ECBOT 10 Year T-Note Future September 2018
| Trading Metrics calculated at close of trading on 25-May-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-May-2018 |
25-May-2018 |
Change |
Change % |
Previous Week |
| Open |
119-025 |
119-050 |
0-025 |
0.1% |
118-130 |
| High |
119-120 |
119-215 |
0-095 |
0.2% |
119-215 |
| Low |
118-300 |
119-020 |
0-040 |
0.1% |
118-090 |
| Close |
119-055 |
119-170 |
0-115 |
0.3% |
119-170 |
| Range |
0-140 |
0-195 |
0-055 |
39.3% |
1-125 |
| ATR |
0-120 |
0-125 |
0-005 |
4.5% |
0-000 |
| Volume |
1,975,686 |
1,447,531 |
-528,155 |
-26.7% |
4,854,756 |
|
| Daily Pivots for day following 25-May-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
121-080 |
121-000 |
119-277 |
|
| R3 |
120-205 |
120-125 |
119-224 |
|
| R2 |
120-010 |
120-010 |
119-206 |
|
| R1 |
119-250 |
119-250 |
119-188 |
119-290 |
| PP |
119-135 |
119-135 |
119-135 |
119-155 |
| S1 |
119-055 |
119-055 |
119-152 |
119-095 |
| S2 |
118-260 |
118-260 |
119-134 |
|
| S3 |
118-065 |
118-180 |
119-116 |
|
| S4 |
117-190 |
117-305 |
119-063 |
|
|
| Weekly Pivots for week ending 25-May-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
123-107 |
122-263 |
120-095 |
|
| R3 |
121-302 |
121-138 |
119-292 |
|
| R2 |
120-177 |
120-177 |
119-252 |
|
| R1 |
120-013 |
120-013 |
119-211 |
120-095 |
| PP |
119-052 |
119-052 |
119-052 |
119-093 |
| S1 |
118-208 |
118-208 |
119-129 |
118-290 |
| S2 |
117-247 |
117-247 |
119-088 |
|
| S3 |
116-122 |
117-083 |
119-048 |
|
| S4 |
114-317 |
115-278 |
118-245 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
119-215 |
118-090 |
1-125 |
1.2% |
0-140 |
0.4% |
90% |
True |
False |
970,951 |
| 10 |
119-215 |
117-300 |
1-235 |
1.5% |
0-142 |
0.4% |
92% |
True |
False |
531,344 |
| 20 |
119-215 |
117-300 |
1-235 |
1.5% |
0-117 |
0.3% |
92% |
True |
False |
269,900 |
| 40 |
121-035 |
117-300 |
3-055 |
2.7% |
0-111 |
0.3% |
50% |
False |
False |
136,300 |
| 60 |
121-035 |
117-300 |
3-055 |
2.7% |
0-091 |
0.2% |
50% |
False |
False |
90,881 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
122-084 |
|
2.618 |
121-086 |
|
1.618 |
120-211 |
|
1.000 |
120-090 |
|
0.618 |
120-016 |
|
HIGH |
119-215 |
|
0.618 |
119-141 |
|
0.500 |
119-118 |
|
0.382 |
119-094 |
|
LOW |
119-020 |
|
0.618 |
118-219 |
|
1.000 |
118-145 |
|
1.618 |
118-024 |
|
2.618 |
117-149 |
|
4.250 |
116-151 |
|
|
| Fisher Pivots for day following 25-May-2018 |
| Pivot |
1 day |
3 day |
| R1 |
119-153 |
119-123 |
| PP |
119-135 |
119-075 |
| S1 |
119-118 |
119-028 |
|