ECBOT 10 Year T-Note Future September 2018
| Trading Metrics calculated at close of trading on 04-Jun-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Jun-2018 |
04-Jun-2018 |
Change |
Change % |
Previous Week |
| Open |
120-080 |
119-250 |
-0-150 |
-0.4% |
119-165 |
| High |
120-080 |
119-270 |
-0-130 |
-0.3% |
121-030 |
| Low |
119-190 |
119-135 |
-0-055 |
-0.1% |
119-110 |
| Close |
119-270 |
119-160 |
-0-110 |
-0.3% |
119-270 |
| Range |
0-210 |
0-135 |
-0-075 |
-35.7% |
1-240 |
| ATR |
0-177 |
0-174 |
-0-003 |
-1.7% |
0-000 |
| Volume |
2,163,284 |
1,346,499 |
-816,785 |
-37.8% |
10,449,803 |
|
| Daily Pivots for day following 04-Jun-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
120-273 |
120-192 |
119-234 |
|
| R3 |
120-138 |
120-057 |
119-197 |
|
| R2 |
120-003 |
120-003 |
119-185 |
|
| R1 |
119-242 |
119-242 |
119-172 |
119-215 |
| PP |
119-188 |
119-188 |
119-188 |
119-175 |
| S1 |
119-107 |
119-107 |
119-148 |
119-080 |
| S2 |
119-053 |
119-053 |
119-135 |
|
| S3 |
118-238 |
118-292 |
119-123 |
|
| S4 |
118-103 |
118-157 |
119-086 |
|
|
| 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 |
119-110 |
1-240 |
1.5% |
0-284 |
0.7% |
9% |
False |
False |
2,359,260 |
| 10 |
121-030 |
118-090 |
2-260 |
2.4% |
0-212 |
0.6% |
43% |
False |
False |
1,665,105 |
| 20 |
121-030 |
117-300 |
3-050 |
2.6% |
0-164 |
0.4% |
50% |
False |
False |
857,997 |
| 40 |
121-030 |
117-300 |
3-050 |
2.6% |
0-133 |
0.3% |
50% |
False |
False |
431,150 |
| 60 |
121-035 |
117-300 |
3-055 |
2.7% |
0-114 |
0.3% |
49% |
False |
False |
287,485 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
121-204 |
|
2.618 |
120-303 |
|
1.618 |
120-168 |
|
1.000 |
120-085 |
|
0.618 |
120-033 |
|
HIGH |
119-270 |
|
0.618 |
119-218 |
|
0.500 |
119-203 |
|
0.382 |
119-187 |
|
LOW |
119-135 |
|
0.618 |
119-052 |
|
1.000 |
119-000 |
|
1.618 |
118-237 |
|
2.618 |
118-102 |
|
4.250 |
117-201 |
|
|
| Fisher Pivots for day following 04-Jun-2018 |
| Pivot |
1 day |
3 day |
| R1 |
119-203 |
119-303 |
| PP |
119-188 |
119-255 |
| S1 |
119-174 |
119-208 |
|