ECBOT 10 Year T-Note Future September 2018
| Trading Metrics calculated at close of trading on 06-Jun-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Jun-2018 |
06-Jun-2018 |
Change |
Change % |
Previous Week |
| Open |
119-140 |
119-200 |
0-060 |
0.2% |
119-165 |
| High |
119-270 |
119-215 |
-0-055 |
-0.1% |
121-030 |
| Low |
119-140 |
119-075 |
-0-065 |
-0.2% |
119-110 |
| Close |
119-225 |
119-090 |
-0-135 |
-0.4% |
119-270 |
| Range |
0-130 |
0-140 |
0-010 |
7.7% |
1-240 |
| ATR |
0-171 |
0-169 |
-0-001 |
-0.9% |
0-000 |
| Volume |
1,653,378 |
1,603,866 |
-49,512 |
-3.0% |
10,449,803 |
|
| Daily Pivots for day following 06-Jun-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
120-227 |
120-138 |
119-167 |
|
| R3 |
120-087 |
119-318 |
119-129 |
|
| R2 |
119-267 |
119-267 |
119-116 |
|
| R1 |
119-178 |
119-178 |
119-103 |
119-153 |
| PP |
119-127 |
119-127 |
119-127 |
119-114 |
| S1 |
119-038 |
119-038 |
119-077 |
119-013 |
| S2 |
118-307 |
118-307 |
119-064 |
|
| S3 |
118-167 |
118-218 |
119-052 |
|
| S4 |
118-027 |
118-078 |
119-013 |
|
|
| 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 |
120-150 |
119-075 |
1-075 |
1.0% |
0-157 |
0.4% |
4% |
False |
True |
1,881,185 |
| 10 |
121-030 |
118-160 |
2-190 |
2.2% |
0-222 |
0.6% |
30% |
False |
False |
1,919,818 |
| 20 |
121-030 |
117-300 |
3-050 |
2.6% |
0-170 |
0.4% |
43% |
False |
False |
1,020,420 |
| 40 |
121-030 |
117-300 |
3-050 |
2.6% |
0-136 |
0.4% |
43% |
False |
False |
512,566 |
| 60 |
121-035 |
117-300 |
3-055 |
2.7% |
0-119 |
0.3% |
42% |
False |
False |
341,773 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
121-170 |
|
2.618 |
120-262 |
|
1.618 |
120-122 |
|
1.000 |
120-035 |
|
0.618 |
119-302 |
|
HIGH |
119-215 |
|
0.618 |
119-162 |
|
0.500 |
119-145 |
|
0.382 |
119-128 |
|
LOW |
119-075 |
|
0.618 |
118-308 |
|
1.000 |
118-255 |
|
1.618 |
118-168 |
|
2.618 |
118-028 |
|
4.250 |
117-120 |
|
|
| Fisher Pivots for day following 06-Jun-2018 |
| Pivot |
1 day |
3 day |
| R1 |
119-145 |
119-173 |
| PP |
119-127 |
119-145 |
| S1 |
119-108 |
119-118 |
|