ECBOT 10 Year T-Note Future June 2018
| Trading Metrics calculated at close of trading on 15-May-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-May-2018 |
15-May-2018 |
Change |
Change % |
Previous Week |
| Open |
119-120 |
119-050 |
-0-070 |
-0.2% |
119-200 |
| High |
119-155 |
119-070 |
-0-085 |
-0.2% |
119-245 |
| Low |
119-045 |
118-165 |
-0-200 |
-0.5% |
119-060 |
| Close |
119-080 |
118-195 |
-0-205 |
-0.5% |
119-130 |
| Range |
0-110 |
0-225 |
0-115 |
104.5% |
0-185 |
| ATR |
0-115 |
0-124 |
0-009 |
7.4% |
0-000 |
| Volume |
924,286 |
2,462,266 |
1,537,980 |
166.4% |
5,431,818 |
|
| Daily Pivots for day following 15-May-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
120-285 |
120-145 |
118-319 |
|
| R3 |
120-060 |
119-240 |
118-257 |
|
| R2 |
119-155 |
119-155 |
118-236 |
|
| R1 |
119-015 |
119-015 |
118-216 |
118-293 |
| PP |
118-250 |
118-250 |
118-250 |
118-229 |
| S1 |
118-110 |
118-110 |
118-174 |
118-067 |
| S2 |
118-025 |
118-025 |
118-154 |
|
| S3 |
117-120 |
117-205 |
118-133 |
|
| S4 |
116-215 |
116-300 |
118-071 |
|
|
| 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 |
119-215 |
118-165 |
1-050 |
1.0% |
0-129 |
0.3% |
8% |
False |
True |
1,395,351 |
| 10 |
119-315 |
118-165 |
1-150 |
1.2% |
0-118 |
0.3% |
6% |
False |
True |
1,293,761 |
| 20 |
120-165 |
118-165 |
2-000 |
1.7% |
0-114 |
0.3% |
5% |
False |
True |
1,323,039 |
| 40 |
121-120 |
118-165 |
2-275 |
2.4% |
0-126 |
0.3% |
3% |
False |
True |
1,368,434 |
| 60 |
121-120 |
118-165 |
2-275 |
2.4% |
0-135 |
0.4% |
3% |
False |
True |
1,402,507 |
| 80 |
122-020 |
118-165 |
3-175 |
3.0% |
0-151 |
0.4% |
3% |
False |
True |
1,058,339 |
| 100 |
123-240 |
118-165 |
5-075 |
4.4% |
0-141 |
0.4% |
2% |
False |
True |
847,121 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
122-066 |
|
2.618 |
121-019 |
|
1.618 |
120-114 |
|
1.000 |
119-295 |
|
0.618 |
119-209 |
|
HIGH |
119-070 |
|
0.618 |
118-304 |
|
0.500 |
118-278 |
|
0.382 |
118-251 |
|
LOW |
118-165 |
|
0.618 |
118-026 |
|
1.000 |
117-260 |
|
1.618 |
117-121 |
|
2.618 |
116-216 |
|
4.250 |
115-169 |
|
|
| Fisher Pivots for day following 15-May-2018 |
| Pivot |
1 day |
3 day |
| R1 |
118-278 |
119-008 |
| PP |
118-250 |
118-283 |
| S1 |
118-223 |
118-239 |
|