ECBOT 10 Year T-Note Future June 2018
| Trading Metrics calculated at close of trading on 21-May-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-May-2018 |
21-May-2018 |
Change |
Change % |
Previous Week |
| Open |
118-150 |
118-230 |
0-080 |
0.2% |
119-120 |
| High |
118-290 |
118-300 |
0-010 |
0.0% |
119-155 |
| Low |
118-120 |
118-210 |
0-090 |
0.2% |
118-105 |
| Close |
118-270 |
118-270 |
0-000 |
0.0% |
118-270 |
| Range |
0-170 |
0-090 |
-0-080 |
-47.1% |
1-050 |
| ATR |
0-124 |
0-122 |
-0-002 |
-2.0% |
0-000 |
| Volume |
1,608,621 |
1,495,659 |
-112,962 |
-7.0% |
8,448,220 |
|
| Daily Pivots for day following 21-May-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
119-210 |
119-170 |
119-000 |
|
| R3 |
119-120 |
119-080 |
118-295 |
|
| R2 |
119-030 |
119-030 |
118-287 |
|
| R1 |
118-310 |
118-310 |
118-278 |
119-010 |
| PP |
118-260 |
118-260 |
118-260 |
118-270 |
| S1 |
118-220 |
118-220 |
118-262 |
118-240 |
| S2 |
118-170 |
118-170 |
118-254 |
|
| S3 |
118-080 |
118-130 |
118-245 |
|
| S4 |
117-310 |
118-040 |
118-221 |
|
|
| 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 |
119-070 |
118-105 |
0-285 |
0.7% |
0-137 |
0.4% |
58% |
False |
False |
1,803,918 |
| 10 |
119-230 |
118-105 |
1-125 |
1.2% |
0-122 |
0.3% |
37% |
False |
False |
1,474,224 |
| 20 |
119-315 |
118-105 |
1-210 |
1.4% |
0-110 |
0.3% |
31% |
False |
False |
1,371,644 |
| 40 |
121-120 |
118-105 |
3-015 |
2.6% |
0-121 |
0.3% |
17% |
False |
False |
1,361,691 |
| 60 |
121-120 |
118-105 |
3-015 |
2.6% |
0-132 |
0.3% |
17% |
False |
False |
1,452,913 |
| 80 |
122-020 |
118-105 |
3-235 |
3.1% |
0-151 |
0.4% |
14% |
False |
False |
1,139,816 |
| 100 |
123-240 |
118-105 |
5-135 |
4.6% |
0-143 |
0.4% |
10% |
False |
False |
912,685 |
| 120 |
124-150 |
118-105 |
6-045 |
5.2% |
0-121 |
0.3% |
8% |
False |
False |
760,578 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
120-042 |
|
2.618 |
119-216 |
|
1.618 |
119-126 |
|
1.000 |
119-070 |
|
0.618 |
119-036 |
|
HIGH |
118-300 |
|
0.618 |
118-266 |
|
0.500 |
118-255 |
|
0.382 |
118-244 |
|
LOW |
118-210 |
|
0.618 |
118-154 |
|
1.000 |
118-120 |
|
1.618 |
118-064 |
|
2.618 |
117-294 |
|
4.250 |
117-148 |
|
|
| Fisher Pivots for day following 21-May-2018 |
| Pivot |
1 day |
3 day |
| R1 |
118-265 |
118-248 |
| PP |
118-260 |
118-225 |
| S1 |
118-255 |
118-202 |
|