ECBOT 10 Year T-Note Future September 2018
| Trading Metrics calculated at close of trading on 20-Jun-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Jun-2018 |
20-Jun-2018 |
Change |
Change % |
Previous Week |
| Open |
119-215 |
119-255 |
0-040 |
0.1% |
119-180 |
| High |
120-060 |
119-305 |
-0-075 |
-0.2% |
119-275 |
| Low |
119-210 |
119-165 |
-0-045 |
-0.1% |
118-295 |
| Close |
119-270 |
119-195 |
-0-075 |
-0.2% |
119-190 |
| Range |
0-170 |
0-140 |
-0-030 |
-17.6% |
0-300 |
| ATR |
0-157 |
0-156 |
-0-001 |
-0.8% |
0-000 |
| Volume |
1,551,816 |
1,231,414 |
-320,402 |
-20.6% |
7,153,734 |
|
| Daily Pivots for day following 20-Jun-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
121-002 |
120-238 |
119-272 |
|
| R3 |
120-182 |
120-098 |
119-234 |
|
| R2 |
120-042 |
120-042 |
119-221 |
|
| R1 |
119-278 |
119-278 |
119-208 |
119-250 |
| PP |
119-222 |
119-222 |
119-222 |
119-207 |
| S1 |
119-138 |
119-138 |
119-182 |
119-110 |
| S2 |
119-082 |
119-082 |
119-169 |
|
| S3 |
118-262 |
118-318 |
119-157 |
|
| S4 |
118-122 |
118-178 |
119-118 |
|
|
| 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 |
120-060 |
119-060 |
1-000 |
0.8% |
0-127 |
0.3% |
42% |
False |
False |
1,388,077 |
| 10 |
120-060 |
118-295 |
1-085 |
1.1% |
0-144 |
0.4% |
54% |
False |
False |
1,504,268 |
| 20 |
121-030 |
118-160 |
2-190 |
2.2% |
0-183 |
0.5% |
43% |
False |
False |
1,712,043 |
| 40 |
121-030 |
117-300 |
3-050 |
2.6% |
0-144 |
0.4% |
53% |
False |
False |
887,838 |
| 60 |
121-035 |
117-300 |
3-055 |
2.7% |
0-134 |
0.4% |
53% |
False |
False |
592,472 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
121-260 |
|
2.618 |
121-032 |
|
1.618 |
120-212 |
|
1.000 |
120-125 |
|
0.618 |
120-072 |
|
HIGH |
119-305 |
|
0.618 |
119-252 |
|
0.500 |
119-235 |
|
0.382 |
119-218 |
|
LOW |
119-165 |
|
0.618 |
119-078 |
|
1.000 |
119-025 |
|
1.618 |
118-258 |
|
2.618 |
118-118 |
|
4.250 |
117-210 |
|
|
| Fisher Pivots for day following 20-Jun-2018 |
| Pivot |
1 day |
3 day |
| R1 |
119-235 |
119-272 |
| PP |
119-222 |
119-247 |
| S1 |
119-208 |
119-221 |
|