ECBOT 10 Year T-Note Future June 2018
| Trading Metrics calculated at close of trading on 04-Apr-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Apr-2018 |
04-Apr-2018 |
Change |
Change % |
Previous Week |
| Open |
121-080 |
120-290 |
-0-110 |
-0.3% |
120-205 |
| High |
121-085 |
121-050 |
-0-035 |
-0.1% |
121-090 |
| Low |
120-255 |
120-215 |
-0-040 |
-0.1% |
120-110 |
| Close |
120-270 |
120-265 |
-0-005 |
0.0% |
121-045 |
| Range |
0-150 |
0-155 |
0-005 |
3.3% |
0-300 |
| ATR |
0-159 |
0-159 |
0-000 |
-0.2% |
0-000 |
| Volume |
1,518,112 |
1,510,326 |
-7,786 |
-0.5% |
6,661,309 |
|
| Daily Pivots for day following 04-Apr-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
122-108 |
122-022 |
121-030 |
|
| R3 |
121-273 |
121-187 |
120-308 |
|
| R2 |
121-118 |
121-118 |
120-293 |
|
| R1 |
121-032 |
121-032 |
120-279 |
120-318 |
| PP |
120-283 |
120-283 |
120-283 |
120-266 |
| S1 |
120-197 |
120-197 |
120-251 |
120-162 |
| S2 |
120-128 |
120-128 |
120-237 |
|
| S3 |
119-293 |
120-042 |
120-222 |
|
| S4 |
119-138 |
119-207 |
120-180 |
|
|
| Weekly Pivots for week ending 30-Mar-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
123-235 |
123-120 |
121-210 |
|
| R3 |
122-255 |
122-140 |
121-127 |
|
| R2 |
121-275 |
121-275 |
121-100 |
|
| R1 |
121-160 |
121-160 |
121-072 |
121-218 |
| PP |
120-295 |
120-295 |
120-295 |
121-004 |
| S1 |
120-180 |
120-180 |
121-017 |
120-238 |
| S2 |
119-315 |
119-315 |
120-310 |
|
| S3 |
119-015 |
119-200 |
120-282 |
|
| S4 |
118-035 |
118-220 |
120-200 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
121-120 |
120-215 |
0-225 |
0.6% |
0-147 |
0.4% |
22% |
False |
True |
1,519,972 |
| 10 |
121-120 |
119-220 |
1-220 |
1.4% |
0-163 |
0.4% |
68% |
False |
False |
1,648,912 |
| 20 |
121-120 |
119-220 |
1-220 |
1.4% |
0-146 |
0.4% |
68% |
False |
False |
1,496,918 |
| 40 |
122-020 |
119-140 |
2-200 |
2.2% |
0-171 |
0.4% |
53% |
False |
False |
1,183,669 |
| 60 |
123-100 |
119-140 |
3-280 |
3.2% |
0-164 |
0.4% |
36% |
False |
False |
792,277 |
| 80 |
124-110 |
119-140 |
4-290 |
4.1% |
0-135 |
0.3% |
28% |
False |
False |
594,322 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
123-069 |
|
2.618 |
122-136 |
|
1.618 |
121-301 |
|
1.000 |
121-205 |
|
0.618 |
121-146 |
|
HIGH |
121-050 |
|
0.618 |
120-311 |
|
0.500 |
120-293 |
|
0.382 |
120-274 |
|
LOW |
120-215 |
|
0.618 |
120-119 |
|
1.000 |
120-060 |
|
1.618 |
119-284 |
|
2.618 |
119-129 |
|
4.250 |
118-196 |
|
|
| Fisher Pivots for day following 04-Apr-2018 |
| Pivot |
1 day |
3 day |
| R1 |
120-293 |
121-008 |
| PP |
120-283 |
120-307 |
| S1 |
120-274 |
120-286 |
|