ECBOT 10 Year T-Note Future June 2018
Trading Metrics calculated at close of trading on 18-Jun-2018 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Jun-2018 |
18-Jun-2018 |
Change |
Change % |
Previous Week |
Open |
119-280 |
119-300 |
0-020 |
0.1% |
119-275 |
High |
120-045 |
120-025 |
-0-020 |
-0.1% |
120-045 |
Low |
119-265 |
119-280 |
0-015 |
0.0% |
119-080 |
Close |
119-285 |
119-290 |
0-005 |
0.0% |
119-285 |
Range |
0-100 |
0-065 |
-0-035 |
-35.0% |
0-285 |
ATR |
0-157 |
0-150 |
-0-007 |
-4.2% |
0-000 |
Volume |
5,683 |
4,250 |
-1,433 |
-25.2% |
56,041 |
|
Daily Pivots for day following 18-Jun-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
120-180 |
120-140 |
120-006 |
|
R3 |
120-115 |
120-075 |
119-308 |
|
R2 |
120-050 |
120-050 |
119-302 |
|
R1 |
120-010 |
120-010 |
119-296 |
119-318 |
PP |
119-305 |
119-305 |
119-305 |
119-299 |
S1 |
119-265 |
119-265 |
119-284 |
119-253 |
S2 |
119-240 |
119-240 |
119-278 |
|
S3 |
119-175 |
119-200 |
119-272 |
|
S4 |
119-110 |
119-135 |
119-254 |
|
|
Weekly Pivots for week ending 15-Jun-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
122-138 |
122-017 |
120-122 |
|
R3 |
121-173 |
121-052 |
120-043 |
|
R2 |
120-208 |
120-208 |
120-017 |
|
R1 |
120-087 |
120-087 |
119-311 |
120-147 |
PP |
119-243 |
119-243 |
119-243 |
119-274 |
S1 |
119-122 |
119-122 |
119-259 |
119-182 |
S2 |
118-278 |
118-278 |
119-233 |
|
S3 |
117-313 |
118-157 |
119-207 |
|
S4 |
117-028 |
117-192 |
119-128 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
120-045 |
119-080 |
0-285 |
0.7% |
0-106 |
0.3% |
74% |
False |
False |
8,549 |
10 |
120-100 |
119-080 |
1-020 |
0.9% |
0-126 |
0.3% |
62% |
False |
False |
18,961 |
20 |
121-125 |
118-210 |
2-235 |
2.3% |
0-167 |
0.4% |
46% |
False |
False |
1,043,055 |
40 |
121-125 |
118-105 |
3-020 |
2.6% |
0-139 |
0.4% |
52% |
False |
False |
1,207,704 |
60 |
121-125 |
118-105 |
3-020 |
2.6% |
0-137 |
0.4% |
52% |
False |
False |
1,260,583 |
80 |
121-125 |
118-105 |
3-020 |
2.6% |
0-142 |
0.4% |
52% |
False |
False |
1,350,946 |
100 |
122-020 |
118-105 |
3-235 |
3.1% |
0-155 |
0.4% |
42% |
False |
False |
1,105,691 |
120 |
123-240 |
118-105 |
5-135 |
4.5% |
0-147 |
0.4% |
29% |
False |
False |
921,949 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
120-301 |
2.618 |
120-195 |
1.618 |
120-130 |
1.000 |
120-090 |
0.618 |
120-065 |
HIGH |
120-025 |
0.618 |
120-000 |
0.500 |
119-312 |
0.382 |
119-305 |
LOW |
119-280 |
0.618 |
119-240 |
1.000 |
119-215 |
1.618 |
119-175 |
2.618 |
119-110 |
4.250 |
119-004 |
|
|
Fisher Pivots for day following 18-Jun-2018 |
Pivot |
1 day |
3 day |
R1 |
119-312 |
119-283 |
PP |
119-305 |
119-275 |
S1 |
119-298 |
119-268 |
|