ECBOT 10 Year T-Note Future September 2018
| Trading Metrics calculated at close of trading on 14-Jun-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Jun-2018 |
14-Jun-2018 |
Change |
Change % |
Previous Week |
| Open |
119-120 |
119-085 |
-0-035 |
-0.1% |
119-250 |
| High |
119-150 |
119-185 |
0-035 |
0.1% |
120-005 |
| Low |
118-295 |
119-060 |
0-085 |
0.2% |
119-040 |
| Close |
119-060 |
119-140 |
0-080 |
0.2% |
119-190 |
| Range |
0-175 |
0-125 |
-0-050 |
-28.6% |
0-285 |
| ATR |
0-166 |
0-163 |
-0-003 |
-1.8% |
0-000 |
| Volume |
1,501,977 |
1,604,785 |
102,808 |
6.8% |
8,791,748 |
|
| Daily Pivots for day following 14-Jun-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
120-183 |
120-127 |
119-209 |
|
| R3 |
120-058 |
120-002 |
119-174 |
|
| R2 |
119-253 |
119-253 |
119-163 |
|
| R1 |
119-197 |
119-197 |
119-151 |
119-225 |
| PP |
119-128 |
119-128 |
119-128 |
119-142 |
| S1 |
119-072 |
119-072 |
119-129 |
119-100 |
| S2 |
119-003 |
119-003 |
119-117 |
|
| S3 |
118-198 |
118-267 |
119-106 |
|
| S4 |
118-073 |
118-142 |
119-071 |
|
|
| 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 |
119-305 |
118-295 |
1-010 |
0.9% |
0-129 |
0.3% |
50% |
False |
False |
1,512,241 |
| 10 |
120-080 |
118-295 |
1-105 |
1.1% |
0-154 |
0.4% |
39% |
False |
False |
1,647,411 |
| 20 |
121-030 |
117-300 |
3-050 |
2.6% |
0-179 |
0.5% |
48% |
False |
False |
1,489,569 |
| 40 |
121-030 |
117-300 |
3-050 |
2.6% |
0-142 |
0.4% |
48% |
False |
False |
755,060 |
| 60 |
121-035 |
117-300 |
3-055 |
2.7% |
0-134 |
0.4% |
47% |
False |
False |
503,557 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
121-076 |
|
2.618 |
120-192 |
|
1.618 |
120-067 |
|
1.000 |
119-310 |
|
0.618 |
119-262 |
|
HIGH |
119-185 |
|
0.618 |
119-137 |
|
0.500 |
119-122 |
|
0.382 |
119-108 |
|
LOW |
119-060 |
|
0.618 |
118-303 |
|
1.000 |
118-255 |
|
1.618 |
118-178 |
|
2.618 |
118-053 |
|
4.250 |
117-169 |
|
|
| Fisher Pivots for day following 14-Jun-2018 |
| Pivot |
1 day |
3 day |
| R1 |
119-134 |
119-120 |
| PP |
119-128 |
119-100 |
| S1 |
119-122 |
119-080 |
|