ECBOT 10 Year T-Note Future June 2018
| Trading Metrics calculated at close of trading on 05-Jun-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Jun-2018 |
05-Jun-2018 |
Change |
Change % |
Previous Week |
| Open |
120-040 |
119-250 |
-0-110 |
-0.3% |
119-265 |
| High |
120-050 |
120-055 |
0-005 |
0.0% |
121-125 |
| Low |
119-240 |
119-250 |
0-010 |
0.0% |
119-215 |
| Close |
119-265 |
120-010 |
0-065 |
0.2% |
120-055 |
| Range |
0-130 |
0-125 |
-0-005 |
-3.9% |
1-230 |
| ATR |
0-175 |
0-171 |
-0-004 |
-2.0% |
0-000 |
| Volume |
68,235 |
40,028 |
-28,207 |
-41.3% |
8,137,462 |
|
| Daily Pivots for day following 05-Jun-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
121-053 |
120-317 |
120-079 |
|
| R3 |
120-248 |
120-192 |
120-044 |
|
| R2 |
120-123 |
120-123 |
120-033 |
|
| R1 |
120-067 |
120-067 |
120-021 |
120-095 |
| PP |
119-318 |
119-318 |
119-318 |
120-013 |
| S1 |
119-262 |
119-262 |
119-319 |
119-290 |
| S2 |
119-193 |
119-193 |
119-307 |
|
| S3 |
119-068 |
119-137 |
119-296 |
|
| S4 |
118-263 |
119-012 |
119-261 |
|
|
| 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 |
119-240 |
1-205 |
1.4% |
0-197 |
0.5% |
17% |
False |
False |
554,435 |
| 10 |
121-125 |
118-230 |
2-215 |
2.2% |
0-211 |
0.5% |
49% |
False |
False |
1,921,585 |
| 20 |
121-125 |
118-105 |
3-020 |
2.6% |
0-166 |
0.4% |
56% |
False |
False |
1,697,904 |
| 40 |
121-125 |
118-105 |
3-020 |
2.6% |
0-138 |
0.4% |
56% |
False |
False |
1,477,449 |
| 60 |
121-125 |
118-105 |
3-020 |
2.6% |
0-140 |
0.4% |
56% |
False |
False |
1,475,736 |
| 80 |
121-125 |
118-105 |
3-020 |
2.6% |
0-147 |
0.4% |
56% |
False |
False |
1,377,676 |
| 100 |
122-245 |
118-105 |
4-140 |
3.7% |
0-153 |
0.4% |
38% |
False |
False |
1,104,672 |
| 120 |
124-110 |
118-105 |
6-005 |
5.0% |
0-139 |
0.4% |
28% |
False |
False |
920,710 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
121-266 |
|
2.618 |
121-062 |
|
1.618 |
120-257 |
|
1.000 |
120-180 |
|
0.618 |
120-132 |
|
HIGH |
120-055 |
|
0.618 |
120-007 |
|
0.500 |
119-313 |
|
0.382 |
119-298 |
|
LOW |
119-250 |
|
0.618 |
119-173 |
|
1.000 |
119-125 |
|
1.618 |
119-048 |
|
2.618 |
118-243 |
|
4.250 |
118-039 |
|
|
| Fisher Pivots for day following 05-Jun-2018 |
| Pivot |
1 day |
3 day |
| R1 |
120-004 |
120-050 |
| PP |
119-318 |
120-037 |
| S1 |
119-313 |
120-023 |
|