ECBOT 10 Year T-Note Future September 2018
| Trading Metrics calculated at close of trading on 21-Jun-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Jun-2018 |
21-Jun-2018 |
Change |
Change % |
Previous Week |
| Open |
119-255 |
119-160 |
-0-095 |
-0.2% |
119-180 |
| High |
119-305 |
119-295 |
-0-010 |
0.0% |
119-275 |
| Low |
119-165 |
119-135 |
-0-030 |
-0.1% |
118-295 |
| Close |
119-195 |
119-275 |
0-080 |
0.2% |
119-190 |
| Range |
0-140 |
0-160 |
0-020 |
14.3% |
0-300 |
| ATR |
0-156 |
0-156 |
0-000 |
0.2% |
0-000 |
| Volume |
1,231,414 |
1,566,709 |
335,295 |
27.2% |
7,153,734 |
|
| Daily Pivots for day following 21-Jun-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
121-075 |
121-015 |
120-043 |
|
| R3 |
120-235 |
120-175 |
119-319 |
|
| R2 |
120-075 |
120-075 |
119-304 |
|
| R1 |
120-015 |
120-015 |
119-290 |
120-045 |
| PP |
119-235 |
119-235 |
119-235 |
119-250 |
| S1 |
119-175 |
119-175 |
119-260 |
119-205 |
| S2 |
119-075 |
119-075 |
119-246 |
|
| S3 |
118-235 |
119-015 |
119-231 |
|
| S4 |
118-075 |
118-175 |
119-187 |
|
|
| 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 |
119-135 |
0-245 |
0.6% |
0-134 |
0.3% |
57% |
False |
True |
1,380,462 |
| 10 |
120-060 |
118-295 |
1-085 |
1.1% |
0-132 |
0.3% |
74% |
False |
False |
1,446,352 |
| 20 |
121-030 |
118-295 |
2-055 |
1.8% |
0-181 |
0.5% |
43% |
False |
False |
1,754,307 |
| 40 |
121-030 |
117-300 |
3-050 |
2.6% |
0-146 |
0.4% |
61% |
False |
False |
926,873 |
| 60 |
121-035 |
117-300 |
3-055 |
2.6% |
0-133 |
0.3% |
61% |
False |
False |
618,584 |
| 80 |
121-035 |
117-300 |
3-055 |
2.6% |
0-109 |
0.3% |
61% |
False |
False |
463,947 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
122-015 |
|
2.618 |
121-074 |
|
1.618 |
120-234 |
|
1.000 |
120-135 |
|
0.618 |
120-074 |
|
HIGH |
119-295 |
|
0.618 |
119-234 |
|
0.500 |
119-215 |
|
0.382 |
119-196 |
|
LOW |
119-135 |
|
0.618 |
119-036 |
|
1.000 |
118-295 |
|
1.618 |
118-196 |
|
2.618 |
118-036 |
|
4.250 |
117-095 |
|
|
| Fisher Pivots for day following 21-Jun-2018 |
| Pivot |
1 day |
3 day |
| R1 |
119-255 |
119-269 |
| PP |
119-235 |
119-263 |
| S1 |
119-215 |
119-258 |
|