ECBOT 10 Year T-Note Future September 2018
| Trading Metrics calculated at close of trading on 15-Jun-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Jun-2018 |
15-Jun-2018 |
Change |
Change % |
Previous Week |
| Open |
119-085 |
119-150 |
0-065 |
0.2% |
119-180 |
| High |
119-185 |
119-275 |
0-090 |
0.2% |
119-275 |
| Low |
119-060 |
119-145 |
0-085 |
0.2% |
118-295 |
| Close |
119-140 |
119-190 |
0-050 |
0.1% |
119-190 |
| Range |
0-125 |
0-130 |
0-005 |
4.0% |
0-300 |
| ATR |
0-163 |
0-161 |
-0-002 |
-1.2% |
0-000 |
| Volume |
1,604,785 |
1,634,656 |
29,871 |
1.9% |
7,153,734 |
|
| Daily Pivots for day following 15-Jun-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
120-273 |
120-202 |
119-262 |
|
| R3 |
120-143 |
120-072 |
119-226 |
|
| R2 |
120-013 |
120-013 |
119-214 |
|
| R1 |
119-262 |
119-262 |
119-202 |
119-298 |
| PP |
119-203 |
119-203 |
119-203 |
119-221 |
| S1 |
119-132 |
119-132 |
119-178 |
119-168 |
| S2 |
119-073 |
119-073 |
119-166 |
|
| S3 |
118-263 |
119-002 |
119-154 |
|
| S4 |
118-133 |
118-192 |
119-119 |
|
|
| Weekly Pivots for week ending 15-Jun-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
122-087 |
121-278 |
120-035 |
|
| R3 |
121-107 |
120-298 |
119-273 |
|
| R2 |
120-127 |
120-127 |
119-245 |
|
| R1 |
119-318 |
119-318 |
119-218 |
120-063 |
| PP |
119-147 |
119-147 |
119-147 |
119-179 |
| S1 |
119-018 |
119-018 |
119-163 |
119-083 |
| S2 |
118-167 |
118-167 |
119-135 |
|
| S3 |
117-187 |
118-038 |
119-108 |
|
| S4 |
116-207 |
117-058 |
119-025 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
119-275 |
118-295 |
0-300 |
0.8% |
0-123 |
0.3% |
72% |
True |
False |
1,430,746 |
| 10 |
120-005 |
118-295 |
1-030 |
0.9% |
0-147 |
0.4% |
61% |
False |
False |
1,594,548 |
| 20 |
121-030 |
117-315 |
3-035 |
2.6% |
0-182 |
0.5% |
52% |
False |
False |
1,567,196 |
| 40 |
121-030 |
117-300 |
3-050 |
2.6% |
0-142 |
0.4% |
52% |
False |
False |
795,816 |
| 60 |
121-035 |
117-300 |
3-055 |
2.7% |
0-134 |
0.3% |
52% |
False |
False |
530,794 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
121-188 |
|
2.618 |
120-295 |
|
1.618 |
120-165 |
|
1.000 |
120-085 |
|
0.618 |
120-035 |
|
HIGH |
119-275 |
|
0.618 |
119-225 |
|
0.500 |
119-210 |
|
0.382 |
119-195 |
|
LOW |
119-145 |
|
0.618 |
119-065 |
|
1.000 |
119-015 |
|
1.618 |
118-255 |
|
2.618 |
118-125 |
|
4.250 |
117-232 |
|
|
| Fisher Pivots for day following 15-Jun-2018 |
| Pivot |
1 day |
3 day |
| R1 |
119-210 |
119-168 |
| PP |
119-203 |
119-147 |
| S1 |
119-197 |
119-125 |
|