ECBOT 10 Year T-Note Future September 2018
| Trading Metrics calculated at close of trading on 05-Jul-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Jul-2018 |
05-Jul-2018 |
Change |
Change % |
Previous Week |
| Open |
120-010 |
120-110 |
0-100 |
0.3% |
119-275 |
| High |
120-120 |
120-135 |
0-015 |
0.0% |
120-145 |
| Low |
119-300 |
120-030 |
0-050 |
0.1% |
119-265 |
| Close |
120-100 |
120-080 |
-0-020 |
-0.1% |
120-060 |
| Range |
0-140 |
0-105 |
-0-035 |
-25.0% |
0-200 |
| ATR |
0-135 |
0-133 |
-0-002 |
-1.6% |
0-000 |
| Volume |
1,041,155 |
1,166,546 |
125,391 |
12.0% |
7,273,007 |
|
| Daily Pivots for day following 05-Jul-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
121-077 |
121-023 |
120-138 |
|
| R3 |
120-292 |
120-238 |
120-109 |
|
| R2 |
120-187 |
120-187 |
120-099 |
|
| R1 |
120-133 |
120-133 |
120-090 |
120-108 |
| PP |
120-082 |
120-082 |
120-082 |
120-069 |
| S1 |
120-028 |
120-028 |
120-070 |
120-003 |
| S2 |
119-297 |
119-297 |
120-061 |
|
| S3 |
119-192 |
119-243 |
120-051 |
|
| S4 |
119-087 |
119-138 |
120-022 |
|
|
| 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% |
0-109 |
0.3% |
61% |
False |
False |
1,218,451 |
| 10 |
120-145 |
119-135 |
1-010 |
0.9% |
0-112 |
0.3% |
80% |
False |
False |
1,305,756 |
| 20 |
120-145 |
118-295 |
1-170 |
1.3% |
0-128 |
0.3% |
87% |
False |
False |
1,405,012 |
| 40 |
121-030 |
117-300 |
3-050 |
2.6% |
0-149 |
0.4% |
73% |
False |
False |
1,212,716 |
| 60 |
121-030 |
117-300 |
3-050 |
2.6% |
0-133 |
0.3% |
73% |
False |
False |
810,048 |
| 80 |
121-035 |
117-300 |
3-055 |
2.6% |
0-121 |
0.3% |
73% |
False |
False |
607,583 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
121-261 |
|
2.618 |
121-090 |
|
1.618 |
120-305 |
|
1.000 |
120-240 |
|
0.618 |
120-200 |
|
HIGH |
120-135 |
|
0.618 |
120-095 |
|
0.500 |
120-083 |
|
0.382 |
120-070 |
|
LOW |
120-030 |
|
0.618 |
119-285 |
|
1.000 |
119-245 |
|
1.618 |
119-180 |
|
2.618 |
119-075 |
|
4.250 |
118-224 |
|
|
| Fisher Pivots for day following 05-Jul-2018 |
| Pivot |
1 day |
3 day |
| R1 |
120-083 |
120-073 |
| PP |
120-082 |
120-067 |
| S1 |
120-081 |
120-060 |
|