ECBOT 10 Year T-Note Future September 2018
| Trading Metrics calculated at close of trading on 30-May-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-May-2018 |
30-May-2018 |
Change |
Change % |
Previous Week |
| Open |
119-165 |
120-295 |
1-130 |
1.2% |
118-130 |
| High |
121-000 |
121-030 |
0-030 |
0.1% |
119-215 |
| Low |
119-110 |
119-295 |
0-185 |
0.5% |
118-090 |
| Close |
120-300 |
120-095 |
-0-205 |
-0.5% |
119-170 |
| Range |
1-210 |
1-055 |
-0-155 |
-29.2% |
1-125 |
| ATR |
0-154 |
0-170 |
0-016 |
10.2% |
0-000 |
| Volume |
3,481,293 |
2,166,327 |
-1,314,966 |
-37.8% |
4,854,756 |
|
| Daily Pivots for day following 30-May-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
123-305 |
123-095 |
120-301 |
|
| R3 |
122-250 |
122-040 |
120-198 |
|
| R2 |
121-195 |
121-195 |
120-164 |
|
| R1 |
120-305 |
120-305 |
120-129 |
120-223 |
| PP |
120-140 |
120-140 |
120-140 |
120-099 |
| S1 |
119-250 |
119-250 |
120-061 |
119-168 |
| S2 |
119-085 |
119-085 |
120-026 |
|
| S3 |
118-030 |
118-195 |
119-312 |
|
| S4 |
116-295 |
117-140 |
119-209 |
|
|
| 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 |
121-030 |
118-160 |
2-190 |
2.2% |
0-287 |
0.7% |
69% |
True |
False |
1,958,451 |
| 10 |
121-030 |
117-300 |
3-050 |
2.6% |
0-198 |
0.5% |
75% |
True |
False |
1,075,304 |
| 20 |
121-030 |
117-300 |
3-050 |
2.6% |
0-156 |
0.4% |
75% |
True |
False |
551,679 |
| 40 |
121-030 |
117-300 |
3-050 |
2.6% |
0-129 |
0.3% |
75% |
True |
False |
277,470 |
| 60 |
121-035 |
117-300 |
3-055 |
2.6% |
0-106 |
0.3% |
74% |
False |
False |
185,008 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
126-024 |
|
2.618 |
124-052 |
|
1.618 |
122-317 |
|
1.000 |
122-085 |
|
0.618 |
121-262 |
|
HIGH |
121-030 |
|
0.618 |
120-207 |
|
0.500 |
120-163 |
|
0.382 |
120-118 |
|
LOW |
119-295 |
|
0.618 |
119-063 |
|
1.000 |
118-240 |
|
1.618 |
118-008 |
|
2.618 |
116-273 |
|
4.250 |
114-301 |
|
|
| Fisher Pivots for day following 30-May-2018 |
| Pivot |
1 day |
3 day |
| R1 |
120-163 |
120-072 |
| PP |
120-140 |
120-048 |
| S1 |
120-118 |
120-025 |
|