ECBOT 10 Year T-Note Future September 2018
| Trading Metrics calculated at close of trading on 13-Jun-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Jun-2018 |
13-Jun-2018 |
Change |
Change % |
Previous Week |
| Open |
119-140 |
119-120 |
-0-020 |
-0.1% |
119-250 |
| High |
119-175 |
119-150 |
-0-025 |
-0.1% |
120-005 |
| Low |
119-075 |
118-295 |
-0-100 |
-0.3% |
119-040 |
| Close |
119-130 |
119-060 |
-0-070 |
-0.2% |
119-190 |
| Range |
0-100 |
0-175 |
0-075 |
75.0% |
0-285 |
| ATR |
0-165 |
0-166 |
0-001 |
0.4% |
0-000 |
| Volume |
1,236,771 |
1,501,977 |
265,206 |
21.4% |
8,791,748 |
|
| Daily Pivots for day following 13-Jun-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
120-267 |
120-178 |
119-156 |
|
| R3 |
120-092 |
120-003 |
119-108 |
|
| R2 |
119-237 |
119-237 |
119-092 |
|
| R1 |
119-148 |
119-148 |
119-076 |
119-105 |
| PP |
119-062 |
119-062 |
119-062 |
119-040 |
| S1 |
118-293 |
118-293 |
119-044 |
118-250 |
| S2 |
118-207 |
118-207 |
119-028 |
|
| S3 |
118-032 |
118-118 |
119-012 |
|
| S4 |
117-177 |
117-263 |
118-284 |
|
|
| 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 |
118-295 |
1-030 |
0.9% |
0-161 |
0.4% |
24% |
False |
True |
1,620,459 |
| 10 |
120-150 |
118-295 |
1-175 |
1.3% |
0-159 |
0.4% |
17% |
False |
True |
1,750,822 |
| 20 |
121-030 |
117-300 |
3-050 |
2.6% |
0-179 |
0.5% |
40% |
False |
False |
1,413,063 |
| 40 |
121-030 |
117-300 |
3-050 |
2.6% |
0-142 |
0.4% |
40% |
False |
False |
715,015 |
| 60 |
121-035 |
117-300 |
3-055 |
2.7% |
0-132 |
0.3% |
39% |
False |
False |
476,811 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
121-254 |
|
2.618 |
120-288 |
|
1.618 |
120-113 |
|
1.000 |
120-005 |
|
0.618 |
119-258 |
|
HIGH |
119-150 |
|
0.618 |
119-083 |
|
0.500 |
119-063 |
|
0.382 |
119-042 |
|
LOW |
118-295 |
|
0.618 |
118-187 |
|
1.000 |
118-120 |
|
1.618 |
118-012 |
|
2.618 |
117-157 |
|
4.250 |
116-191 |
|
|
| Fisher Pivots for day following 13-Jun-2018 |
| Pivot |
1 day |
3 day |
| R1 |
119-063 |
119-085 |
| PP |
119-062 |
119-077 |
| S1 |
119-061 |
119-068 |
|