ECBOT 10 Year T-Note Future June 2018
| Trading Metrics calculated at close of trading on 14-May-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-May-2018 |
14-May-2018 |
Change |
Change % |
Previous Week |
| Open |
119-135 |
119-120 |
-0-015 |
0.0% |
119-200 |
| High |
119-170 |
119-155 |
-0-015 |
0.0% |
119-245 |
| Low |
119-100 |
119-045 |
-0-055 |
-0.1% |
119-060 |
| Close |
119-130 |
119-080 |
-0-050 |
-0.1% |
119-130 |
| Range |
0-070 |
0-110 |
0-040 |
57.1% |
0-185 |
| ATR |
0-116 |
0-115 |
0-000 |
-0.4% |
0-000 |
| Volume |
1,018,534 |
924,286 |
-94,248 |
-9.3% |
5,431,818 |
|
| Daily Pivots for day following 14-May-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
120-103 |
120-042 |
119-141 |
|
| R3 |
119-313 |
119-252 |
119-110 |
|
| R2 |
119-203 |
119-203 |
119-100 |
|
| R1 |
119-142 |
119-142 |
119-090 |
119-118 |
| PP |
119-093 |
119-093 |
119-093 |
119-081 |
| S1 |
119-032 |
119-032 |
119-070 |
119-007 |
| S2 |
118-303 |
118-303 |
119-060 |
|
| S3 |
118-193 |
118-242 |
119-050 |
|
| S4 |
118-083 |
118-132 |
119-019 |
|
|
| 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 |
119-230 |
119-045 |
0-185 |
0.5% |
0-106 |
0.3% |
19% |
False |
True |
1,144,529 |
| 10 |
119-315 |
119-045 |
0-270 |
0.7% |
0-102 |
0.3% |
13% |
False |
True |
1,139,733 |
| 20 |
120-180 |
118-310 |
1-190 |
1.3% |
0-107 |
0.3% |
18% |
False |
False |
1,249,631 |
| 40 |
121-120 |
118-310 |
2-130 |
2.0% |
0-124 |
0.3% |
12% |
False |
False |
1,341,310 |
| 60 |
121-120 |
118-310 |
2-130 |
2.0% |
0-134 |
0.4% |
12% |
False |
False |
1,362,283 |
| 80 |
122-020 |
118-310 |
3-030 |
2.6% |
0-150 |
0.4% |
9% |
False |
False |
1,027,635 |
| 100 |
123-240 |
118-310 |
4-250 |
4.0% |
0-139 |
0.4% |
6% |
False |
False |
822,498 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
120-303 |
|
2.618 |
120-123 |
|
1.618 |
120-013 |
|
1.000 |
119-265 |
|
0.618 |
119-223 |
|
HIGH |
119-155 |
|
0.618 |
119-113 |
|
0.500 |
119-100 |
|
0.382 |
119-087 |
|
LOW |
119-045 |
|
0.618 |
118-297 |
|
1.000 |
118-255 |
|
1.618 |
118-187 |
|
2.618 |
118-077 |
|
4.250 |
117-217 |
|
|
| Fisher Pivots for day following 14-May-2018 |
| Pivot |
1 day |
3 day |
| R1 |
119-100 |
119-130 |
| PP |
119-093 |
119-113 |
| S1 |
119-087 |
119-097 |
|