ECBOT 10 Year T-Note Future June 2018
| Trading Metrics calculated at close of trading on 18-May-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-May-2018 |
18-May-2018 |
Change |
Change % |
Previous Week |
| Open |
118-160 |
118-150 |
-0-010 |
0.0% |
119-120 |
| High |
118-190 |
118-290 |
0-100 |
0.3% |
119-155 |
| Low |
118-105 |
118-120 |
0-015 |
0.0% |
118-105 |
| Close |
118-165 |
118-270 |
0-105 |
0.3% |
118-270 |
| Range |
0-085 |
0-170 |
0-085 |
100.0% |
1-050 |
| ATR |
0-121 |
0-124 |
0-004 |
2.9% |
0-000 |
| Volume |
1,649,924 |
1,608,621 |
-41,303 |
-2.5% |
8,448,220 |
|
| Daily Pivots for day following 18-May-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
120-097 |
120-033 |
119-044 |
|
| R3 |
119-247 |
119-183 |
118-317 |
|
| R2 |
119-077 |
119-077 |
118-301 |
|
| R1 |
119-013 |
119-013 |
118-286 |
119-045 |
| PP |
118-227 |
118-227 |
118-227 |
118-243 |
| S1 |
118-163 |
118-163 |
118-254 |
118-195 |
| S2 |
118-057 |
118-057 |
118-239 |
|
| S3 |
117-207 |
117-313 |
118-223 |
|
| S4 |
117-037 |
117-143 |
118-177 |
|
|
| Weekly Pivots for week ending 18-May-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
122-113 |
121-242 |
119-154 |
|
| R3 |
121-063 |
120-192 |
119-052 |
|
| R2 |
120-013 |
120-013 |
119-018 |
|
| R1 |
119-142 |
119-142 |
118-304 |
119-053 |
| PP |
118-283 |
118-283 |
118-283 |
118-239 |
| S1 |
118-092 |
118-092 |
118-236 |
118-002 |
| S2 |
117-233 |
117-233 |
118-202 |
|
| S3 |
116-183 |
117-042 |
118-168 |
|
| S4 |
115-133 |
115-312 |
118-067 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
119-155 |
118-105 |
1-050 |
1.0% |
0-141 |
0.4% |
45% |
False |
False |
1,689,644 |
| 10 |
119-245 |
118-105 |
1-140 |
1.2% |
0-119 |
0.3% |
36% |
False |
False |
1,388,003 |
| 20 |
119-315 |
118-105 |
1-210 |
1.4% |
0-111 |
0.3% |
31% |
False |
False |
1,372,353 |
| 40 |
121-120 |
118-105 |
3-015 |
2.6% |
0-122 |
0.3% |
17% |
False |
False |
1,369,347 |
| 60 |
121-120 |
118-105 |
3-015 |
2.6% |
0-133 |
0.4% |
17% |
False |
False |
1,453,576 |
| 80 |
122-020 |
118-105 |
3-235 |
3.1% |
0-152 |
0.4% |
14% |
False |
False |
1,121,350 |
| 100 |
123-240 |
118-105 |
5-135 |
4.6% |
0-143 |
0.4% |
10% |
False |
False |
897,728 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
121-053 |
|
2.618 |
120-095 |
|
1.618 |
119-245 |
|
1.000 |
119-140 |
|
0.618 |
119-075 |
|
HIGH |
118-290 |
|
0.618 |
118-225 |
|
0.500 |
118-205 |
|
0.382 |
118-185 |
|
LOW |
118-120 |
|
0.618 |
118-015 |
|
1.000 |
117-270 |
|
1.618 |
117-165 |
|
2.618 |
116-315 |
|
4.250 |
116-037 |
|
|
| Fisher Pivots for day following 18-May-2018 |
| Pivot |
1 day |
3 day |
| R1 |
118-248 |
118-246 |
| PP |
118-227 |
118-222 |
| S1 |
118-205 |
118-198 |
|