |
117-268 |
119-096 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
119-315 |
119-080 |
0-235 |
0.6% |
0-106 |
0.3% |
36% |
False |
False |
1,192,171 |
| 10 |
119-315 |
118-310 |
1-005 |
0.8% |
0-100 |
0.3% |
54% |
False |
False |
1,239,824 |
| 20 |
121-035 |
118-310 |
2-045 |
1.8% |
0-110 |
0.3% |
26% |
False |
False |
1,259,369 |
| 40 |
121-120 |
118-310 |
2-130 |
2.0% |
0-126 |
0.3% |
23% |
False |
False |
1,370,637 |
| 60 |
121-120 |
118-310 |
2-130 |
2.0% |
0-138 |
0.4% |
23% |
False |
False |
1,290,725 |
| 80 |
122-245 |
118-310 |
3-255 |
3.2% |
0-150 |
0.4% |
14% |
False |
False |
971,410 |
| 100 |
124-110 |
118-310 |
5-120 |
4.5% |
0-135 |
0.4% |
10% |
False |
False |
777,353 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
121-058 |
|
2.618 |
120-198 |
|
1.618 |
120-088 |
|
1.000 |
120-020 |
|
0.618 |
119-298 |
|
HIGH |
119-230 |
|
0.618 |
119-188 |
|
0.500 |
119-175 |
|
0.382 |
119-162 |
|
LOW |
119-120 |
|
0.618 |
119-052 |
|
1.000 |
119-010 |
|
1.618 |
118-262 |
|
2.618 |
118-152 |
|
4.250 |
117-292 |
|
|
| Fisher Pivots for day following 08-May-2018 |
| Pivot |
1 day |
3 day |
| R1 |
119-175 |
119-218 |
| PP |
119-172 |
119-200 |
| S1 |
119-168 |
119-182 |
|