ECBOT 10 Year T-Note Future September 2018
| Trading Metrics calculated at close of trading on 02-Jul-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Jun-2018 |
02-Jul-2018 |
Change |
Change % |
Previous Week |
| Open |
120-085 |
120-040 |
-0-045 |
-0.1% |
119-275 |
| High |
120-095 |
120-140 |
0-045 |
0.1% |
120-145 |
| Low |
120-020 |
120-010 |
-0-010 |
0.0% |
119-265 |
| Close |
120-060 |
120-025 |
-0-035 |
-0.1% |
120-060 |
| Range |
0-075 |
0-130 |
0-055 |
73.3% |
0-200 |
| ATR |
0-135 |
0-135 |
0-000 |
-0.3% |
0-000 |
| Volume |
1,402,554 |
1,072,783 |
-329,771 |
-23.5% |
7,273,007 |
|
| Daily Pivots for day following 02-Jul-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
121-128 |
121-047 |
120-096 |
|
| R3 |
120-318 |
120-237 |
120-061 |
|
| R2 |
120-188 |
120-188 |
120-049 |
|
| R1 |
120-107 |
120-107 |
120-037 |
120-082 |
| PP |
120-058 |
120-058 |
120-058 |
120-046 |
| S1 |
119-297 |
119-297 |
120-013 |
119-273 |
| S2 |
119-248 |
119-248 |
120-001 |
|
| S3 |
119-118 |
119-167 |
119-309 |
|
| S4 |
118-308 |
119-037 |
119-274 |
|
|
| Weekly Pivots for week ending 29-Jun-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
122-010 |
121-235 |
120-170 |
|
| R3 |
121-130 |
121-035 |
120-115 |
|
| R2 |
120-250 |
120-250 |
120-097 |
|
| R1 |
120-155 |
120-155 |
120-078 |
120-202 |
| PP |
120-050 |
120-050 |
120-050 |
120-074 |
| S1 |
119-275 |
119-275 |
120-042 |
120-002 |
| S2 |
119-170 |
119-170 |
120-023 |
|
| S3 |
118-290 |
119-075 |
120-005 |
|
| S4 |
118-090 |
118-195 |
119-270 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
120-145 |
119-265 |
0-200 |
0.5% |
0-108 |
0.3% |
40% |
False |
False |
1,368,283 |
| 10 |
120-145 |
119-135 |
1-010 |
0.9% |
0-118 |
0.3% |
64% |
False |
False |
1,363,309 |
| 20 |
120-145 |
118-295 |
1-170 |
1.3% |
0-129 |
0.3% |
76% |
False |
False |
1,457,489 |
| 40 |
121-030 |
117-300 |
3-050 |
2.6% |
0-147 |
0.4% |
68% |
False |
False |
1,157,743 |
| 60 |
121-030 |
117-300 |
3-050 |
2.6% |
0-132 |
0.3% |
68% |
False |
False |
773,263 |
| 80 |
121-035 |
117-300 |
3-055 |
2.6% |
0-118 |
0.3% |
67% |
False |
False |
579,986 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
122-052 |
|
2.618 |
121-160 |
|
1.618 |
121-030 |
|
1.000 |
120-270 |
|
0.618 |
120-220 |
|
HIGH |
120-140 |
|
0.618 |
120-090 |
|
0.500 |
120-075 |
|
0.382 |
120-060 |
|
LOW |
120-010 |
|
0.618 |
119-250 |
|
1.000 |
119-200 |
|
1.618 |
119-120 |
|
2.618 |
118-310 |
|
4.250 |
118-098 |
|
|
| Fisher Pivots for day following 02-Jul-2018 |
| Pivot |
1 day |
3 day |
| R1 |
120-075 |
120-078 |
| PP |
120-058 |
120-060 |
| S1 |
120-042 |
120-042 |
|