ECBOT 10 Year T-Note Future June 2018
| Trading Metrics calculated at close of trading on 16-May-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-May-2018 |
16-May-2018 |
Change |
Change % |
Previous Week |
| Open |
119-050 |
118-215 |
-0-155 |
-0.4% |
119-200 |
| High |
119-070 |
118-255 |
-0-135 |
-0.4% |
119-245 |
| Low |
118-165 |
118-140 |
-0-025 |
-0.1% |
119-060 |
| Close |
118-195 |
118-175 |
-0-020 |
-0.1% |
119-130 |
| Range |
0-225 |
0-115 |
-0-110 |
-48.9% |
0-185 |
| ATR |
0-124 |
0-123 |
-0-001 |
-0.5% |
0-000 |
| Volume |
2,462,266 |
1,803,123 |
-659,143 |
-26.8% |
5,431,818 |
|
| Daily Pivots for day following 16-May-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
119-215 |
119-150 |
118-238 |
|
| R3 |
119-100 |
119-035 |
118-207 |
|
| R2 |
118-305 |
118-305 |
118-196 |
|
| R1 |
118-240 |
118-240 |
118-186 |
118-215 |
| PP |
118-190 |
118-190 |
118-190 |
118-178 |
| S1 |
118-125 |
118-125 |
118-164 |
118-100 |
| S2 |
118-075 |
118-075 |
118-154 |
|
| S3 |
117-280 |
118-010 |
118-143 |
|
| S4 |
117-165 |
117-215 |
118-112 |
|
|
| 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 |
118-140 |
1-075 |
1.0% |
0-134 |
0.4% |
9% |
False |
True |
1,526,600 |
| 10 |
119-315 |
118-140 |
1-175 |
1.3% |
0-119 |
0.3% |
7% |
False |
True |
1,342,176 |
| 20 |
120-065 |
118-140 |
1-245 |
1.5% |
0-113 |
0.3% |
6% |
False |
True |
1,352,398 |
| 40 |
121-120 |
118-140 |
2-300 |
2.5% |
0-126 |
0.3% |
4% |
False |
True |
1,386,464 |
| 60 |
121-120 |
118-140 |
2-300 |
2.5% |
0-134 |
0.4% |
4% |
False |
True |
1,429,246 |
| 80 |
122-020 |
118-140 |
3-200 |
3.1% |
0-151 |
0.4% |
3% |
False |
True |
1,080,820 |
| 100 |
123-240 |
118-140 |
5-100 |
4.5% |
0-142 |
0.4% |
2% |
False |
True |
865,148 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
120-104 |
|
2.618 |
119-236 |
|
1.618 |
119-121 |
|
1.000 |
119-050 |
|
0.618 |
119-006 |
|
HIGH |
118-255 |
|
0.618 |
118-211 |
|
0.500 |
118-198 |
|
0.382 |
118-184 |
|
LOW |
118-140 |
|
0.618 |
118-069 |
|
1.000 |
118-025 |
|
1.618 |
117-274 |
|
2.618 |
117-159 |
|
4.250 |
116-291 |
|
|
| Fisher Pivots for day following 16-May-2018 |
| Pivot |
1 day |
3 day |
| R1 |
118-198 |
118-308 |
| PP |
118-190 |
118-263 |
| S1 |
118-183 |
118-219 |
|