ECBOT 10 Year T-Note Future June 2018

Trading Metrics calculated at close of trading on 19-Jun-2018

Day Change Summary
	Previous	Current
	18-Jun-2018	19-Jun-2018	Change	Change %	Previous Week
Open	119-300	119-305	0-005	0.0%	119-275
High	120-025	120-155	0-130	0.3%	120-045
Low	119-280	119-305	0-025	0.1%	119-080
Close	119-290	120-045	0-075	0.2%	119-285
Range	0-065	0-170	0-105	161.6%	0-285
ATR	0-150	0-153	0-002	1.7%	0-000
Volume	4,250	5,995	1,745	41.1%	56,041

Daily Pivots for day following 19-Jun-2018
	Classic	Woodie	Camarilla	DeMark
R4	121-252	121-158	120-139
R3	121-082	120-308	120-092
R2	120-232	120-232	120-076
R1	120-138	120-138	120-061	120-185
PP	120-062	120-062	120-062	120-085
S1	119-288	119-288	120-029	120-015
S2	119-212	119-212	120-014
S3	119-042	119-118	119-318
S4	118-192	118-268	119-271

Weekly Pivots for week ending 15-Jun-2018
	Classic	Woodie	Camarilla	DeMark
R4	122-138	122-017	120-122
R3	121-173	121-052	120-043
R2	120-208	120-208	120-017
R1	120-087	120-087	119-311	120-147
PP	119-243	119-243	119-243	119-274
S1	119-122	119-122	119-259	119-182
S2	118-278	118-278	119-233
S3	117-313	118-157	119-207
S4	117-028	117-192	119-128

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	120-155	119-080	1-075	1.0%	0-122	0.3%	72%	True	False	8,503
10	120-155	119-080	1-075	1.0%	0-131	0.3%	72%	True	False	15,558
20	121-125	118-230	2-215	2.2%	0-171	0.4%	53%	False	False	968,572
40	121-125	118-105	3-020	2.5%	0-141	0.4%	59%	False	False	1,170,108
60	121-125	118-105	3-020	2.5%	0-137	0.4%	59%	False	False	1,230,651
80	121-125	118-105	3-020	2.5%	0-142	0.4%	59%	False	False	1,331,828
100	122-020	118-105	3-235	3.1%	0-155	0.4%	49%	False	False	1,105,567
120	123-240	118-105	5-135	4.5%	0-148	0.4%	33%	False	False	921,999

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0-020
Widest range in 8 trading days

Fibonacci Retracements and Extensions
4.250	122-238
2.618	121-280
1.618	121-110
1.000	121-005
0.618	120-260
HIGH	120-155
0.618	120-090
0.500	120-070
0.382	120-050
LOW	119-305
0.618	119-200
1.000	119-135
1.618	119-030
2.618	118-180
4.250	117-222

Fisher Pivots for day following 19-Jun-2018
Pivot	1 day	3 day
R1	120-070	120-050
PP	120-062	120-048
S1	120-053	120-047

Download as Excel Spreadsheet

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

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