ECBOT 10 Year T-Note Future September 2018
Trading Metrics calculated at close of trading on 19-Jun-2018 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Jun-2018 |
19-Jun-2018 |
Change |
Change % |
Previous Week |
Open |
119-195 |
119-215 |
0-020 |
0.1% |
119-180 |
High |
119-250 |
120-060 |
0-130 |
0.3% |
119-275 |
Low |
119-180 |
119-210 |
0-030 |
0.1% |
118-295 |
Close |
119-190 |
119-270 |
0-080 |
0.2% |
119-190 |
Range |
0-070 |
0-170 |
0-100 |
142.8% |
0-300 |
ATR |
0-154 |
0-157 |
0-003 |
1.7% |
0-000 |
Volume |
917,718 |
1,551,816 |
634,098 |
69.1% |
7,153,734 |
|
Daily Pivots for day following 19-Jun-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
121-157 |
121-063 |
120-044 |
|
R3 |
120-307 |
120-213 |
119-317 |
|
R2 |
120-137 |
120-137 |
119-301 |
|
R1 |
120-043 |
120-043 |
119-286 |
120-090 |
PP |
119-287 |
119-287 |
119-287 |
119-310 |
S1 |
119-193 |
119-193 |
119-254 |
119-240 |
S2 |
119-117 |
119-117 |
119-239 |
|
S3 |
118-267 |
119-023 |
119-223 |
|
S4 |
118-097 |
118-173 |
119-177 |
|
|
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 |
120-060 |
118-295 |
1-085 |
1.1% |
0-134 |
0.3% |
73% |
True |
False |
1,442,190 |
10 |
120-060 |
118-295 |
1-085 |
1.1% |
0-144 |
0.4% |
73% |
True |
False |
1,541,513 |
20 |
121-030 |
118-115 |
2-235 |
2.3% |
0-180 |
0.5% |
54% |
False |
False |
1,669,182 |
40 |
121-030 |
117-300 |
3-050 |
2.6% |
0-143 |
0.4% |
60% |
False |
False |
857,144 |
60 |
121-035 |
117-300 |
3-055 |
2.6% |
0-133 |
0.3% |
60% |
False |
False |
571,948 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
122-142 |
2.618 |
121-185 |
1.618 |
121-015 |
1.000 |
120-230 |
0.618 |
120-165 |
HIGH |
120-060 |
0.618 |
119-315 |
0.500 |
119-295 |
0.382 |
119-275 |
LOW |
119-210 |
0.618 |
119-105 |
1.000 |
119-040 |
1.618 |
118-255 |
2.618 |
118-085 |
4.250 |
117-128 |
|
|
Fisher Pivots for day following 19-Jun-2018 |
Pivot |
1 day |
3 day |
R1 |
119-295 |
119-268 |
PP |
119-287 |
119-265 |
S1 |
119-278 |
119-262 |
|