ECBOT 10 Year T-Note Future June 2018
| Trading Metrics calculated at close of trading on 24-May-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-May-2018 |
24-May-2018 |
Change |
Change % |
Previous Week |
| Open |
118-280 |
119-130 |
0-170 |
0.4% |
119-120 |
| High |
119-145 |
119-225 |
0-080 |
0.2% |
119-155 |
| Low |
118-270 |
119-090 |
0-140 |
0.4% |
118-105 |
| Close |
119-125 |
119-160 |
0-035 |
0.1% |
118-270 |
| Range |
0-195 |
0-135 |
-0-060 |
-30.8% |
1-050 |
| ATR |
0-124 |
0-125 |
0-001 |
0.6% |
0-000 |
| Volume |
2,875,558 |
3,791,797 |
916,239 |
31.9% |
8,448,220 |
|
| Daily Pivots for day following 24-May-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
120-243 |
120-177 |
119-234 |
|
| R3 |
120-108 |
120-042 |
119-197 |
|
| R2 |
119-293 |
119-293 |
119-185 |
|
| R1 |
119-227 |
119-227 |
119-172 |
119-260 |
| PP |
119-158 |
119-158 |
119-158 |
119-175 |
| S1 |
119-092 |
119-092 |
119-148 |
119-125 |
| S2 |
119-023 |
119-023 |
119-135 |
|
| S3 |
118-208 |
118-277 |
119-123 |
|
| S4 |
118-073 |
118-142 |
119-086 |
|
|
| 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 |
119-225 |
118-120 |
1-105 |
1.1% |
0-133 |
0.3% |
85% |
True |
False |
2,262,636 |
| 10 |
119-225 |
118-105 |
1-120 |
1.2% |
0-127 |
0.3% |
85% |
True |
False |
1,917,131 |
| 20 |
119-315 |
118-105 |
1-210 |
1.4% |
0-114 |
0.3% |
71% |
False |
False |
1,559,062 |
| 40 |
121-120 |
118-105 |
3-015 |
2.5% |
0-118 |
0.3% |
38% |
False |
False |
1,430,373 |
| 60 |
121-120 |
118-105 |
3-015 |
2.5% |
0-131 |
0.3% |
38% |
False |
False |
1,489,346 |
| 80 |
122-020 |
118-105 |
3-235 |
3.1% |
0-150 |
0.4% |
31% |
False |
False |
1,242,159 |
| 100 |
123-220 |
118-105 |
5-115 |
4.5% |
0-144 |
0.4% |
22% |
False |
False |
994,737 |
| 120 |
124-110 |
118-105 |
6-005 |
5.0% |
0-125 |
0.3% |
19% |
False |
False |
828,986 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
121-159 |
|
2.618 |
120-258 |
|
1.618 |
120-123 |
|
1.000 |
120-040 |
|
0.618 |
119-308 |
|
HIGH |
119-225 |
|
0.618 |
119-173 |
|
0.500 |
119-158 |
|
0.382 |
119-142 |
|
LOW |
119-090 |
|
0.618 |
119-007 |
|
1.000 |
118-275 |
|
1.618 |
118-192 |
|
2.618 |
118-057 |
|
4.250 |
117-156 |
|
|
| Fisher Pivots for day following 24-May-2018 |
| Pivot |
1 day |
3 day |
| R1 |
119-159 |
119-129 |
| PP |
119-158 |
119-098 |
| S1 |
119-158 |
119-068 |
|