ECBOT 10 Year T-Note Future June 2018
| Trading Metrics calculated at close of trading on 09-May-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-May-2018 |
09-May-2018 |
Change |
Change % |
Previous Week |
| Open |
119-205 |
119-145 |
-0-060 |
-0.2% |
119-155 |
| High |
119-230 |
119-150 |
-0-080 |
-0.2% |
119-315 |
| Low |
119-120 |
119-060 |
-0-060 |
-0.2% |
119-080 |
| Close |
119-165 |
119-085 |
-0-080 |
-0.2% |
119-225 |
| Range |
0-110 |
0-090 |
-0-020 |
-18.2% |
0-235 |
| ATR |
0-118 |
0-117 |
-0-001 |
-0.8% |
0-000 |
| Volume |
1,208,157 |
1,146,875 |
-61,282 |
-5.1% |
6,305,625 |
|
| Daily Pivots for day following 09-May-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
120-048 |
119-317 |
119-135 |
|
| R3 |
119-278 |
119-227 |
119-110 |
|
| R2 |
119-188 |
119-188 |
119-101 |
|
| R1 |
119-137 |
119-137 |
119-093 |
119-118 |
| PP |
119-098 |
119-098 |
119-098 |
119-089 |
| S1 |
119-047 |
119-047 |
119-077 |
119-027 |
| S2 |
119-008 |
119-008 |
119-068 |
|
| S3 |
118-238 |
118-277 |
119-060 |
|
| S4 |
118-148 |
118-187 |
119-035 |
|
|
| 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 |
119-060 |
0-255 |
0.7% |
0-104 |
0.3% |
10% |
False |
True |
1,157,753 |
| 10 |
119-315 |
119-005 |
0-310 |
0.8% |
0-099 |
0.3% |
26% |
False |
False |
1,189,726 |
| 20 |
120-310 |
118-310 |
2-000 |
1.7% |
0-108 |
0.3% |
15% |
False |
False |
1,248,379 |
| 40 |
121-120 |
118-310 |
2-130 |
2.0% |
0-125 |
0.3% |
12% |
False |
False |
1,357,397 |
| 60 |
121-120 |
118-310 |
2-130 |
2.0% |
0-138 |
0.4% |
12% |
False |
False |
1,309,347 |
| 80 |
122-245 |
118-310 |
3-255 |
3.2% |
0-150 |
0.4% |
8% |
False |
False |
985,634 |
| 100 |
124-095 |
118-310 |
5-105 |
4.5% |
0-135 |
0.4% |
6% |
False |
False |
788,822 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
120-213 |
|
2.618 |
120-066 |
|
1.618 |
119-296 |
|
1.000 |
119-240 |
|
0.618 |
119-206 |
|
HIGH |
119-150 |
|
0.618 |
119-116 |
|
0.500 |
119-105 |
|
0.382 |
119-094 |
|
LOW |
119-060 |
|
0.618 |
119-004 |
|
1.000 |
118-290 |
|
1.618 |
118-234 |
|
2.618 |
118-144 |
|
4.250 |
117-317 |
|
|
| Fisher Pivots for day following 09-May-2018 |
| Pivot |
1 day |
3 day |
| R1 |
119-105 |
119-152 |
| PP |
119-098 |
119-130 |
| S1 |
119-092 |
119-107 |
|