ECBOT 10 Year T-Note Future June 2018
| Trading Metrics calculated at close of trading on 04-Jun-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Jun-2018 |
04-Jun-2018 |
Change |
Change % |
Previous Week |
| Open |
120-175 |
120-040 |
-0-135 |
-0.3% |
119-265 |
| High |
120-180 |
120-050 |
-0-130 |
-0.3% |
121-125 |
| Low |
119-290 |
119-240 |
-0-050 |
-0.1% |
119-215 |
| Close |
120-055 |
119-265 |
-0-110 |
-0.3% |
120-055 |
| Range |
0-210 |
0-130 |
-0-080 |
-38.1% |
1-230 |
| ATR |
0-178 |
0-175 |
-0-003 |
-1.7% |
0-000 |
| Volume |
126,455 |
68,235 |
-58,220 |
-46.0% |
8,137,462 |
|
| Daily Pivots for day following 04-Jun-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
121-042 |
120-283 |
120-017 |
|
| R3 |
120-232 |
120-153 |
119-301 |
|
| R2 |
120-102 |
120-102 |
119-289 |
|
| R1 |
120-023 |
120-023 |
119-277 |
119-318 |
| PP |
119-292 |
119-292 |
119-292 |
119-279 |
| S1 |
119-213 |
119-213 |
119-253 |
119-187 |
| S2 |
119-162 |
119-162 |
119-241 |
|
| S3 |
119-032 |
119-083 |
119-229 |
|
| S4 |
118-222 |
118-273 |
119-193 |
|
|
| 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 |
119-215 |
1-230 |
1.4% |
0-276 |
0.7% |
9% |
False |
False |
1,641,139 |
| 10 |
121-125 |
118-210 |
2-235 |
2.3% |
0-207 |
0.5% |
43% |
False |
False |
2,067,148 |
| 20 |
121-125 |
118-105 |
3-020 |
2.6% |
0-163 |
0.4% |
49% |
False |
False |
1,727,576 |
| 40 |
121-125 |
118-105 |
3-020 |
2.6% |
0-137 |
0.4% |
49% |
False |
False |
1,501,948 |
| 60 |
121-125 |
118-105 |
3-020 |
2.6% |
0-140 |
0.4% |
49% |
False |
False |
1,497,544 |
| 80 |
121-125 |
118-105 |
3-020 |
2.6% |
0-149 |
0.4% |
49% |
False |
False |
1,377,450 |
| 100 |
122-245 |
118-105 |
4-140 |
3.7% |
0-153 |
0.4% |
34% |
False |
False |
1,104,301 |
| 120 |
124-110 |
118-105 |
6-005 |
5.0% |
0-138 |
0.4% |
25% |
False |
False |
920,377 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
121-283 |
|
2.618 |
121-070 |
|
1.618 |
120-260 |
|
1.000 |
120-180 |
|
0.618 |
120-130 |
|
HIGH |
120-050 |
|
0.618 |
120-000 |
|
0.500 |
119-305 |
|
0.382 |
119-290 |
|
LOW |
119-240 |
|
0.618 |
119-160 |
|
1.000 |
119-110 |
|
1.618 |
119-030 |
|
2.618 |
118-220 |
|
4.250 |
118-007 |
|
|
| Fisher Pivots for day following 04-Jun-2018 |
| Pivot |
1 day |
3 day |
| R1 |
119-305 |
120-082 |
| PP |
119-292 |
120-037 |
| S1 |
119-278 |
119-311 |
|