ECBOT 10 Year T-Note Future September 2018
| Trading Metrics calculated at close of trading on 18-Jun-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Jun-2018 |
18-Jun-2018 |
Change |
Change % |
Previous Week |
| Open |
119-150 |
119-195 |
0-045 |
0.1% |
119-180 |
| High |
119-275 |
119-250 |
-0-025 |
-0.1% |
119-275 |
| Low |
119-145 |
119-180 |
0-035 |
0.1% |
118-295 |
| Close |
119-190 |
119-190 |
0-000 |
0.0% |
119-190 |
| Range |
0-130 |
0-070 |
-0-060 |
-46.1% |
0-300 |
| ATR |
0-161 |
0-154 |
-0-006 |
-4.0% |
0-000 |
| Volume |
1,634,656 |
917,718 |
-716,938 |
-43.9% |
7,153,734 |
|
| Daily Pivots for day following 18-Jun-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
120-097 |
120-053 |
119-229 |
|
| R3 |
120-027 |
119-303 |
119-209 |
|
| R2 |
119-277 |
119-277 |
119-203 |
|
| R1 |
119-233 |
119-233 |
119-196 |
119-220 |
| PP |
119-207 |
119-207 |
119-207 |
119-200 |
| S1 |
119-163 |
119-163 |
119-184 |
119-150 |
| S2 |
119-137 |
119-137 |
119-177 |
|
| S3 |
119-067 |
119-093 |
119-171 |
|
| S4 |
118-317 |
119-023 |
119-152 |
|
|
| Weekly Pivots for week ending 15-Jun-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
122-087 |
121-278 |
120-035 |
|
| R3 |
121-107 |
120-298 |
119-273 |
|
| R2 |
120-127 |
120-127 |
119-245 |
|
| R1 |
119-318 |
119-318 |
119-218 |
120-063 |
| PP |
119-147 |
119-147 |
119-147 |
119-179 |
| S1 |
119-018 |
119-018 |
119-163 |
119-083 |
| S2 |
118-167 |
118-167 |
119-135 |
|
| S3 |
117-187 |
118-038 |
119-108 |
|
| S4 |
116-207 |
117-058 |
119-025 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
119-275 |
118-295 |
0-300 |
0.8% |
0-120 |
0.3% |
72% |
False |
False |
1,379,181 |
| 10 |
120-005 |
118-295 |
1-030 |
0.9% |
0-140 |
0.4% |
61% |
False |
False |
1,551,670 |
| 20 |
121-030 |
118-090 |
2-260 |
2.4% |
0-176 |
0.5% |
47% |
False |
False |
1,608,387 |
| 40 |
121-030 |
117-300 |
3-050 |
2.6% |
0-140 |
0.4% |
52% |
False |
False |
818,623 |
| 60 |
121-035 |
117-300 |
3-055 |
2.7% |
0-132 |
0.3% |
52% |
False |
False |
546,085 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
120-228 |
|
2.618 |
120-113 |
|
1.618 |
120-043 |
|
1.000 |
120-000 |
|
0.618 |
119-293 |
|
HIGH |
119-250 |
|
0.618 |
119-223 |
|
0.500 |
119-215 |
|
0.382 |
119-207 |
|
LOW |
119-180 |
|
0.618 |
119-137 |
|
1.000 |
119-110 |
|
1.618 |
119-067 |
|
2.618 |
118-317 |
|
4.250 |
118-202 |
|
|
| Fisher Pivots for day following 18-Jun-2018 |
| Pivot |
1 day |
3 day |
| R1 |
119-215 |
119-183 |
| PP |
119-207 |
119-175 |
| S1 |
119-198 |
119-168 |
|