ECBOT 10 Year T-Note Future September 2018
| Trading Metrics calculated at close of trading on 29-Jun-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Jun-2018 |
29-Jun-2018 |
Change |
Change % |
Previous Week |
| Open |
120-120 |
120-085 |
-0-035 |
-0.1% |
119-275 |
| High |
120-145 |
120-095 |
-0-050 |
-0.1% |
120-145 |
| Low |
120-050 |
120-020 |
-0-030 |
-0.1% |
119-265 |
| Close |
120-060 |
120-060 |
0-000 |
0.0% |
120-060 |
| Range |
0-095 |
0-075 |
-0-020 |
-21.0% |
0-200 |
| ATR |
0-140 |
0-135 |
-0-005 |
-3.3% |
0-000 |
| Volume |
1,409,221 |
1,402,554 |
-6,667 |
-0.5% |
7,273,007 |
|
| Daily Pivots for day following 29-Jun-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
120-283 |
120-247 |
120-101 |
|
| R3 |
120-208 |
120-172 |
120-081 |
|
| R2 |
120-133 |
120-133 |
120-074 |
|
| R1 |
120-097 |
120-097 |
120-067 |
120-078 |
| PP |
120-058 |
120-058 |
120-058 |
120-049 |
| S1 |
120-022 |
120-022 |
120-053 |
120-002 |
| S2 |
119-303 |
119-303 |
120-046 |
|
| S3 |
119-228 |
119-267 |
120-039 |
|
| S4 |
119-153 |
119-192 |
120-019 |
|
|
| Weekly Pivots for week ending 29-Jun-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
122-010 |
121-235 |
120-170 |
|
| R3 |
121-130 |
121-035 |
120-115 |
|
| R2 |
120-250 |
120-250 |
120-097 |
|
| R1 |
120-155 |
120-155 |
120-078 |
120-202 |
| PP |
120-050 |
120-050 |
120-050 |
120-074 |
| S1 |
119-275 |
119-275 |
120-042 |
120-002 |
| S2 |
119-170 |
119-170 |
120-023 |
|
| S3 |
118-290 |
119-075 |
120-005 |
|
| S4 |
118-090 |
118-195 |
119-270 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
120-145 |
119-265 |
0-200 |
0.5% |
0-100 |
0.3% |
58% |
False |
False |
1,454,601 |
| 10 |
120-145 |
119-135 |
1-010 |
0.9% |
0-113 |
0.3% |
74% |
False |
False |
1,347,803 |
| 20 |
120-145 |
118-295 |
1-170 |
1.3% |
0-130 |
0.3% |
83% |
False |
False |
1,471,175 |
| 40 |
121-030 |
117-300 |
3-050 |
2.6% |
0-147 |
0.4% |
71% |
False |
False |
1,131,098 |
| 60 |
121-030 |
117-300 |
3-050 |
2.6% |
0-132 |
0.3% |
71% |
False |
False |
755,400 |
| 80 |
121-035 |
117-300 |
3-055 |
2.6% |
0-117 |
0.3% |
71% |
False |
False |
566,577 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
121-094 |
|
2.618 |
120-291 |
|
1.618 |
120-216 |
|
1.000 |
120-170 |
|
0.618 |
120-141 |
|
HIGH |
120-095 |
|
0.618 |
120-066 |
|
0.500 |
120-058 |
|
0.382 |
120-049 |
|
LOW |
120-020 |
|
0.618 |
119-294 |
|
1.000 |
119-265 |
|
1.618 |
119-219 |
|
2.618 |
119-144 |
|
4.250 |
119-021 |
|
|
| Fisher Pivots for day following 29-Jun-2018 |
| Pivot |
1 day |
3 day |
| R1 |
120-059 |
120-062 |
| PP |
120-058 |
120-062 |
| S1 |
120-058 |
120-061 |
|