ECBOT 10 Year T-Note Future September 2018
| Trading Metrics calculated at close of trading on 31-May-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-May-2018 |
31-May-2018 |
Change |
Change % |
Previous Week |
| Open |
120-295 |
120-070 |
-0-225 |
-0.6% |
118-130 |
| High |
121-030 |
120-150 |
-0-200 |
-0.5% |
119-215 |
| Low |
119-295 |
119-300 |
0-005 |
0.0% |
118-090 |
| Close |
120-095 |
120-140 |
0-045 |
0.1% |
119-170 |
| Range |
1-055 |
0-170 |
-0-205 |
-54.7% |
1-125 |
| ATR |
0-170 |
0-170 |
0-000 |
0.0% |
0-000 |
| Volume |
2,166,327 |
2,638,899 |
472,572 |
21.8% |
4,854,756 |
|
| Daily Pivots for day following 31-May-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
121-280 |
121-220 |
120-234 |
|
| R3 |
121-110 |
121-050 |
120-187 |
|
| R2 |
120-260 |
120-260 |
120-171 |
|
| R1 |
120-200 |
120-200 |
120-156 |
120-230 |
| PP |
120-090 |
120-090 |
120-090 |
120-105 |
| S1 |
120-030 |
120-030 |
120-124 |
120-060 |
| S2 |
119-240 |
119-240 |
120-109 |
|
| S3 |
119-070 |
119-180 |
120-093 |
|
| S4 |
118-220 |
119-010 |
120-046 |
|
|
| 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 |
121-030 |
118-300 |
2-050 |
1.8% |
0-282 |
0.7% |
70% |
False |
False |
2,341,947 |
| 10 |
121-030 |
117-300 |
3-050 |
2.6% |
0-204 |
0.5% |
79% |
False |
False |
1,331,727 |
| 20 |
121-030 |
117-300 |
3-050 |
2.6% |
0-159 |
0.4% |
79% |
False |
False |
683,275 |
| 40 |
121-030 |
117-300 |
3-050 |
2.6% |
0-129 |
0.3% |
79% |
False |
False |
343,436 |
| 60 |
121-035 |
117-300 |
3-055 |
2.6% |
0-109 |
0.3% |
79% |
False |
False |
228,989 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
122-233 |
|
2.618 |
121-275 |
|
1.618 |
121-105 |
|
1.000 |
121-000 |
|
0.618 |
120-255 |
|
HIGH |
120-150 |
|
0.618 |
120-085 |
|
0.500 |
120-065 |
|
0.382 |
120-045 |
|
LOW |
119-300 |
|
0.618 |
119-195 |
|
1.000 |
119-130 |
|
1.618 |
119-025 |
|
2.618 |
118-175 |
|
4.250 |
117-217 |
|
|
| Fisher Pivots for day following 31-May-2018 |
| Pivot |
1 day |
3 day |
| R1 |
120-115 |
120-117 |
| PP |
120-090 |
120-093 |
| S1 |
120-065 |
120-070 |
|