ECBOT 10 Year T-Note Future September 2018
| Trading Metrics calculated at close of trading on 12-Jun-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Jun-2018 |
12-Jun-2018 |
Change |
Change % |
Previous Week |
| Open |
119-180 |
119-140 |
-0-040 |
-0.1% |
119-250 |
| High |
119-195 |
119-175 |
-0-020 |
-0.1% |
120-005 |
| Low |
119-110 |
119-075 |
-0-035 |
-0.1% |
119-040 |
| Close |
119-140 |
119-130 |
-0-010 |
0.0% |
119-190 |
| Range |
0-085 |
0-100 |
0-015 |
17.7% |
0-285 |
| ATR |
0-170 |
0-165 |
-0-005 |
-2.9% |
0-000 |
| Volume |
1,175,545 |
1,236,771 |
61,226 |
5.2% |
8,791,748 |
|
| Daily Pivots for day following 12-Jun-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
120-107 |
120-058 |
119-185 |
|
| R3 |
120-007 |
119-278 |
119-158 |
|
| R2 |
119-227 |
119-227 |
119-148 |
|
| R1 |
119-178 |
119-178 |
119-139 |
119-153 |
| PP |
119-127 |
119-127 |
119-127 |
119-114 |
| S1 |
119-078 |
119-078 |
119-121 |
119-053 |
| S2 |
119-027 |
119-027 |
119-112 |
|
| S3 |
118-247 |
118-298 |
119-103 |
|
| S4 |
118-147 |
118-198 |
119-075 |
|
|
| 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% |
0-154 |
0.4% |
32% |
False |
False |
1,640,837 |
| 10 |
121-030 |
119-040 |
1-310 |
1.6% |
0-179 |
0.5% |
14% |
False |
False |
1,817,257 |
| 20 |
121-030 |
117-300 |
3-050 |
2.6% |
0-182 |
0.5% |
47% |
False |
False |
1,347,052 |
| 40 |
121-030 |
117-300 |
3-050 |
2.6% |
0-140 |
0.4% |
47% |
False |
False |
677,510 |
| 60 |
121-035 |
117-300 |
3-055 |
2.7% |
0-129 |
0.3% |
46% |
False |
False |
451,778 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
120-280 |
|
2.618 |
120-117 |
|
1.618 |
120-017 |
|
1.000 |
119-275 |
|
0.618 |
119-237 |
|
HIGH |
119-175 |
|
0.618 |
119-137 |
|
0.500 |
119-125 |
|
0.382 |
119-113 |
|
LOW |
119-075 |
|
0.618 |
119-013 |
|
1.000 |
118-295 |
|
1.618 |
118-233 |
|
2.618 |
118-133 |
|
4.250 |
117-290 |
|
|
| Fisher Pivots for day following 12-Jun-2018 |
| Pivot |
1 day |
3 day |
| R1 |
119-128 |
119-190 |
| PP |
119-127 |
119-170 |
| S1 |
119-125 |
119-150 |
|