ECBOT 10 Year T-Note Future September 2018
| Trading Metrics calculated at close of trading on 08-Jun-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Jun-2018 |
08-Jun-2018 |
Change |
Change % |
Previous Week |
| Open |
119-100 |
119-220 |
0-120 |
0.3% |
119-250 |
| High |
120-005 |
119-305 |
-0-020 |
-0.1% |
120-005 |
| Low |
119-040 |
119-145 |
0-105 |
0.3% |
119-040 |
| Close |
119-190 |
119-190 |
0-000 |
0.0% |
119-190 |
| Range |
0-285 |
0-160 |
-0-125 |
-43.9% |
0-285 |
| ATR |
0-178 |
0-176 |
-0-001 |
-0.7% |
0-000 |
| Volume |
2,145,874 |
2,042,131 |
-103,743 |
-4.8% |
8,791,748 |
|
| Daily Pivots for day following 08-Jun-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
121-053 |
120-282 |
119-278 |
|
| R3 |
120-213 |
120-122 |
119-234 |
|
| R2 |
120-053 |
120-053 |
119-219 |
|
| R1 |
119-282 |
119-282 |
119-205 |
119-248 |
| PP |
119-213 |
119-213 |
119-213 |
119-196 |
| S1 |
119-122 |
119-122 |
119-175 |
119-088 |
| S2 |
119-053 |
119-053 |
119-161 |
|
| S3 |
118-213 |
118-282 |
119-146 |
|
| S4 |
118-053 |
118-122 |
119-102 |
|
|
| Weekly Pivots for week ending 08-Jun-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
122-080 |
121-260 |
120-027 |
|
| R3 |
121-115 |
120-295 |
119-268 |
|
| R2 |
120-150 |
120-150 |
119-242 |
|
| R1 |
120-010 |
120-010 |
119-216 |
119-258 |
| PP |
119-185 |
119-185 |
119-185 |
119-149 |
| S1 |
119-045 |
119-045 |
119-164 |
118-293 |
| S2 |
118-220 |
118-220 |
119-138 |
|
| S3 |
117-255 |
118-080 |
119-112 |
|
| S4 |
116-290 |
117-115 |
119-033 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
120-005 |
119-040 |
0-285 |
0.7% |
0-170 |
0.4% |
53% |
False |
False |
1,758,349 |
| 10 |
121-030 |
119-020 |
2-010 |
1.7% |
0-233 |
0.6% |
26% |
False |
False |
2,068,908 |
| 20 |
121-030 |
117-300 |
3-050 |
2.6% |
0-181 |
0.5% |
52% |
False |
False |
1,228,651 |
| 40 |
121-030 |
117-300 |
3-050 |
2.6% |
0-139 |
0.4% |
52% |
False |
False |
617,227 |
| 60 |
121-035 |
117-300 |
3-055 |
2.7% |
0-126 |
0.3% |
52% |
False |
False |
411,573 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
122-025 |
|
2.618 |
121-084 |
|
1.618 |
120-244 |
|
1.000 |
120-145 |
|
0.618 |
120-084 |
|
HIGH |
119-305 |
|
0.618 |
119-244 |
|
0.500 |
119-225 |
|
0.382 |
119-206 |
|
LOW |
119-145 |
|
0.618 |
119-046 |
|
1.000 |
118-305 |
|
1.618 |
118-206 |
|
2.618 |
118-046 |
|
4.250 |
117-105 |
|
|
| Fisher Pivots for day following 08-Jun-2018 |
| Pivot |
1 day |
3 day |
| R1 |
119-225 |
119-188 |
| PP |
119-213 |
119-185 |
| S1 |
119-202 |
119-182 |
|