ECBOT 10 Year T-Note Future September 2018
| Trading Metrics calculated at close of trading on 07-Jun-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Jun-2018 |
07-Jun-2018 |
Change |
Change % |
Previous Week |
| Open |
119-200 |
119-100 |
-0-100 |
-0.3% |
119-165 |
| High |
119-215 |
120-005 |
0-110 |
0.3% |
121-030 |
| Low |
119-075 |
119-040 |
-0-035 |
-0.1% |
119-110 |
| Close |
119-090 |
119-190 |
0-100 |
0.3% |
119-270 |
| Range |
0-140 |
0-285 |
0-145 |
103.6% |
1-240 |
| ATR |
0-169 |
0-178 |
0-008 |
4.9% |
0-000 |
| Volume |
1,603,866 |
2,145,874 |
542,008 |
33.8% |
10,449,803 |
|
| Daily Pivots for day following 07-Jun-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
122-080 |
121-260 |
120-027 |
|
| R3 |
121-115 |
120-295 |
119-268 |
|
| R2 |
120-150 |
120-150 |
119-242 |
|
| R1 |
120-010 |
120-010 |
119-216 |
120-080 |
| PP |
119-185 |
119-185 |
119-185 |
119-220 |
| S1 |
119-045 |
119-045 |
119-164 |
119-115 |
| S2 |
118-220 |
118-220 |
119-138 |
|
| S3 |
117-255 |
118-080 |
119-112 |
|
| S4 |
116-290 |
117-115 |
119-033 |
|
|
| Weekly Pivots for week ending 01-Jun-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
125-110 |
124-110 |
120-258 |
|
| R3 |
123-190 |
122-190 |
120-104 |
|
| R2 |
121-270 |
121-270 |
120-053 |
|
| R1 |
120-270 |
120-270 |
120-001 |
121-110 |
| PP |
120-030 |
120-030 |
120-030 |
120-110 |
| S1 |
119-030 |
119-030 |
119-219 |
119-190 |
| S2 |
118-110 |
118-110 |
119-167 |
|
| S3 |
116-190 |
117-110 |
119-116 |
|
| S4 |
114-270 |
115-190 |
118-282 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
120-080 |
119-040 |
1-040 |
0.9% |
0-180 |
0.5% |
42% |
False |
True |
1,782,580 |
| 10 |
121-030 |
118-300 |
2-050 |
1.8% |
0-231 |
0.6% |
30% |
False |
False |
2,062,263 |
| 20 |
121-030 |
117-300 |
3-050 |
2.6% |
0-180 |
0.5% |
52% |
False |
False |
1,127,153 |
| 40 |
121-030 |
117-300 |
3-050 |
2.6% |
0-140 |
0.4% |
52% |
False |
False |
566,206 |
| 60 |
121-035 |
117-300 |
3-055 |
2.7% |
0-124 |
0.3% |
52% |
False |
False |
377,537 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
123-256 |
|
2.618 |
122-111 |
|
1.618 |
121-146 |
|
1.000 |
120-290 |
|
0.618 |
120-181 |
|
HIGH |
120-005 |
|
0.618 |
119-216 |
|
0.500 |
119-182 |
|
0.382 |
119-149 |
|
LOW |
119-040 |
|
0.618 |
118-184 |
|
1.000 |
118-075 |
|
1.618 |
117-219 |
|
2.618 |
116-254 |
|
4.250 |
115-109 |
|
|
| Fisher Pivots for day following 07-Jun-2018 |
| Pivot |
1 day |
3 day |
| R1 |
119-188 |
119-188 |
| PP |
119-185 |
119-185 |
| S1 |
119-182 |
119-182 |
|