ECBOT 10 Year T-Note Future June 2018

Trading Metrics calculated at close of trading on 05-Jun-2018

Day Change Summary
	Previous	Current
	04-Jun-2018	05-Jun-2018	Change	Change %	Previous Week
Open	120-040	119-250	-0-110	-0.3%	119-265
High	120-050	120-055	0-005	0.0%	121-125
Low	119-240	119-250	0-010	0.0%	119-215
Close	119-265	120-010	0-065	0.2%	120-055
Range	0-130	0-125	-0-005	-3.9%	1-230
ATR	0-175	0-171	-0-004	-2.0%	0-000
Volume	68,235	40,028	-28,207	-41.3%	8,137,462

Daily Pivots for day following 05-Jun-2018
	Classic	Woodie	Camarilla	DeMark
R4	121-053	120-317	120-079
R3	120-248	120-192	120-044
R2	120-123	120-123	120-033
R1	120-067	120-067	120-021	120-095
PP	119-318	119-318	119-318	120-013
S1	119-262	119-262	119-319	119-290
S2	119-193	119-193	119-307
S3	119-068	119-137	119-296
S4	118-263	119-012	119-261

Weekly Pivots for week ending 01-Jun-2018
	Classic	Woodie	Camarilla	DeMark
R4	125-182	124-188	121-037
R3	123-272	122-278	120-206
R2	122-042	122-042	120-156
R1	121-048	121-048	120-105	121-205
PP	120-132	120-132	120-132	120-210
S1	119-138	119-138	120-005	119-295
S2	118-222	118-222	119-274
S3	116-312	117-228	119-224
S4	115-082	115-318	119-073

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	121-125	119-240	1-205	1.4%	0-197	0.5%	17%	False	False	554,435
10	121-125	118-230	2-215	2.2%	0-211	0.5%	49%	False	False	1,921,585
20	121-125	118-105	3-020	2.6%	0-166	0.4%	56%	False	False	1,697,904
40	121-125	118-105	3-020	2.6%	0-138	0.4%	56%	False	False	1,477,449
60	121-125	118-105	3-020	2.6%	0-140	0.4%	56%	False	False	1,475,736
80	121-125	118-105	3-020	2.6%	0-147	0.4%	56%	False	False	1,377,676
100	122-245	118-105	4-140	3.7%	0-153	0.4%	38%	False	False	1,104,672
120	124-110	118-105	6-005	5.0%	0-139	0.4%	28%	False	False	920,710

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
WS	False
WS4	False
WS5	False
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0-029
Narrowest range in 9 trading days

Fibonacci Retracements and Extensions
4.250	121-266
2.618	121-062
1.618	120-257
1.000	120-180
0.618	120-132
HIGH	120-055
0.618	120-007
0.500	119-313
0.382	119-298
LOW	119-250
0.618	119-173
1.000	119-125
1.618	119-048
2.618	118-243
4.250	118-039

Fisher Pivots for day following 05-Jun-2018
Pivot	1 day	3 day
R1	120-004	120-050
PP	119-318	120-037
S1	119-313	120-023

Download as Excel Spreadsheet

These figures are updated between 7pm and 10pm EST after a trading day.

View Archives - Comment on this page... - Back to Index of Symbols