ECBOT 10 Year T-Note Future September 2018
Trading Metrics calculated at close of trading on 22-Jun-2018 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Jun-2018 |
22-Jun-2018 |
Change |
Change % |
Previous Week |
Open |
119-160 |
119-270 |
0-110 |
0.3% |
119-195 |
High |
119-295 |
119-290 |
-0-005 |
0.0% |
120-060 |
Low |
119-135 |
119-205 |
0-070 |
0.2% |
119-135 |
Close |
119-275 |
119-265 |
-0-010 |
0.0% |
119-265 |
Range |
0-160 |
0-085 |
-0-075 |
-46.9% |
0-245 |
ATR |
0-156 |
0-151 |
-0-005 |
-3.2% |
0-000 |
Volume |
1,566,709 |
937,367 |
-629,342 |
-40.2% |
6,205,024 |
|
Daily Pivots for day following 22-Jun-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
120-188 |
120-152 |
119-312 |
|
R3 |
120-103 |
120-067 |
119-288 |
|
R2 |
120-018 |
120-018 |
119-281 |
|
R1 |
119-302 |
119-302 |
119-273 |
119-278 |
PP |
119-253 |
119-253 |
119-253 |
119-241 |
S1 |
119-217 |
119-217 |
119-257 |
119-192 |
S2 |
119-168 |
119-168 |
119-249 |
|
S3 |
119-083 |
119-132 |
119-242 |
|
S4 |
118-318 |
119-047 |
119-218 |
|
|
Weekly Pivots for week ending 22-Jun-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
122-035 |
121-235 |
120-080 |
|
R3 |
121-110 |
120-310 |
120-012 |
|
R2 |
120-185 |
120-185 |
119-310 |
|
R1 |
120-065 |
120-065 |
119-287 |
120-125 |
PP |
119-260 |
119-260 |
119-260 |
119-290 |
S1 |
119-140 |
119-140 |
119-243 |
119-200 |
S2 |
119-015 |
119-015 |
119-220 |
|
S3 |
118-090 |
118-215 |
119-198 |
|
S4 |
117-165 |
117-290 |
119-130 |
|
|
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% |
0-125 |
0.3% |
53% |
False |
False |
1,241,004 |
10 |
120-060 |
118-295 |
1-085 |
1.1% |
0-124 |
0.3% |
72% |
False |
False |
1,335,875 |
20 |
121-030 |
118-295 |
2-055 |
1.8% |
0-179 |
0.5% |
42% |
False |
False |
1,702,392 |
40 |
121-030 |
117-300 |
3-050 |
2.6% |
0-145 |
0.4% |
60% |
False |
False |
950,137 |
60 |
121-035 |
117-300 |
3-055 |
2.6% |
0-132 |
0.3% |
60% |
False |
False |
634,205 |
80 |
121-035 |
117-300 |
3-055 |
2.6% |
0-110 |
0.3% |
60% |
False |
False |
475,664 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
121-011 |
2.618 |
120-193 |
1.618 |
120-108 |
1.000 |
120-055 |
0.618 |
120-023 |
HIGH |
119-290 |
0.618 |
119-258 |
0.500 |
119-248 |
0.382 |
119-237 |
LOW |
119-205 |
0.618 |
119-152 |
1.000 |
119-120 |
1.618 |
119-067 |
2.618 |
118-302 |
4.250 |
118-164 |
|
|
Fisher Pivots for day following 22-Jun-2018 |
Pivot |
1 day |
3 day |
R1 |
119-259 |
119-250 |
PP |
119-253 |
119-235 |
S1 |
119-248 |
119-220 |
|