ECBOT 10 Year T-Note Future September 2018
| Trading Metrics calculated at close of trading on 27-Jun-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Jun-2018 |
27-Jun-2018 |
Change |
Change % |
Previous Week |
| Open |
119-305 |
119-315 |
0-010 |
0.0% |
119-195 |
| High |
120-035 |
120-130 |
0-095 |
0.2% |
120-060 |
| Low |
119-265 |
119-300 |
0-035 |
0.1% |
119-135 |
| Close |
120-000 |
120-125 |
0-125 |
0.3% |
119-265 |
| Range |
0-090 |
0-150 |
0-060 |
66.7% |
0-245 |
| ATR |
0-143 |
0-144 |
0-000 |
0.3% |
0-000 |
| Volume |
1,058,281 |
1,898,576 |
840,295 |
79.4% |
6,205,024 |
|
| Daily Pivots for day following 27-Jun-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
121-208 |
121-157 |
120-208 |
|
| R3 |
121-058 |
121-007 |
120-166 |
|
| R2 |
120-228 |
120-228 |
120-152 |
|
| R1 |
120-177 |
120-177 |
120-139 |
120-203 |
| PP |
120-078 |
120-078 |
120-078 |
120-091 |
| S1 |
120-027 |
120-027 |
120-111 |
120-052 |
| S2 |
119-248 |
119-248 |
120-097 |
|
| S3 |
119-098 |
119-197 |
120-084 |
|
| S4 |
118-268 |
119-047 |
120-042 |
|
|
| 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 |
120-130 |
119-135 |
0-315 |
0.8% |
0-115 |
0.3% |
98% |
True |
False |
1,393,061 |
| 10 |
120-130 |
119-060 |
1-070 |
1.0% |
0-121 |
0.3% |
99% |
True |
False |
1,390,569 |
| 20 |
120-150 |
118-295 |
1-175 |
1.3% |
0-140 |
0.4% |
95% |
False |
False |
1,570,696 |
| 40 |
121-030 |
117-300 |
3-050 |
2.6% |
0-148 |
0.4% |
78% |
False |
False |
1,061,187 |
| 60 |
121-030 |
117-300 |
3-050 |
2.6% |
0-133 |
0.3% |
78% |
False |
False |
708,545 |
| 80 |
121-035 |
117-300 |
3-055 |
2.6% |
0-114 |
0.3% |
77% |
False |
False |
531,430 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
122-128 |
|
2.618 |
121-203 |
|
1.618 |
121-053 |
|
1.000 |
120-280 |
|
0.618 |
120-223 |
|
HIGH |
120-130 |
|
0.618 |
120-073 |
|
0.500 |
120-055 |
|
0.382 |
120-037 |
|
LOW |
119-300 |
|
0.618 |
119-207 |
|
1.000 |
119-150 |
|
1.618 |
119-057 |
|
2.618 |
118-227 |
|
4.250 |
117-302 |
|
|
| Fisher Pivots for day following 27-Jun-2018 |
| Pivot |
1 day |
3 day |
| R1 |
120-102 |
120-096 |
| PP |
120-078 |
120-067 |
| S1 |
120-055 |
120-038 |
|