ECBOT 10 Year T-Note Future June 2018
| Trading Metrics calculated at close of trading on 15-Jun-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Jun-2018 |
15-Jun-2018 |
Change |
Change % |
Previous Week |
| Open |
119-185 |
119-280 |
0-095 |
0.2% |
119-275 |
| High |
119-280 |
120-045 |
0-085 |
0.2% |
120-045 |
| Low |
119-170 |
119-265 |
0-095 |
0.2% |
119-080 |
| Close |
119-240 |
119-285 |
0-045 |
0.1% |
119-285 |
| Range |
0-110 |
0-100 |
-0-010 |
-9.1% |
0-285 |
| ATR |
0-159 |
0-157 |
-0-002 |
-1.5% |
0-000 |
| Volume |
6,303 |
5,683 |
-620 |
-9.8% |
56,041 |
|
| Daily Pivots for day following 15-Jun-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
120-285 |
120-225 |
120-020 |
|
| R3 |
120-185 |
120-125 |
119-312 |
|
| R2 |
120-085 |
120-085 |
119-303 |
|
| R1 |
120-025 |
120-025 |
119-294 |
120-055 |
| PP |
119-305 |
119-305 |
119-305 |
120-000 |
| S1 |
119-245 |
119-245 |
119-276 |
119-275 |
| S2 |
119-205 |
119-205 |
119-267 |
|
| S3 |
119-105 |
119-145 |
119-257 |
|
| S4 |
119-005 |
119-045 |
119-230 |
|
|
| Weekly Pivots for week ending 15-Jun-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
122-138 |
122-017 |
120-122 |
|
| R3 |
121-173 |
121-052 |
120-043 |
|
| R2 |
120-208 |
120-208 |
120-017 |
|
| R1 |
120-087 |
120-087 |
119-311 |
120-147 |
| PP |
119-243 |
119-243 |
119-243 |
119-274 |
| S1 |
119-122 |
119-122 |
119-259 |
119-182 |
| S2 |
118-278 |
118-278 |
119-233 |
|
| S3 |
117-313 |
118-157 |
119-207 |
|
| S4 |
117-028 |
117-192 |
119-128 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
120-045 |
119-080 |
0-285 |
0.7% |
0-107 |
0.3% |
72% |
True |
False |
11,208 |
| 10 |
120-100 |
119-080 |
1-020 |
0.9% |
0-133 |
0.3% |
60% |
False |
False |
25,360 |
| 20 |
121-125 |
118-120 |
3-005 |
2.5% |
0-172 |
0.4% |
50% |
False |
False |
1,123,273 |
| 40 |
121-125 |
118-105 |
3-020 |
2.6% |
0-141 |
0.4% |
51% |
False |
False |
1,240,799 |
| 60 |
121-125 |
118-105 |
3-020 |
2.6% |
0-140 |
0.4% |
51% |
False |
False |
1,300,928 |
| 80 |
121-125 |
118-105 |
3-020 |
2.6% |
0-143 |
0.4% |
51% |
False |
False |
1,365,377 |
| 100 |
122-020 |
118-105 |
3-235 |
3.1% |
0-155 |
0.4% |
42% |
False |
False |
1,105,760 |
| 120 |
123-240 |
118-105 |
5-135 |
4.5% |
0-147 |
0.4% |
29% |
False |
False |
921,914 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
121-150 |
|
2.618 |
120-307 |
|
1.618 |
120-207 |
|
1.000 |
120-145 |
|
0.618 |
120-107 |
|
HIGH |
120-045 |
|
0.618 |
120-007 |
|
0.500 |
119-315 |
|
0.382 |
119-303 |
|
LOW |
119-265 |
|
0.618 |
119-203 |
|
1.000 |
119-165 |
|
1.618 |
119-103 |
|
2.618 |
119-003 |
|
4.250 |
118-160 |
|
|
| Fisher Pivots for day following 15-Jun-2018 |
| Pivot |
1 day |
3 day |
| R1 |
119-315 |
119-264 |
| PP |
119-305 |
119-243 |
| S1 |
119-295 |
119-222 |
|