ECBOT 10 Year T-Note Future September 2018
| Trading Metrics calculated at close of trading on 03-Jul-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Jul-2018 |
03-Jul-2018 |
Change |
Change % |
Previous Week |
| Open |
120-040 |
120-010 |
-0-030 |
-0.1% |
119-275 |
| High |
120-140 |
120-120 |
-0-020 |
-0.1% |
120-145 |
| Low |
120-010 |
119-300 |
-0-030 |
-0.1% |
119-265 |
| Close |
120-025 |
120-100 |
0-075 |
0.2% |
120-060 |
| Range |
0-130 |
0-140 |
0-010 |
7.7% |
0-200 |
| ATR |
0-135 |
0-135 |
0-000 |
0.3% |
0-000 |
| Volume |
1,072,783 |
1,041,155 |
-31,628 |
-2.9% |
7,273,007 |
|
| Daily Pivots for day following 03-Jul-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
121-167 |
121-113 |
120-177 |
|
| R3 |
121-027 |
120-293 |
120-138 |
|
| R2 |
120-207 |
120-207 |
120-126 |
|
| R1 |
120-153 |
120-153 |
120-113 |
120-180 |
| PP |
120-067 |
120-067 |
120-067 |
120-080 |
| S1 |
120-013 |
120-013 |
120-087 |
120-040 |
| S2 |
119-247 |
119-247 |
120-074 |
|
| S3 |
119-107 |
119-193 |
120-062 |
|
| S4 |
118-287 |
119-053 |
120-023 |
|
|
| 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 |
119-300 |
0-165 |
0.4% |
0-118 |
0.3% |
73% |
False |
True |
1,364,857 |
| 10 |
120-145 |
119-135 |
1-010 |
0.9% |
0-116 |
0.3% |
86% |
False |
False |
1,312,243 |
| 20 |
120-145 |
118-295 |
1-170 |
1.3% |
0-130 |
0.3% |
91% |
False |
False |
1,426,878 |
| 40 |
121-030 |
117-300 |
3-050 |
2.6% |
0-149 |
0.4% |
75% |
False |
False |
1,183,675 |
| 60 |
121-030 |
117-300 |
3-050 |
2.6% |
0-133 |
0.3% |
75% |
False |
False |
790,614 |
| 80 |
121-035 |
117-300 |
3-055 |
2.6% |
0-120 |
0.3% |
75% |
False |
False |
593,001 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
122-075 |
|
2.618 |
121-167 |
|
1.618 |
121-027 |
|
1.000 |
120-260 |
|
0.618 |
120-207 |
|
HIGH |
120-120 |
|
0.618 |
120-067 |
|
0.500 |
120-050 |
|
0.382 |
120-033 |
|
LOW |
119-300 |
|
0.618 |
119-213 |
|
1.000 |
119-160 |
|
1.618 |
119-073 |
|
2.618 |
118-253 |
|
4.250 |
118-025 |
|
|
| Fisher Pivots for day following 03-Jul-2018 |
| Pivot |
1 day |
3 day |
| R1 |
120-083 |
120-087 |
| PP |
120-067 |
120-073 |
| S1 |
120-050 |
120-060 |
|