ECBOT 10 Year T-Note Future September 2018
| Trading Metrics calculated at close of trading on 11-Jun-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Jun-2018 |
11-Jun-2018 |
Change |
Change % |
Previous Week |
| Open |
119-220 |
119-180 |
-0-040 |
-0.1% |
119-250 |
| High |
119-305 |
119-195 |
-0-110 |
-0.3% |
120-005 |
| Low |
119-145 |
119-110 |
-0-035 |
-0.1% |
119-040 |
| Close |
119-190 |
119-140 |
-0-050 |
-0.1% |
119-190 |
| Range |
0-160 |
0-085 |
-0-075 |
-46.9% |
0-285 |
| ATR |
0-176 |
0-170 |
-0-007 |
-3.7% |
0-000 |
| Volume |
2,042,131 |
1,175,545 |
-866,586 |
-42.4% |
8,791,748 |
|
| Daily Pivots for day following 11-Jun-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
120-083 |
120-037 |
119-187 |
|
| R3 |
119-318 |
119-272 |
119-163 |
|
| R2 |
119-233 |
119-233 |
119-156 |
|
| R1 |
119-187 |
119-187 |
119-148 |
119-168 |
| PP |
119-148 |
119-148 |
119-148 |
119-139 |
| S1 |
119-102 |
119-102 |
119-132 |
119-083 |
| S2 |
119-063 |
119-063 |
119-124 |
|
| S3 |
118-298 |
119-017 |
119-117 |
|
| S4 |
118-213 |
118-252 |
119-093 |
|
|
| Weekly Pivots for week ending 08-Jun-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
122-080 |
121-260 |
120-027 |
|
| R3 |
121-115 |
120-295 |
119-268 |
|
| R2 |
120-150 |
120-150 |
119-242 |
|
| R1 |
120-010 |
120-010 |
119-216 |
119-258 |
| PP |
119-185 |
119-185 |
119-185 |
119-149 |
| S1 |
119-045 |
119-045 |
119-164 |
118-293 |
| S2 |
118-220 |
118-220 |
119-138 |
|
| S3 |
117-255 |
118-080 |
119-112 |
|
| S4 |
116-290 |
117-115 |
119-033 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
120-005 |
119-040 |
0-285 |
0.7% |
0-160 |
0.4% |
35% |
False |
False |
1,724,158 |
| 10 |
121-030 |
119-040 |
1-310 |
1.6% |
0-222 |
0.6% |
16% |
False |
False |
2,041,709 |
| 20 |
121-030 |
117-300 |
3-050 |
2.6% |
0-182 |
0.5% |
48% |
False |
False |
1,286,526 |
| 40 |
121-030 |
117-300 |
3-050 |
2.6% |
0-139 |
0.4% |
48% |
False |
False |
646,614 |
| 60 |
121-035 |
117-300 |
3-055 |
2.7% |
0-128 |
0.3% |
47% |
False |
False |
431,165 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
120-236 |
|
2.618 |
120-098 |
|
1.618 |
120-013 |
|
1.000 |
119-280 |
|
0.618 |
119-248 |
|
HIGH |
119-195 |
|
0.618 |
119-163 |
|
0.500 |
119-153 |
|
0.382 |
119-142 |
|
LOW |
119-110 |
|
0.618 |
119-057 |
|
1.000 |
119-025 |
|
1.618 |
118-292 |
|
2.618 |
118-208 |
|
4.250 |
118-069 |
|
|
| Fisher Pivots for day following 11-Jun-2018 |
| Pivot |
1 day |
3 day |
| R1 |
119-153 |
119-182 |
| PP |
119-148 |
119-168 |
| S1 |
119-144 |
119-154 |
|