ECBOT 10 Year T-Note Future September 2018

Trading Metrics calculated at close of trading on 21-Jun-2018

Day Change Summary
	Previous	Current
	20-Jun-2018	21-Jun-2018	Change	Change %	Previous Week
Open	119-255	119-160	-0-095	-0.2%	119-180
High	119-305	119-295	-0-010	0.0%	119-275
Low	119-165	119-135	-0-030	-0.1%	118-295
Close	119-195	119-275	0-080	0.2%	119-190
Range	0-140	0-160	0-020	14.3%	0-300
ATR	0-156	0-156	0-000	0.2%	0-000
Volume	1,231,414	1,566,709	335,295	27.2%	7,153,734

Daily Pivots for day following 21-Jun-2018
	Classic	Woodie	Camarilla	DeMark
R4	121-075	121-015	120-043
R3	120-235	120-175	119-319
R2	120-075	120-075	119-304
R1	120-015	120-015	119-290	120-045
PP	119-235	119-235	119-235	119-250
S1	119-175	119-175	119-260	119-205
S2	119-075	119-075	119-246
S3	118-235	119-015	119-231
S4	118-075	118-175	119-187

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	119-135	0-245	0.6%	0-134	0.3%	57%	False	True	1,380,462
10	120-060	118-295	1-085	1.1%	0-132	0.3%	74%	False	False	1,446,352
20	121-030	118-295	2-055	1.8%	0-181	0.5%	43%	False	False	1,754,307
40	121-030	117-300	3-050	2.6%	0-146	0.4%	61%	False	False	926,873
60	121-035	117-300	3-055	2.6%	0-133	0.3%	61%	False	False	618,584
80	121-035	117-300	3-055	2.6%	0-109	0.3%	61%	False	False	463,947

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	0-028
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	122-015
2.618	121-074
1.618	120-234
1.000	120-135
0.618	120-074
HIGH	119-295
0.618	119-234
0.500	119-215
0.382	119-196
LOW	119-135
0.618	119-036
1.000	118-295
1.618	118-196
2.618	118-036
4.250	117-095

Fisher Pivots for day following 21-Jun-2018
Pivot	1 day	3 day
R1	119-255	119-269
PP	119-235	119-263
S1	119-215	119-258

Download as Excel Spreadsheet

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

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