ECBOT 10 Year T-Note Future September 2018
| Trading Metrics calculated at close of trading on 05-Jun-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Jun-2018 |
05-Jun-2018 |
Change |
Change % |
Previous Week |
| Open |
119-250 |
119-140 |
-0-110 |
-0.3% |
119-165 |
| High |
119-270 |
119-270 |
0-000 |
0.0% |
121-030 |
| Low |
119-135 |
119-140 |
0-005 |
0.0% |
119-110 |
| Close |
119-160 |
119-225 |
0-065 |
0.2% |
119-270 |
| Range |
0-135 |
0-130 |
-0-005 |
-3.7% |
1-240 |
| ATR |
0-174 |
0-171 |
-0-003 |
-1.8% |
0-000 |
| Volume |
1,346,499 |
1,653,378 |
306,879 |
22.8% |
10,449,803 |
|
| Daily Pivots for day following 05-Jun-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
120-282 |
120-223 |
119-297 |
|
| R3 |
120-152 |
120-093 |
119-261 |
|
| R2 |
120-022 |
120-022 |
119-249 |
|
| R1 |
119-283 |
119-283 |
119-237 |
119-313 |
| PP |
119-212 |
119-212 |
119-212 |
119-226 |
| S1 |
119-153 |
119-153 |
119-213 |
119-182 |
| S2 |
119-082 |
119-082 |
119-201 |
|
| S3 |
118-272 |
119-023 |
119-189 |
|
| S4 |
118-142 |
118-213 |
119-153 |
|
|
| Weekly Pivots for week ending 01-Jun-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
125-110 |
124-110 |
120-258 |
|
| R3 |
123-190 |
122-190 |
120-104 |
|
| R2 |
121-270 |
121-270 |
120-053 |
|
| R1 |
120-270 |
120-270 |
120-001 |
121-110 |
| PP |
120-030 |
120-030 |
120-030 |
120-110 |
| S1 |
119-030 |
119-030 |
119-219 |
119-190 |
| S2 |
118-110 |
118-110 |
119-167 |
|
| S3 |
116-190 |
117-110 |
119-116 |
|
| S4 |
114-270 |
115-190 |
118-282 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
121-030 |
119-135 |
1-215 |
1.4% |
0-204 |
0.5% |
17% |
False |
False |
1,993,677 |
| 10 |
121-030 |
118-115 |
2-235 |
2.3% |
0-216 |
0.6% |
49% |
False |
False |
1,796,851 |
| 20 |
121-030 |
117-300 |
3-050 |
2.6% |
0-168 |
0.4% |
56% |
False |
False |
940,471 |
| 40 |
121-030 |
117-300 |
3-050 |
2.6% |
0-134 |
0.4% |
56% |
False |
False |
472,482 |
| 60 |
121-035 |
117-300 |
3-055 |
2.6% |
0-117 |
0.3% |
56% |
False |
False |
315,042 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
121-183 |
|
2.618 |
120-290 |
|
1.618 |
120-160 |
|
1.000 |
120-080 |
|
0.618 |
120-030 |
|
HIGH |
119-270 |
|
0.618 |
119-220 |
|
0.500 |
119-205 |
|
0.382 |
119-190 |
|
LOW |
119-140 |
|
0.618 |
119-060 |
|
1.000 |
119-010 |
|
1.618 |
118-250 |
|
2.618 |
118-120 |
|
4.250 |
117-227 |
|
|
| Fisher Pivots for day following 05-Jun-2018 |
| Pivot |
1 day |
3 day |
| R1 |
119-218 |
119-268 |
| PP |
119-212 |
119-253 |
| S1 |
119-205 |
119-239 |
|