ECBOT 10 Year T-Note Future September 2018
| Trading Metrics calculated at close of trading on 24-May-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-May-2018 |
24-May-2018 |
Change |
Change % |
Previous Week |
| Open |
118-165 |
119-025 |
0-180 |
0.5% |
119-010 |
| High |
119-035 |
119-120 |
0-085 |
0.2% |
119-045 |
| Low |
118-160 |
118-300 |
0-140 |
0.4% |
117-300 |
| Close |
119-020 |
119-055 |
0-035 |
0.1% |
118-155 |
| Range |
0-195 |
0-140 |
-0-055 |
-28.2% |
1-065 |
| ATR |
0-118 |
0-120 |
0-002 |
1.3% |
0-000 |
| Volume |
721,422 |
1,975,686 |
1,254,264 |
173.9% |
458,687 |
|
| Daily Pivots for day following 24-May-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
120-152 |
120-083 |
119-132 |
|
| R3 |
120-012 |
119-263 |
119-094 |
|
| R2 |
119-192 |
119-192 |
119-081 |
|
| R1 |
119-123 |
119-123 |
119-068 |
119-158 |
| PP |
119-052 |
119-052 |
119-052 |
119-069 |
| S1 |
118-303 |
118-303 |
119-042 |
119-018 |
| S2 |
118-232 |
118-232 |
119-029 |
|
| S3 |
118-092 |
118-163 |
119-017 |
|
| S4 |
117-272 |
118-023 |
118-298 |
|
|
| 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 |
119-120 |
117-315 |
1-125 |
1.2% |
0-137 |
0.4% |
85% |
True |
False |
700,222 |
| 10 |
119-120 |
117-300 |
1-140 |
1.2% |
0-129 |
0.3% |
86% |
True |
False |
388,394 |
| 20 |
119-205 |
117-300 |
1-225 |
1.4% |
0-112 |
0.3% |
72% |
False |
False |
197,883 |
| 40 |
121-035 |
117-300 |
3-055 |
2.7% |
0-109 |
0.3% |
39% |
False |
False |
100,112 |
| 60 |
121-035 |
117-300 |
3-055 |
2.7% |
0-088 |
0.2% |
39% |
False |
False |
66,755 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
121-075 |
|
2.618 |
120-167 |
|
1.618 |
120-027 |
|
1.000 |
119-260 |
|
0.618 |
119-207 |
|
HIGH |
119-120 |
|
0.618 |
119-067 |
|
0.500 |
119-050 |
|
0.382 |
119-033 |
|
LOW |
118-300 |
|
0.618 |
118-213 |
|
1.000 |
118-160 |
|
1.618 |
118-073 |
|
2.618 |
117-253 |
|
4.250 |
117-025 |
|
|
| Fisher Pivots for day following 24-May-2018 |
| Pivot |
1 day |
3 day |
| R1 |
119-053 |
119-023 |
| PP |
119-052 |
118-310 |
| S1 |
119-050 |
118-278 |
|