ECBOT 10 Year T-Note Future June 2018
| Trading Metrics calculated at close of trading on 01-Jun-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
31-May-2018 |
01-Jun-2018 |
Change |
Change % |
Previous Week |
| Open |
120-170 |
120-175 |
0-005 |
0.0% |
119-265 |
| High |
120-245 |
120-180 |
-0-065 |
-0.2% |
121-125 |
| Low |
120-085 |
119-290 |
-0-115 |
-0.3% |
119-215 |
| Close |
120-235 |
120-055 |
-0-180 |
-0.5% |
120-055 |
| Range |
0-160 |
0-210 |
0-050 |
31.2% |
1-230 |
| ATR |
0-171 |
0-178 |
0-007 |
3.9% |
0-000 |
| Volume |
347,770 |
126,455 |
-221,315 |
-63.6% |
8,137,462 |
|
| Daily Pivots for day following 01-Jun-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
122-058 |
121-267 |
120-170 |
|
| R3 |
121-168 |
121-057 |
120-113 |
|
| R2 |
120-278 |
120-278 |
120-094 |
|
| R1 |
120-167 |
120-167 |
120-074 |
120-118 |
| PP |
120-068 |
120-068 |
120-068 |
120-044 |
| S1 |
119-277 |
119-277 |
120-036 |
119-228 |
| S2 |
119-178 |
119-178 |
120-017 |
|
| S3 |
118-288 |
119-067 |
119-317 |
|
| S4 |
118-078 |
118-177 |
119-260 |
|
|
| Weekly Pivots for week ending 01-Jun-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
125-182 |
124-188 |
121-037 |
|
| R3 |
123-272 |
122-278 |
120-206 |
|
| R2 |
122-042 |
122-042 |
120-156 |
|
| R1 |
121-048 |
121-048 |
120-105 |
121-205 |
| PP |
120-132 |
120-132 |
120-132 |
120-210 |
| S1 |
119-138 |
119-138 |
120-005 |
119-295 |
| S2 |
118-222 |
118-222 |
119-274 |
|
| S3 |
116-312 |
117-228 |
119-224 |
|
| S4 |
115-082 |
115-318 |
119-073 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
121-125 |
119-125 |
2-000 |
1.7% |
0-290 |
0.8% |
39% |
False |
False |
2,179,738 |
| 10 |
121-125 |
118-120 |
3-005 |
2.5% |
0-211 |
0.5% |
60% |
False |
False |
2,221,187 |
| 20 |
121-125 |
118-105 |
3-020 |
2.5% |
0-163 |
0.4% |
60% |
False |
False |
1,791,048 |
| 40 |
121-125 |
118-105 |
3-020 |
2.5% |
0-138 |
0.4% |
60% |
False |
False |
1,541,763 |
| 60 |
121-125 |
118-105 |
3-020 |
2.5% |
0-139 |
0.4% |
60% |
False |
False |
1,517,342 |
| 80 |
121-125 |
118-105 |
3-020 |
2.5% |
0-150 |
0.4% |
60% |
False |
False |
1,376,837 |
| 100 |
123-045 |
118-105 |
4-260 |
4.0% |
0-154 |
0.4% |
38% |
False |
False |
1,103,672 |
| 120 |
124-110 |
118-105 |
6-005 |
5.0% |
0-137 |
0.4% |
31% |
False |
False |
919,808 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
123-112 |
|
2.618 |
122-090 |
|
1.618 |
121-200 |
|
1.000 |
121-070 |
|
0.618 |
120-310 |
|
HIGH |
120-180 |
|
0.618 |
120-100 |
|
0.500 |
120-075 |
|
0.382 |
120-050 |
|
LOW |
119-290 |
|
0.618 |
119-160 |
|
1.000 |
119-080 |
|
1.618 |
118-270 |
|
2.618 |
118-060 |
|
4.250 |
117-038 |
|
|
| Fisher Pivots for day following 01-Jun-2018 |
| Pivot |
1 day |
3 day |
| R1 |
120-075 |
120-208 |
| PP |
120-068 |
120-157 |
| S1 |
120-062 |
120-106 |
|