ECBOT 10 Year T-Note Future September 2018

Trading Metrics calculated at close of trading on 06-Jun-2018

Day Change Summary
	Previous	Current
	05-Jun-2018	06-Jun-2018	Change	Change %	Previous Week
Open	119-140	119-200	0-060	0.2%	119-165
High	119-270	119-215	-0-055	-0.1%	121-030
Low	119-140	119-075	-0-065	-0.2%	119-110
Close	119-225	119-090	-0-135	-0.4%	119-270
Range	0-130	0-140	0-010	7.7%	1-240
ATR	0-171	0-169	-0-001	-0.9%	0-000
Volume	1,653,378	1,603,866	-49,512	-3.0%	10,449,803

Daily Pivots for day following 06-Jun-2018
	Classic	Woodie	Camarilla	DeMark
R4	120-227	120-138	119-167
R3	120-087	119-318	119-129
R2	119-267	119-267	119-116
R1	119-178	119-178	119-103	119-153
PP	119-127	119-127	119-127	119-114
S1	119-038	119-038	119-077	119-013
S2	118-307	118-307	119-064
S3	118-167	118-218	119-052
S4	118-027	118-078	119-013

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	120-150	119-075	1-075	1.0%	0-157	0.4%	4%	False	True	1,881,185
10	121-030	118-160	2-190	2.2%	0-222	0.6%	30%	False	False	1,919,818
20	121-030	117-300	3-050	2.6%	0-170	0.4%	43%	False	False	1,020,420
40	121-030	117-300	3-050	2.6%	0-136	0.4%	43%	False	False	512,566
60	121-035	117-300	3-055	2.7%	0-119	0.3%	42%	False	False	341,773

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	False
WS5	False
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0-030
Widest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	121-170
2.618	120-262
1.618	120-122
1.000	120-035
0.618	119-302
HIGH	119-215
0.618	119-162
0.500	119-145
0.382	119-128
LOW	119-075
0.618	118-308
1.000	118-255
1.618	118-168
2.618	118-028
4.250	117-120

Fisher Pivots for day following 06-Jun-2018
Pivot	1 day	3 day
R1	119-145	119-173
PP	119-127	119-145
S1	119-108	119-118

Download as Excel Spreadsheet

These figures are updated between 7pm and 10pm EST after a trading day.

View Archives - Comment on this page... - Back to Index of Symbols