ECBOT 10 Year T-Note Future September 2018
| Trading Metrics calculated at close of trading on 01-Jun-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
31-May-2018 |
01-Jun-2018 |
Change |
Change % |
Previous Week |
| Open |
120-070 |
120-080 |
0-010 |
0.0% |
119-165 |
| High |
120-150 |
120-080 |
-0-070 |
-0.2% |
121-030 |
| Low |
119-300 |
119-190 |
-0-110 |
-0.3% |
119-110 |
| Close |
120-140 |
119-270 |
-0-190 |
-0.5% |
119-270 |
| Range |
0-170 |
0-210 |
0-040 |
23.5% |
1-240 |
| ATR |
0-170 |
0-177 |
0-007 |
4.2% |
0-000 |
| Volume |
2,638,899 |
2,163,284 |
-475,615 |
-18.0% |
10,449,803 |
|
| Daily Pivots for day following 01-Jun-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
121-277 |
121-163 |
120-066 |
|
| R3 |
121-067 |
120-273 |
120-008 |
|
| R2 |
120-177 |
120-177 |
119-309 |
|
| R1 |
120-063 |
120-063 |
119-289 |
120-015 |
| PP |
119-287 |
119-287 |
119-287 |
119-263 |
| S1 |
119-173 |
119-173 |
119-251 |
119-125 |
| S2 |
119-077 |
119-077 |
119-232 |
|
| S3 |
118-187 |
118-283 |
119-212 |
|
| S4 |
117-297 |
118-073 |
119-155 |
|
|
| Weekly Pivots for week ending 01-Jun-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
125-110 |
124-110 |
120-258 |
|
| R3 |
123-190 |
122-190 |
120-104 |
|
| R2 |
121-270 |
121-270 |
120-053 |
|
| R1 |
120-270 |
120-270 |
120-001 |
121-110 |
| PP |
120-030 |
120-030 |
120-030 |
120-110 |
| S1 |
119-030 |
119-030 |
119-219 |
119-190 |
| S2 |
118-110 |
118-110 |
119-167 |
|
| S3 |
116-190 |
117-110 |
119-116 |
|
| S4 |
114-270 |
115-190 |
118-282 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
121-030 |
119-020 |
2-010 |
1.7% |
0-296 |
0.8% |
38% |
False |
False |
2,379,466 |
| 10 |
121-030 |
117-315 |
3-035 |
2.6% |
0-216 |
0.6% |
60% |
False |
False |
1,539,844 |
| 20 |
121-030 |
117-300 |
3-050 |
2.6% |
0-164 |
0.4% |
60% |
False |
False |
791,020 |
| 40 |
121-030 |
117-300 |
3-050 |
2.6% |
0-133 |
0.3% |
60% |
False |
False |
397,513 |
| 60 |
121-035 |
117-300 |
3-055 |
2.6% |
0-112 |
0.3% |
60% |
False |
False |
265,044 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
123-012 |
|
2.618 |
121-310 |
|
1.618 |
121-100 |
|
1.000 |
120-290 |
|
0.618 |
120-210 |
|
HIGH |
120-080 |
|
0.618 |
120-000 |
|
0.500 |
119-295 |
|
0.382 |
119-270 |
|
LOW |
119-190 |
|
0.618 |
119-060 |
|
1.000 |
118-300 |
|
1.618 |
118-170 |
|
2.618 |
117-280 |
|
4.250 |
116-258 |
|
|
| Fisher Pivots for day following 01-Jun-2018 |
| Pivot |
1 day |
3 day |
| R1 |
119-295 |
120-110 |
| PP |
119-287 |
120-057 |
| S1 |
119-278 |
120-003 |
|