ECBOT 10 Year T-Note Future September 2018
| Trading Metrics calculated at close of trading on 23-May-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-May-2018 |
23-May-2018 |
Change |
Change % |
Previous Week |
| Open |
118-165 |
118-165 |
0-000 |
0.0% |
119-010 |
| High |
118-190 |
119-035 |
0-165 |
0.4% |
119-045 |
| Low |
118-115 |
118-160 |
0-045 |
0.1% |
117-300 |
| Close |
118-165 |
119-020 |
0-175 |
0.5% |
118-155 |
| Range |
0-075 |
0-195 |
0-120 |
160.0% |
1-065 |
| ATR |
0-112 |
0-118 |
0-006 |
5.3% |
0-000 |
| Volume |
374,198 |
721,422 |
347,224 |
92.8% |
458,687 |
|
| Daily Pivots for day following 23-May-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
120-230 |
120-160 |
119-127 |
|
| R3 |
120-035 |
119-285 |
119-074 |
|
| R2 |
119-160 |
119-160 |
119-056 |
|
| R1 |
119-090 |
119-090 |
119-038 |
119-125 |
| PP |
118-285 |
118-285 |
118-285 |
118-303 |
| S1 |
118-215 |
118-215 |
119-002 |
118-250 |
| S2 |
118-090 |
118-090 |
118-304 |
|
| S3 |
117-215 |
118-020 |
118-286 |
|
| S4 |
117-020 |
117-145 |
118-233 |
|
|
| Weekly Pivots for week ending 18-May-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
122-042 |
121-163 |
119-047 |
|
| R3 |
120-297 |
120-098 |
118-261 |
|
| R2 |
119-232 |
119-232 |
118-226 |
|
| R1 |
119-033 |
119-033 |
118-190 |
118-260 |
| PP |
118-167 |
118-167 |
118-167 |
118-120 |
| S1 |
117-288 |
117-288 |
118-120 |
117-195 |
| S2 |
117-102 |
117-102 |
118-084 |
|
| S3 |
116-037 |
116-223 |
118-049 |
|
| S4 |
114-292 |
115-158 |
117-263 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
119-035 |
117-300 |
1-055 |
1.0% |
0-126 |
0.3% |
96% |
True |
False |
321,507 |
| 10 |
119-100 |
117-300 |
1-120 |
1.2% |
0-129 |
0.3% |
82% |
False |
False |
192,042 |
| 20 |
119-205 |
117-300 |
1-225 |
1.4% |
0-110 |
0.3% |
66% |
False |
False |
99,439 |
| 40 |
121-035 |
117-300 |
3-055 |
2.7% |
0-109 |
0.3% |
35% |
False |
False |
50,722 |
| 60 |
121-035 |
117-300 |
3-055 |
2.7% |
0-085 |
0.2% |
35% |
False |
False |
33,827 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
121-224 |
|
2.618 |
120-226 |
|
1.618 |
120-031 |
|
1.000 |
119-230 |
|
0.618 |
119-156 |
|
HIGH |
119-035 |
|
0.618 |
118-281 |
|
0.500 |
118-258 |
|
0.382 |
118-234 |
|
LOW |
118-160 |
|
0.618 |
118-039 |
|
1.000 |
117-285 |
|
1.618 |
117-164 |
|
2.618 |
116-289 |
|
4.250 |
115-291 |
|
|
| Fisher Pivots for day following 23-May-2018 |
| Pivot |
1 day |
3 day |
| R1 |
118-313 |
118-301 |
| PP |
118-285 |
118-262 |
| S1 |
118-258 |
118-223 |
|