ECBOT 10 Year T-Note Future September 2018
| Trading Metrics calculated at close of trading on 28-Jun-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Jun-2018 |
28-Jun-2018 |
Change |
Change % |
Previous Week |
| Open |
119-315 |
120-120 |
0-125 |
0.3% |
119-195 |
| High |
120-130 |
120-145 |
0-015 |
0.0% |
120-060 |
| Low |
119-300 |
120-050 |
0-070 |
0.2% |
119-135 |
| Close |
120-125 |
120-060 |
-0-065 |
-0.2% |
119-265 |
| Range |
0-150 |
0-095 |
-0-055 |
-36.7% |
0-245 |
| ATR |
0-144 |
0-140 |
-0-003 |
-2.4% |
0-000 |
| Volume |
1,898,576 |
1,409,221 |
-489,355 |
-25.8% |
6,205,024 |
|
| Daily Pivots for day following 28-Jun-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
121-050 |
120-310 |
120-112 |
|
| R3 |
120-275 |
120-215 |
120-086 |
|
| R2 |
120-180 |
120-180 |
120-077 |
|
| R1 |
120-120 |
120-120 |
120-069 |
120-102 |
| PP |
120-085 |
120-085 |
120-085 |
120-076 |
| S1 |
120-025 |
120-025 |
120-051 |
120-008 |
| S2 |
119-310 |
119-310 |
120-043 |
|
| S3 |
119-215 |
119-250 |
120-034 |
|
| S4 |
119-120 |
119-155 |
120-008 |
|
|
| 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 |
120-145 |
119-205 |
0-260 |
0.7% |
0-102 |
0.3% |
67% |
True |
False |
1,361,564 |
| 10 |
120-145 |
119-135 |
1-010 |
0.9% |
0-118 |
0.3% |
74% |
True |
False |
1,371,013 |
| 20 |
120-145 |
118-295 |
1-170 |
1.3% |
0-136 |
0.4% |
83% |
True |
False |
1,509,212 |
| 40 |
121-030 |
117-300 |
3-050 |
2.6% |
0-148 |
0.4% |
71% |
False |
False |
1,096,243 |
| 60 |
121-030 |
117-300 |
3-050 |
2.6% |
0-132 |
0.3% |
71% |
False |
False |
732,028 |
| 80 |
121-035 |
117-300 |
3-055 |
2.6% |
0-116 |
0.3% |
71% |
False |
False |
549,045 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
121-229 |
|
2.618 |
121-074 |
|
1.618 |
120-299 |
|
1.000 |
120-240 |
|
0.618 |
120-204 |
|
HIGH |
120-145 |
|
0.618 |
120-109 |
|
0.500 |
120-098 |
|
0.382 |
120-086 |
|
LOW |
120-050 |
|
0.618 |
119-311 |
|
1.000 |
119-275 |
|
1.618 |
119-216 |
|
2.618 |
119-121 |
|
4.250 |
118-286 |
|
|
| Fisher Pivots for day following 28-Jun-2018 |
| Pivot |
1 day |
3 day |
| R1 |
120-098 |
120-055 |
| PP |
120-085 |
120-050 |
| S1 |
120-073 |
120-045 |
|