ECBOT 10 Year T-Note Future June 2018
| Trading Metrics calculated at close of trading on 07-Jun-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Jun-2018 |
07-Jun-2018 |
Change |
Change % |
Previous Week |
| Open |
119-305 |
119-200 |
-0-105 |
-0.3% |
119-265 |
| High |
119-310 |
120-100 |
0-110 |
0.3% |
121-125 |
| Low |
119-185 |
119-155 |
-0-030 |
-0.1% |
119-215 |
| Close |
119-200 |
119-295 |
0-095 |
0.2% |
120-055 |
| Range |
0-125 |
0-265 |
0-140 |
112.0% |
1-230 |
| ATR |
0-170 |
0-176 |
0-007 |
4.0% |
0-000 |
| Volume |
51,286 |
21,426 |
-29,860 |
-58.2% |
8,137,462 |
|
| Daily Pivots for day following 07-Jun-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
122-125 |
121-315 |
120-121 |
|
| R3 |
121-180 |
121-050 |
120-048 |
|
| R2 |
120-235 |
120-235 |
120-024 |
|
| R1 |
120-105 |
120-105 |
119-319 |
120-170 |
| PP |
119-290 |
119-290 |
119-290 |
120-003 |
| S1 |
119-160 |
119-160 |
119-271 |
119-225 |
| S2 |
119-025 |
119-025 |
119-246 |
|
| S3 |
118-080 |
118-215 |
119-222 |
|
| S4 |
117-135 |
117-270 |
119-149 |
|
|
| 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 |
120-180 |
119-155 |
1-025 |
0.9% |
0-171 |
0.4% |
41% |
False |
True |
61,486 |
| 10 |
121-125 |
119-090 |
2-035 |
1.8% |
0-223 |
0.6% |
30% |
False |
False |
1,487,146 |
| 20 |
121-125 |
118-105 |
3-020 |
2.6% |
0-176 |
0.5% |
52% |
False |
False |
1,583,788 |
| 40 |
121-125 |
118-105 |
3-020 |
2.6% |
0-142 |
0.4% |
52% |
False |
False |
1,416,084 |
| 60 |
121-125 |
118-105 |
3-020 |
2.6% |
0-142 |
0.4% |
52% |
False |
False |
1,432,861 |
| 80 |
121-125 |
118-105 |
3-020 |
2.6% |
0-147 |
0.4% |
52% |
False |
False |
1,377,957 |
| 100 |
122-245 |
118-105 |
4-140 |
3.7% |
0-155 |
0.4% |
36% |
False |
False |
1,105,265 |
| 120 |
124-095 |
118-105 |
5-310 |
5.0% |
0-142 |
0.4% |
27% |
False |
False |
921,316 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
123-266 |
|
2.618 |
122-154 |
|
1.618 |
121-209 |
|
1.000 |
121-045 |
|
0.618 |
120-264 |
|
HIGH |
120-100 |
|
0.618 |
119-319 |
|
0.500 |
119-288 |
|
0.382 |
119-256 |
|
LOW |
119-155 |
|
0.618 |
118-311 |
|
1.000 |
118-210 |
|
1.618 |
118-046 |
|
2.618 |
117-101 |
|
4.250 |
115-309 |
|
|
| Fisher Pivots for day following 07-Jun-2018 |
| Pivot |
1 day |
3 day |
| R1 |
119-293 |
119-293 |
| PP |
119-290 |
119-290 |
| S1 |
119-288 |
119-288 |
|