ECBOT 10 Year T-Note Future September 2018
| Trading Metrics calculated at close of trading on 29-May-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-May-2018 |
29-May-2018 |
Change |
Change % |
Previous Week |
| Open |
119-050 |
119-165 |
0-115 |
0.3% |
118-130 |
| High |
119-215 |
121-000 |
1-105 |
1.1% |
119-215 |
| Low |
119-020 |
119-110 |
0-090 |
0.2% |
118-090 |
| Close |
119-170 |
120-300 |
1-130 |
1.2% |
119-170 |
| Range |
0-195 |
1-210 |
1-015 |
171.8% |
1-125 |
| ATR |
0-125 |
0-154 |
0-029 |
23.1% |
0-000 |
| Volume |
1,447,531 |
3,481,293 |
2,033,762 |
140.5% |
4,854,756 |
|
| Daily Pivots for day following 29-May-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
125-127 |
124-263 |
121-271 |
|
| R3 |
123-237 |
123-053 |
121-126 |
|
| R2 |
122-027 |
122-027 |
121-077 |
|
| R1 |
121-163 |
121-163 |
121-029 |
121-255 |
| PP |
120-137 |
120-137 |
120-137 |
120-183 |
| S1 |
119-273 |
119-273 |
120-251 |
120-045 |
| S2 |
118-247 |
118-247 |
120-203 |
|
| S3 |
117-037 |
118-063 |
120-154 |
|
| S4 |
115-147 |
116-173 |
120-009 |
|
|
| Weekly Pivots for week ending 25-May-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
123-107 |
122-263 |
120-095 |
|
| R3 |
121-302 |
121-138 |
119-292 |
|
| R2 |
120-177 |
120-177 |
119-252 |
|
| R1 |
120-013 |
120-013 |
119-211 |
120-095 |
| PP |
119-052 |
119-052 |
119-052 |
119-093 |
| S1 |
118-208 |
118-208 |
119-129 |
118-290 |
| S2 |
117-247 |
117-247 |
119-088 |
|
| S3 |
116-122 |
117-083 |
119-048 |
|
| S4 |
114-317 |
115-278 |
118-245 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
121-000 |
118-115 |
2-205 |
2.2% |
0-227 |
0.6% |
98% |
True |
False |
1,600,026 |
| 10 |
121-000 |
117-300 |
3-020 |
2.5% |
0-184 |
0.5% |
98% |
True |
False |
876,847 |
| 20 |
121-000 |
117-300 |
3-020 |
2.5% |
0-140 |
0.4% |
98% |
True |
False |
443,590 |
| 40 |
121-000 |
117-300 |
3-020 |
2.5% |
0-121 |
0.3% |
98% |
True |
False |
223,331 |
| 60 |
121-035 |
117-300 |
3-055 |
2.6% |
0-100 |
0.3% |
95% |
False |
False |
148,902 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
128-012 |
|
2.618 |
125-107 |
|
1.618 |
123-218 |
|
1.000 |
122-210 |
|
0.618 |
122-008 |
|
HIGH |
121-000 |
|
0.618 |
120-118 |
|
0.500 |
120-055 |
|
0.382 |
119-312 |
|
LOW |
119-110 |
|
0.618 |
118-102 |
|
1.000 |
117-220 |
|
1.618 |
116-213 |
|
2.618 |
115-003 |
|
4.250 |
112-098 |
|
|
| Fisher Pivots for day following 29-May-2018 |
| Pivot |
1 day |
3 day |
| R1 |
120-218 |
120-197 |
| PP |
120-137 |
120-093 |
| S1 |
120-055 |
119-310 |
|