ECBOT 10 Year T-Note Future June 2018
Trading Metrics calculated at close of trading on 12-Jun-2018 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Jun-2018 |
12-Jun-2018 |
Change |
Change % |
Previous Week |
Open |
119-275 |
119-245 |
-0-030 |
-0.1% |
120-040 |
High |
119-285 |
119-270 |
-0-015 |
0.0% |
120-100 |
Low |
119-215 |
119-180 |
-0-035 |
-0.1% |
119-155 |
Close |
119-245 |
119-235 |
-0-010 |
0.0% |
119-295 |
Range |
0-070 |
0-090 |
0-020 |
28.6% |
0-265 |
ATR |
0-168 |
0-162 |
-0-006 |
-3.3% |
0-000 |
Volume |
17,545 |
6,225 |
-11,320 |
-64.5% |
197,563 |
|
Daily Pivots for day following 12-Jun-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
120-178 |
120-137 |
119-285 |
|
R3 |
120-088 |
120-047 |
119-260 |
|
R2 |
119-318 |
119-318 |
119-252 |
|
R1 |
119-277 |
119-277 |
119-243 |
119-253 |
PP |
119-228 |
119-228 |
119-228 |
119-216 |
S1 |
119-187 |
119-187 |
119-227 |
119-162 |
S2 |
119-138 |
119-138 |
119-219 |
|
S3 |
119-048 |
119-097 |
119-210 |
|
S4 |
118-278 |
119-007 |
119-185 |
|
|
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% |
0-140 |
0.4% |
30% |
False |
False |
22,614 |
10 |
121-125 |
119-155 |
1-290 |
1.6% |
0-168 |
0.4% |
13% |
False |
False |
288,524 |
20 |
121-125 |
118-105 |
3-020 |
2.6% |
0-175 |
0.5% |
46% |
False |
False |
1,417,426 |
40 |
121-125 |
118-105 |
3-020 |
2.6% |
0-141 |
0.4% |
46% |
False |
False |
1,333,528 |
60 |
121-125 |
118-105 |
3-020 |
2.6% |
0-141 |
0.4% |
46% |
False |
False |
1,366,682 |
80 |
121-125 |
118-105 |
3-020 |
2.6% |
0-144 |
0.4% |
46% |
False |
False |
1,376,068 |
100 |
122-020 |
118-105 |
3-235 |
3.1% |
0-155 |
0.4% |
38% |
False |
False |
1,105,593 |
120 |
123-240 |
118-105 |
5-135 |
4.5% |
0-145 |
0.4% |
26% |
False |
False |
921,653 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
121-013 |
2.618 |
120-186 |
1.618 |
120-096 |
1.000 |
120-040 |
0.618 |
120-006 |
HIGH |
119-270 |
0.618 |
119-236 |
0.500 |
119-225 |
0.382 |
119-214 |
LOW |
119-180 |
0.618 |
119-124 |
1.000 |
119-090 |
1.618 |
119-034 |
2.618 |
118-264 |
4.250 |
118-117 |
|
|
Fisher Pivots for day following 12-Jun-2018 |
Pivot |
1 day |
3 day |
R1 |
119-232 |
119-292 |
PP |
119-228 |
119-273 |
S1 |
119-225 |
119-254 |
|