ECBOT 10 Year T-Note Future June 2018
| Trading Metrics calculated at close of trading on 17-May-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-May-2018 |
17-May-2018 |
Change |
Change % |
Previous Week |
| Open |
118-215 |
118-160 |
-0-055 |
-0.1% |
119-200 |
| High |
118-255 |
118-190 |
-0-065 |
-0.2% |
119-245 |
| Low |
118-140 |
118-105 |
-0-035 |
-0.1% |
119-060 |
| Close |
118-175 |
118-165 |
-0-010 |
0.0% |
119-130 |
| Range |
0-115 |
0-085 |
-0-030 |
-26.1% |
0-185 |
| ATR |
0-123 |
0-121 |
-0-003 |
-2.2% |
0-000 |
| Volume |
1,803,123 |
1,649,924 |
-153,199 |
-8.5% |
5,431,818 |
|
| Daily Pivots for day following 17-May-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
119-088 |
119-052 |
118-212 |
|
| R3 |
119-003 |
118-287 |
118-188 |
|
| R2 |
118-238 |
118-238 |
118-181 |
|
| R1 |
118-202 |
118-202 |
118-173 |
118-220 |
| PP |
118-153 |
118-153 |
118-153 |
118-163 |
| S1 |
118-117 |
118-117 |
118-157 |
118-135 |
| S2 |
118-068 |
118-068 |
118-149 |
|
| S3 |
117-303 |
118-032 |
118-142 |
|
| S4 |
117-218 |
117-267 |
118-118 |
|
|
| 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 |
119-170 |
118-105 |
1-065 |
1.0% |
0-121 |
0.3% |
16% |
False |
True |
1,571,626 |
| 10 |
119-315 |
118-105 |
1-210 |
1.4% |
0-115 |
0.3% |
11% |
False |
True |
1,360,908 |
| 20 |
119-315 |
118-105 |
1-210 |
1.4% |
0-109 |
0.3% |
11% |
False |
True |
1,358,325 |
| 40 |
121-120 |
118-105 |
3-015 |
2.6% |
0-123 |
0.3% |
6% |
False |
True |
1,389,755 |
| 60 |
121-120 |
118-105 |
3-015 |
2.6% |
0-133 |
0.3% |
6% |
False |
True |
1,446,078 |
| 80 |
122-020 |
118-105 |
3-235 |
3.2% |
0-151 |
0.4% |
5% |
False |
True |
1,101,382 |
| 100 |
123-240 |
118-105 |
5-135 |
4.6% |
0-142 |
0.4% |
3% |
False |
True |
881,643 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
119-231 |
|
2.618 |
119-093 |
|
1.618 |
119-008 |
|
1.000 |
118-275 |
|
0.618 |
118-243 |
|
HIGH |
118-190 |
|
0.618 |
118-158 |
|
0.500 |
118-148 |
|
0.382 |
118-137 |
|
LOW |
118-105 |
|
0.618 |
118-052 |
|
1.000 |
118-020 |
|
1.618 |
117-287 |
|
2.618 |
117-202 |
|
4.250 |
117-064 |
|
|
| Fisher Pivots for day following 17-May-2018 |
| Pivot |
1 day |
3 day |
| R1 |
118-159 |
118-248 |
| PP |
118-153 |
118-220 |
| S1 |
118-148 |
118-192 |
|