ECBOT 10 Year T-Note Future June 2018
Trading Metrics calculated at close of trading on 20-Jun-2018 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Jun-2018 |
20-Jun-2018 |
Change |
Change % |
Previous Week |
Open |
119-305 |
120-040 |
0-055 |
0.1% |
119-275 |
High |
120-155 |
120-080 |
-0-075 |
-0.2% |
120-045 |
Low |
119-305 |
119-310 |
0-005 |
0.0% |
119-080 |
Close |
120-045 |
119-310 |
-0-055 |
-0.1% |
119-285 |
Range |
0-170 |
0-090 |
-0-080 |
-47.1% |
0-285 |
ATR |
0-153 |
0-148 |
-0-004 |
-2.9% |
0-000 |
Volume |
5,995 |
2,176 |
-3,819 |
-63.7% |
56,041 |
|
Daily Pivots for day following 20-Jun-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
120-290 |
120-230 |
120-040 |
|
R3 |
120-200 |
120-140 |
120-015 |
|
R2 |
120-110 |
120-110 |
120-007 |
|
R1 |
120-050 |
120-050 |
119-318 |
120-035 |
PP |
120-020 |
120-020 |
120-020 |
120-013 |
S1 |
119-280 |
119-280 |
119-302 |
119-265 |
S2 |
119-250 |
119-250 |
119-294 |
|
S3 |
119-160 |
119-190 |
119-285 |
|
S4 |
119-070 |
119-100 |
119-261 |
|
|
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 |
120-155 |
119-170 |
0-305 |
0.8% |
0-107 |
0.3% |
46% |
False |
False |
4,881 |
10 |
120-155 |
119-080 |
1-075 |
1.0% |
0-127 |
0.3% |
58% |
False |
False |
10,647 |
20 |
121-125 |
118-270 |
2-175 |
2.1% |
0-172 |
0.4% |
44% |
False |
False |
891,603 |
40 |
121-125 |
118-105 |
3-020 |
2.6% |
0-140 |
0.4% |
54% |
False |
False |
1,132,648 |
60 |
121-125 |
118-105 |
3-020 |
2.6% |
0-137 |
0.4% |
54% |
False |
False |
1,208,986 |
80 |
121-125 |
118-105 |
3-020 |
2.6% |
0-141 |
0.4% |
54% |
False |
False |
1,302,419 |
100 |
122-020 |
118-105 |
3-235 |
3.1% |
0-154 |
0.4% |
44% |
False |
False |
1,105,502 |
120 |
123-240 |
118-105 |
5-135 |
4.5% |
0-147 |
0.4% |
30% |
False |
False |
922,014 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
121-142 |
2.618 |
120-316 |
1.618 |
120-226 |
1.000 |
120-170 |
0.618 |
120-136 |
HIGH |
120-080 |
0.618 |
120-046 |
0.500 |
120-035 |
0.382 |
120-024 |
LOW |
119-310 |
0.618 |
119-254 |
1.000 |
119-220 |
1.618 |
119-164 |
2.618 |
119-074 |
4.250 |
118-248 |
|
|
Fisher Pivots for day following 20-Jun-2018 |
Pivot |
1 day |
3 day |
R1 |
120-035 |
120-058 |
PP |
120-020 |
120-035 |
S1 |
120-005 |
120-013 |
|