ECBOT 10 Year T-Note Future June 2018
| Trading Metrics calculated at close of trading on 06-Jun-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Jun-2018 |
06-Jun-2018 |
Change |
Change % |
Previous Week |
| Open |
119-250 |
119-305 |
0-055 |
0.1% |
119-265 |
| High |
120-055 |
119-310 |
-0-065 |
-0.2% |
121-125 |
| Low |
119-250 |
119-185 |
-0-065 |
-0.2% |
119-215 |
| Close |
120-010 |
119-200 |
-0-130 |
-0.3% |
120-055 |
| Range |
0-125 |
0-125 |
0-000 |
0.0% |
1-230 |
| ATR |
0-171 |
0-170 |
-0-002 |
-1.1% |
0-000 |
| Volume |
40,028 |
51,286 |
11,258 |
28.1% |
8,137,462 |
|
| Daily Pivots for day following 06-Jun-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
120-287 |
120-208 |
119-269 |
|
| R3 |
120-162 |
120-083 |
119-234 |
|
| R2 |
120-037 |
120-037 |
119-223 |
|
| R1 |
119-278 |
119-278 |
119-211 |
119-255 |
| PP |
119-232 |
119-232 |
119-232 |
119-220 |
| S1 |
119-153 |
119-153 |
119-189 |
119-130 |
| S2 |
119-107 |
119-107 |
119-177 |
|
| S3 |
118-302 |
119-028 |
119-166 |
|
| S4 |
118-177 |
118-223 |
119-131 |
|
|
| 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 |
120-245 |
119-185 |
1-060 |
1.0% |
0-150 |
0.4% |
4% |
False |
True |
126,754 |
| 10 |
121-125 |
118-270 |
2-175 |
2.1% |
0-216 |
0.6% |
31% |
False |
False |
1,772,559 |
| 20 |
121-125 |
118-105 |
3-020 |
2.6% |
0-167 |
0.4% |
42% |
False |
False |
1,640,061 |
| 40 |
121-125 |
118-105 |
3-020 |
2.6% |
0-139 |
0.4% |
42% |
False |
False |
1,449,715 |
| 60 |
121-125 |
118-105 |
3-020 |
2.6% |
0-140 |
0.4% |
42% |
False |
False |
1,460,445 |
| 80 |
121-125 |
118-105 |
3-020 |
2.6% |
0-146 |
0.4% |
42% |
False |
False |
1,378,059 |
| 100 |
122-245 |
118-105 |
4-140 |
3.7% |
0-154 |
0.4% |
29% |
False |
False |
1,105,140 |
| 120 |
124-110 |
118-105 |
6-005 |
5.0% |
0-140 |
0.4% |
22% |
False |
False |
921,138 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
121-201 |
|
2.618 |
120-317 |
|
1.618 |
120-192 |
|
1.000 |
120-115 |
|
0.618 |
120-067 |
|
HIGH |
119-310 |
|
0.618 |
119-262 |
|
0.500 |
119-248 |
|
0.382 |
119-233 |
|
LOW |
119-185 |
|
0.618 |
119-108 |
|
1.000 |
119-060 |
|
1.618 |
118-303 |
|
2.618 |
118-178 |
|
4.250 |
117-294 |
|
|
| Fisher Pivots for day following 06-Jun-2018 |
| Pivot |
1 day |
3 day |
| R1 |
119-248 |
119-280 |
| PP |
119-232 |
119-253 |
| S1 |
119-216 |
119-227 |
|