ECBOT 10 Year T-Note Future June 2018
| Trading Metrics calculated at close of trading on 04-May-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-May-2018 |
04-May-2018 |
Change |
Change % |
Previous Week |
| Open |
119-165 |
119-220 |
0-055 |
0.1% |
119-155 |
| High |
119-265 |
119-315 |
0-050 |
0.1% |
119-315 |
| Low |
119-140 |
119-180 |
0-040 |
0.1% |
119-080 |
| Close |
119-220 |
119-225 |
0-005 |
0.0% |
119-225 |
| Range |
0-125 |
0-135 |
0-010 |
8.0% |
0-235 |
| ATR |
0-122 |
0-123 |
0-001 |
0.8% |
0-000 |
| Volume |
1,462,604 |
1,337,672 |
-124,932 |
-8.5% |
6,305,625 |
|
| Daily Pivots for day following 04-May-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
121-005 |
120-250 |
119-299 |
|
| R3 |
120-190 |
120-115 |
119-262 |
|
| R2 |
120-055 |
120-055 |
119-250 |
|
| R1 |
119-300 |
119-300 |
119-237 |
120-018 |
| PP |
119-240 |
119-240 |
119-240 |
119-259 |
| S1 |
119-165 |
119-165 |
119-213 |
119-202 |
| S2 |
119-105 |
119-105 |
119-200 |
|
| S3 |
118-290 |
119-030 |
119-188 |
|
| S4 |
118-155 |
118-215 |
119-151 |
|
|
| Weekly Pivots for week ending 04-May-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
121-272 |
121-163 |
120-034 |
|
| R3 |
121-037 |
120-248 |
119-290 |
|
| R2 |
120-122 |
120-122 |
119-268 |
|
| R1 |
120-013 |
120-013 |
119-247 |
120-068 |
| PP |
119-207 |
119-207 |
119-207 |
119-234 |
| S1 |
119-098 |
119-098 |
119-203 |
119-152 |
| S2 |
118-292 |
118-292 |
119-182 |
|
| S3 |
118-057 |
118-183 |
119-160 |
|
| S4 |
117-142 |
117-268 |
119-096 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
119-315 |
119-080 |
0-235 |
0.6% |
0-104 |
0.3% |
62% |
True |
False |
1,261,125 |
| 10 |
119-315 |
118-310 |
1-005 |
0.8% |
0-102 |
0.3% |
72% |
True |
False |
1,356,703 |
| 20 |
121-035 |
118-310 |
2-045 |
1.8% |
0-112 |
0.3% |
34% |
False |
False |
1,276,320 |
| 40 |
121-120 |
118-310 |
2-130 |
2.0% |
0-128 |
0.3% |
31% |
False |
False |
1,382,528 |
| 60 |
121-120 |
118-310 |
2-130 |
2.0% |
0-144 |
0.4% |
31% |
False |
False |
1,260,742 |
| 80 |
122-245 |
118-310 |
3-255 |
3.2% |
0-151 |
0.4% |
19% |
False |
False |
948,482 |
| 100 |
124-110 |
118-310 |
5-120 |
4.5% |
0-133 |
0.3% |
14% |
False |
False |
758,937 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
121-249 |
|
2.618 |
121-028 |
|
1.618 |
120-213 |
|
1.000 |
120-130 |
|
0.618 |
120-078 |
|
HIGH |
119-315 |
|
0.618 |
119-263 |
|
0.500 |
119-248 |
|
0.382 |
119-232 |
|
LOW |
119-180 |
|
0.618 |
119-097 |
|
1.000 |
119-045 |
|
1.618 |
118-282 |
|
2.618 |
118-147 |
|
4.250 |
117-246 |
|
|
| Fisher Pivots for day following 04-May-2018 |
| Pivot |
1 day |
3 day |
| R1 |
119-248 |
119-216 |
| PP |
119-240 |
119-207 |
| S1 |
119-232 |
119-198 |
|