ECBOT 10 Year T-Note Future June 2018
Trading Metrics calculated at close of trading on 11-Jun-2018 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Jun-2018 |
11-Jun-2018 |
Change |
Change % |
Previous Week |
Open |
119-300 |
119-275 |
-0-025 |
-0.1% |
120-040 |
High |
120-085 |
119-285 |
-0-120 |
-0.3% |
120-100 |
Low |
119-255 |
119-215 |
-0-040 |
-0.1% |
119-155 |
Close |
119-295 |
119-245 |
-0-050 |
-0.1% |
119-295 |
Range |
0-150 |
0-070 |
-0-080 |
-53.3% |
0-265 |
ATR |
0-174 |
0-168 |
-0-007 |
-3.9% |
0-000 |
Volume |
16,588 |
17,545 |
957 |
5.8% |
197,563 |
|
Daily Pivots for day following 11-Jun-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
120-138 |
120-102 |
119-283 |
|
R3 |
120-068 |
120-032 |
119-264 |
|
R2 |
119-318 |
119-318 |
119-258 |
|
R1 |
119-282 |
119-282 |
119-251 |
119-265 |
PP |
119-248 |
119-248 |
119-248 |
119-240 |
S1 |
119-212 |
119-212 |
119-239 |
119-195 |
S2 |
119-178 |
119-178 |
119-232 |
|
S3 |
119-108 |
119-142 |
119-226 |
|
S4 |
119-038 |
119-072 |
119-207 |
|
|
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% |
0-147 |
0.4% |
34% |
False |
False |
29,374 |
10 |
121-125 |
119-155 |
1-290 |
1.6% |
0-211 |
0.6% |
15% |
False |
False |
835,257 |
20 |
121-125 |
118-105 |
3-020 |
2.6% |
0-176 |
0.5% |
47% |
False |
False |
1,463,329 |
40 |
121-125 |
118-105 |
3-020 |
2.6% |
0-141 |
0.4% |
47% |
False |
False |
1,358,076 |
60 |
121-125 |
118-105 |
3-020 |
2.6% |
0-141 |
0.4% |
47% |
False |
False |
1,383,274 |
80 |
121-125 |
118-105 |
3-020 |
2.6% |
0-145 |
0.4% |
47% |
False |
False |
1,377,196 |
100 |
122-050 |
118-105 |
3-265 |
3.2% |
0-155 |
0.4% |
38% |
False |
False |
1,105,563 |
120 |
123-310 |
118-105 |
5-205 |
4.7% |
0-144 |
0.4% |
25% |
False |
False |
921,601 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
120-262 |
2.618 |
120-148 |
1.618 |
120-078 |
1.000 |
120-035 |
0.618 |
120-008 |
HIGH |
119-285 |
0.618 |
119-258 |
0.500 |
119-250 |
0.382 |
119-242 |
LOW |
119-215 |
0.618 |
119-172 |
1.000 |
119-145 |
1.618 |
119-102 |
2.618 |
119-032 |
4.250 |
118-238 |
|
|
Fisher Pivots for day following 11-Jun-2018 |
Pivot |
1 day |
3 day |
R1 |
119-250 |
119-288 |
PP |
119-248 |
119-273 |
S1 |
119-247 |
119-259 |
|