ECBOT 10 Year T-Note Future June 2018
Trading Metrics calculated at close of trading on 11-May-2018 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-May-2018 |
11-May-2018 |
Change |
Change % |
Previous Week |
Open |
119-070 |
119-135 |
0-065 |
0.2% |
119-200 |
High |
119-215 |
119-170 |
-0-045 |
-0.1% |
119-245 |
Low |
119-065 |
119-100 |
0-035 |
0.1% |
119-060 |
Close |
119-125 |
119-130 |
0-005 |
0.0% |
119-130 |
Range |
0-150 |
0-070 |
-0-080 |
-53.3% |
0-185 |
ATR |
0-119 |
0-116 |
-0-004 |
-3.0% |
0-000 |
Volume |
1,424,795 |
1,018,534 |
-406,261 |
-28.5% |
5,431,818 |
|
Daily Pivots for day following 11-May-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
120-023 |
119-307 |
119-169 |
|
R3 |
119-273 |
119-237 |
119-149 |
|
R2 |
119-203 |
119-203 |
119-143 |
|
R1 |
119-167 |
119-167 |
119-136 |
119-150 |
PP |
119-133 |
119-133 |
119-133 |
119-125 |
S1 |
119-097 |
119-097 |
119-124 |
119-080 |
S2 |
119-063 |
119-063 |
119-117 |
|
S3 |
118-313 |
119-027 |
119-111 |
|
S4 |
118-243 |
118-277 |
119-092 |
|
|
Weekly Pivots for week ending 11-May-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
121-060 |
120-280 |
119-232 |
|
R3 |
120-195 |
120-095 |
119-181 |
|
R2 |
120-010 |
120-010 |
119-164 |
|
R1 |
119-230 |
119-230 |
119-147 |
119-188 |
PP |
119-145 |
119-145 |
119-145 |
119-124 |
S1 |
119-045 |
119-045 |
119-113 |
119-003 |
S2 |
118-280 |
118-280 |
119-096 |
|
S3 |
118-095 |
118-180 |
119-079 |
|
S4 |
117-230 |
117-315 |
119-028 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
119-245 |
119-060 |
0-185 |
0.5% |
0-096 |
0.3% |
38% |
False |
False |
1,086,363 |
10 |
119-315 |
119-060 |
0-255 |
0.7% |
0-100 |
0.3% |
27% |
False |
False |
1,173,744 |
20 |
120-180 |
118-310 |
1-190 |
1.3% |
0-106 |
0.3% |
27% |
False |
False |
1,252,823 |
40 |
121-120 |
118-310 |
2-130 |
2.0% |
0-124 |
0.3% |
18% |
False |
False |
1,343,246 |
60 |
121-120 |
118-310 |
2-130 |
2.0% |
0-135 |
0.4% |
18% |
False |
False |
1,348,485 |
80 |
122-050 |
118-310 |
3-060 |
2.7% |
0-150 |
0.4% |
14% |
False |
False |
1,016,121 |
100 |
123-310 |
118-310 |
5-000 |
4.2% |
0-138 |
0.4% |
9% |
False |
False |
813,255 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
120-148 |
2.618 |
120-033 |
1.618 |
119-283 |
1.000 |
119-240 |
0.618 |
119-213 |
HIGH |
119-170 |
0.618 |
119-143 |
0.500 |
119-135 |
0.382 |
119-127 |
LOW |
119-100 |
0.618 |
119-057 |
1.000 |
119-030 |
1.618 |
118-307 |
2.618 |
118-237 |
4.250 |
118-122 |
|
|
Fisher Pivots for day following 11-May-2018 |
Pivot |
1 day |
3 day |
R1 |
119-135 |
119-138 |
PP |
119-133 |
119-135 |
S1 |
119-132 |
119-133 |
|