ECBOT 10 Year T-Note Future June 2018
| Trading Metrics calculated at close of trading on 10-May-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-May-2018 |
10-May-2018 |
Change |
Change % |
Previous Week |
| Open |
119-145 |
119-070 |
-0-075 |
-0.2% |
119-155 |
| High |
119-150 |
119-215 |
0-065 |
0.2% |
119-315 |
| Low |
119-060 |
119-065 |
0-005 |
0.0% |
119-080 |
| Close |
119-085 |
119-125 |
0-040 |
0.1% |
119-225 |
| Range |
0-090 |
0-150 |
0-060 |
66.7% |
0-235 |
| ATR |
0-117 |
0-119 |
0-002 |
2.0% |
0-000 |
| Volume |
1,146,875 |
1,424,795 |
277,920 |
24.2% |
6,305,625 |
|
| Daily Pivots for day following 10-May-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
120-265 |
120-185 |
119-208 |
|
| R3 |
120-115 |
120-035 |
119-166 |
|
| R2 |
119-285 |
119-285 |
119-152 |
|
| R1 |
119-205 |
119-205 |
119-139 |
119-245 |
| PP |
119-135 |
119-135 |
119-135 |
119-155 |
| S1 |
119-055 |
119-055 |
119-111 |
119-095 |
| S2 |
118-305 |
118-305 |
119-097 |
|
| S3 |
118-155 |
118-225 |
119-084 |
|
| S4 |
118-005 |
118-075 |
119-042 |
|
|
| 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 |
119-060 |
0-255 |
0.7% |
0-109 |
0.3% |
25% |
False |
False |
1,150,191 |
| 10 |
119-315 |
119-060 |
0-255 |
0.7% |
0-102 |
0.3% |
25% |
False |
False |
1,200,992 |
| 20 |
120-200 |
118-310 |
1-210 |
1.4% |
0-106 |
0.3% |
25% |
False |
False |
1,257,978 |
| 40 |
121-120 |
118-310 |
2-130 |
2.0% |
0-125 |
0.3% |
18% |
False |
False |
1,350,716 |
| 60 |
121-120 |
118-310 |
2-130 |
2.0% |
0-139 |
0.4% |
18% |
False |
False |
1,332,622 |
| 80 |
122-205 |
118-310 |
3-215 |
3.1% |
0-151 |
0.4% |
11% |
False |
False |
1,003,413 |
| 100 |
124-050 |
118-310 |
5-060 |
4.3% |
0-137 |
0.4% |
8% |
False |
False |
803,070 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
121-213 |
|
2.618 |
120-288 |
|
1.618 |
120-138 |
|
1.000 |
120-045 |
|
0.618 |
119-308 |
|
HIGH |
119-215 |
|
0.618 |
119-158 |
|
0.500 |
119-140 |
|
0.382 |
119-122 |
|
LOW |
119-065 |
|
0.618 |
118-292 |
|
1.000 |
118-235 |
|
1.618 |
118-142 |
|
2.618 |
117-312 |
|
4.250 |
117-067 |
|
|
| Fisher Pivots for day following 10-May-2018 |
| Pivot |
1 day |
3 day |
| R1 |
119-140 |
119-145 |
| PP |
119-135 |
119-138 |
| S1 |
119-130 |
119-132 |
|