ECBOT 10 Year T-Note Future September 2018
| Trading Metrics calculated at close of trading on 25-Jun-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Jun-2018 |
25-Jun-2018 |
Change |
Change % |
Previous Week |
| Open |
119-270 |
119-275 |
0-005 |
0.0% |
119-195 |
| High |
119-290 |
120-045 |
0-075 |
0.2% |
120-060 |
| Low |
119-205 |
119-275 |
0-070 |
0.2% |
119-135 |
| Close |
119-265 |
120-010 |
0-065 |
0.2% |
119-265 |
| Range |
0-085 |
0-090 |
0-005 |
5.8% |
0-245 |
| ATR |
0-151 |
0-147 |
-0-004 |
-2.4% |
0-000 |
| Volume |
937,367 |
1,504,375 |
567,008 |
60.5% |
6,205,024 |
|
| Daily Pivots for day following 25-Jun-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
120-273 |
120-232 |
120-060 |
|
| R3 |
120-183 |
120-142 |
120-035 |
|
| R2 |
120-093 |
120-093 |
120-027 |
|
| R1 |
120-052 |
120-052 |
120-018 |
120-072 |
| PP |
120-003 |
120-003 |
120-003 |
120-014 |
| S1 |
119-282 |
119-282 |
120-002 |
119-303 |
| S2 |
119-233 |
119-233 |
119-314 |
|
| S3 |
119-143 |
119-192 |
119-305 |
|
| S4 |
119-053 |
119-102 |
119-281 |
|
|
| 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% |
0-129 |
0.3% |
80% |
False |
False |
1,358,336 |
| 10 |
120-060 |
118-295 |
1-085 |
1.1% |
0-125 |
0.3% |
88% |
False |
False |
1,368,758 |
| 20 |
121-030 |
118-295 |
2-055 |
1.8% |
0-173 |
0.5% |
51% |
False |
False |
1,705,234 |
| 40 |
121-030 |
117-300 |
3-050 |
2.6% |
0-145 |
0.4% |
66% |
False |
False |
987,567 |
| 60 |
121-035 |
117-300 |
3-055 |
2.6% |
0-132 |
0.3% |
66% |
False |
False |
659,278 |
| 80 |
121-035 |
117-300 |
3-055 |
2.6% |
0-111 |
0.3% |
66% |
False |
False |
494,469 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
121-107 |
|
2.618 |
120-281 |
|
1.618 |
120-191 |
|
1.000 |
120-135 |
|
0.618 |
120-101 |
|
HIGH |
120-045 |
|
0.618 |
120-011 |
|
0.500 |
120-000 |
|
0.382 |
119-309 |
|
LOW |
119-275 |
|
0.618 |
119-219 |
|
1.000 |
119-185 |
|
1.618 |
119-129 |
|
2.618 |
119-039 |
|
4.250 |
118-213 |
|
|
| Fisher Pivots for day following 25-Jun-2018 |
| Pivot |
1 day |
3 day |
| R1 |
120-007 |
119-303 |
| PP |
120-003 |
119-277 |
| S1 |
120-000 |
119-250 |
|