ECBOT 10 Year T-Note Future June 2018
| Trading Metrics calculated at close of trading on 08-Jun-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Jun-2018 |
08-Jun-2018 |
Change |
Change % |
Previous Week |
| Open |
119-200 |
119-300 |
0-100 |
0.3% |
120-040 |
| High |
120-100 |
120-085 |
-0-015 |
0.0% |
120-100 |
| Low |
119-155 |
119-255 |
0-100 |
0.3% |
119-155 |
| Close |
119-295 |
119-295 |
0-000 |
0.0% |
119-295 |
| Range |
0-265 |
0-150 |
-0-115 |
-43.4% |
0-265 |
| ATR |
0-176 |
0-174 |
-0-002 |
-1.1% |
0-000 |
| Volume |
21,426 |
16,588 |
-4,838 |
-22.6% |
197,563 |
|
| Daily Pivots for day following 08-Jun-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
121-128 |
121-042 |
120-057 |
|
| R3 |
120-298 |
120-212 |
120-016 |
|
| R2 |
120-148 |
120-148 |
120-003 |
|
| R1 |
120-062 |
120-062 |
119-309 |
120-030 |
| PP |
119-318 |
119-318 |
119-318 |
119-303 |
| S1 |
119-232 |
119-232 |
119-281 |
119-200 |
| S2 |
119-168 |
119-168 |
119-268 |
|
| S3 |
119-018 |
119-082 |
119-254 |
|
| S4 |
118-188 |
118-252 |
119-213 |
|
|
| Weekly Pivots for week ending 08-Jun-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
122-125 |
121-315 |
120-121 |
|
| R3 |
121-180 |
121-050 |
120-048 |
|
| R2 |
120-235 |
120-235 |
120-024 |
|
| R1 |
120-105 |
120-105 |
119-319 |
120-038 |
| PP |
119-290 |
119-290 |
119-290 |
119-256 |
| S1 |
119-160 |
119-160 |
119-271 |
119-093 |
| S2 |
119-025 |
119-025 |
119-246 |
|
| S3 |
118-080 |
118-215 |
119-222 |
|
| S4 |
117-135 |
117-270 |
119-149 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
120-100 |
119-155 |
0-265 |
0.7% |
0-159 |
0.4% |
53% |
False |
False |
39,512 |
| 10 |
121-125 |
119-125 |
2-000 |
1.7% |
0-224 |
0.6% |
27% |
False |
False |
1,109,625 |
| 20 |
121-125 |
118-105 |
3-020 |
2.6% |
0-176 |
0.5% |
52% |
False |
False |
1,513,378 |
| 40 |
121-125 |
118-105 |
3-020 |
2.6% |
0-141 |
0.4% |
52% |
False |
False |
1,385,678 |
| 60 |
121-125 |
118-105 |
3-020 |
2.6% |
0-142 |
0.4% |
52% |
False |
False |
1,404,937 |
| 80 |
121-125 |
118-105 |
3-020 |
2.6% |
0-148 |
0.4% |
52% |
False |
False |
1,377,811 |
| 100 |
122-205 |
118-105 |
4-100 |
3.6% |
0-156 |
0.4% |
37% |
False |
False |
1,105,406 |
| 120 |
124-050 |
118-105 |
5-265 |
4.9% |
0-143 |
0.4% |
27% |
False |
False |
921,454 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
122-082 |
|
2.618 |
121-158 |
|
1.618 |
121-008 |
|
1.000 |
120-235 |
|
0.618 |
120-178 |
|
HIGH |
120-085 |
|
0.618 |
120-028 |
|
0.500 |
120-010 |
|
0.382 |
119-312 |
|
LOW |
119-255 |
|
0.618 |
119-162 |
|
1.000 |
119-105 |
|
1.618 |
119-012 |
|
2.618 |
118-182 |
|
4.250 |
117-258 |
|
|
| Fisher Pivots for day following 08-Jun-2018 |
| Pivot |
1 day |
3 day |
| R1 |
120-010 |
119-293 |
| PP |
119-318 |
119-290 |
| S1 |
119-307 |
119-288 |
|