ECBOT 10 Year T-Note Future September 2018
Trading Metrics calculated at close of trading on 26-Jun-2018 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Jun-2018 |
26-Jun-2018 |
Change |
Change % |
Previous Week |
Open |
119-275 |
119-305 |
0-030 |
0.1% |
119-195 |
High |
120-045 |
120-035 |
-0-010 |
0.0% |
120-060 |
Low |
119-275 |
119-265 |
-0-010 |
0.0% |
119-135 |
Close |
120-010 |
120-000 |
-0-010 |
0.0% |
119-265 |
Range |
0-090 |
0-090 |
0-000 |
0.0% |
0-245 |
ATR |
0-147 |
0-143 |
-0-004 |
-2.8% |
0-000 |
Volume |
1,504,375 |
1,058,281 |
-446,094 |
-29.7% |
6,205,024 |
|
Daily Pivots for day following 26-Jun-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
120-263 |
120-222 |
120-050 |
|
R3 |
120-173 |
120-132 |
120-025 |
|
R2 |
120-083 |
120-083 |
120-017 |
|
R1 |
120-042 |
120-042 |
120-008 |
120-063 |
PP |
119-313 |
119-313 |
119-313 |
120-004 |
S1 |
119-272 |
119-272 |
119-312 |
119-292 |
S2 |
119-223 |
119-223 |
119-303 |
|
S3 |
119-133 |
119-182 |
119-295 |
|
S4 |
119-043 |
119-092 |
119-270 |
|
|
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 |
120-045 |
119-135 |
0-230 |
0.6% |
0-113 |
0.3% |
80% |
False |
False |
1,259,629 |
10 |
120-060 |
118-295 |
1-085 |
1.1% |
0-124 |
0.3% |
85% |
False |
False |
1,350,909 |
20 |
121-030 |
118-295 |
2-055 |
1.8% |
0-151 |
0.4% |
50% |
False |
False |
1,584,083 |
40 |
121-030 |
117-300 |
3-050 |
2.6% |
0-146 |
0.4% |
65% |
False |
False |
1,013,837 |
60 |
121-030 |
117-300 |
3-050 |
2.6% |
0-131 |
0.3% |
65% |
False |
False |
676,915 |
80 |
121-035 |
117-300 |
3-055 |
2.6% |
0-113 |
0.3% |
65% |
False |
False |
507,698 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
121-098 |
2.618 |
120-271 |
1.618 |
120-181 |
1.000 |
120-125 |
0.618 |
120-091 |
HIGH |
120-035 |
0.618 |
120-001 |
0.500 |
119-310 |
0.382 |
119-299 |
LOW |
119-265 |
0.618 |
119-209 |
1.000 |
119-175 |
1.618 |
119-119 |
2.618 |
119-029 |
4.250 |
118-202 |
|
|
Fisher Pivots for day following 26-Jun-2018 |
Pivot |
1 day |
3 day |
R1 |
119-317 |
119-308 |
PP |
119-313 |
119-297 |
S1 |
119-310 |
119-285 |
|