ECBOT 10 Year T-Note Future September 2018
| Trading Metrics calculated at close of trading on 06-Jul-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Jul-2018 |
06-Jul-2018 |
Change |
Change % |
Previous Week |
| Open |
120-110 |
120-110 |
0-000 |
0.0% |
120-040 |
| High |
120-135 |
120-200 |
0-065 |
0.2% |
120-200 |
| Low |
120-030 |
120-065 |
0-035 |
0.1% |
119-300 |
| Close |
120-080 |
120-110 |
0-030 |
0.1% |
120-110 |
| Range |
0-105 |
0-135 |
0-030 |
28.6% |
0-220 |
| ATR |
0-133 |
0-133 |
0-000 |
0.1% |
0-000 |
| Volume |
1,166,546 |
992,184 |
-174,362 |
-14.9% |
4,272,668 |
|
| Daily Pivots for day following 06-Jul-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
121-210 |
121-135 |
120-184 |
|
| R3 |
121-075 |
121-000 |
120-147 |
|
| R2 |
120-260 |
120-260 |
120-135 |
|
| R1 |
120-185 |
120-185 |
120-122 |
120-178 |
| PP |
120-125 |
120-125 |
120-125 |
120-121 |
| S1 |
120-050 |
120-050 |
120-098 |
120-043 |
| S2 |
119-310 |
119-310 |
120-085 |
|
| S3 |
119-175 |
119-235 |
120-073 |
|
| S4 |
119-040 |
119-100 |
120-036 |
|
|
| Weekly Pivots for week ending 06-Jul-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
122-117 |
122-013 |
120-231 |
|
| R3 |
121-217 |
121-113 |
120-171 |
|
| R2 |
120-317 |
120-317 |
120-150 |
|
| R1 |
120-213 |
120-213 |
120-130 |
120-265 |
| PP |
120-097 |
120-097 |
120-097 |
120-123 |
| S1 |
119-313 |
119-313 |
120-090 |
120-045 |
| S2 |
119-197 |
119-197 |
120-070 |
|
| S3 |
118-297 |
119-093 |
120-050 |
|
| S4 |
118-077 |
118-193 |
119-309 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
120-200 |
119-300 |
0-220 |
0.6% |
0-117 |
0.3% |
59% |
True |
False |
1,135,044 |
| 10 |
120-200 |
119-205 |
0-315 |
0.8% |
0-110 |
0.3% |
71% |
True |
False |
1,248,304 |
| 20 |
120-200 |
118-295 |
1-225 |
1.4% |
0-121 |
0.3% |
83% |
True |
False |
1,347,328 |
| 40 |
121-030 |
117-300 |
3-050 |
2.6% |
0-150 |
0.4% |
76% |
False |
False |
1,237,240 |
| 60 |
121-030 |
117-300 |
3-050 |
2.6% |
0-133 |
0.3% |
76% |
False |
False |
826,580 |
| 80 |
121-035 |
117-300 |
3-055 |
2.6% |
0-123 |
0.3% |
76% |
False |
False |
619,985 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
122-134 |
|
2.618 |
121-233 |
|
1.618 |
121-098 |
|
1.000 |
121-015 |
|
0.618 |
120-283 |
|
HIGH |
120-200 |
|
0.618 |
120-148 |
|
0.500 |
120-132 |
|
0.382 |
120-117 |
|
LOW |
120-065 |
|
0.618 |
119-302 |
|
1.000 |
119-250 |
|
1.618 |
119-167 |
|
2.618 |
119-032 |
|
4.250 |
118-131 |
|
|
| Fisher Pivots for day following 06-Jul-2018 |
| Pivot |
1 day |
3 day |
| R1 |
120-132 |
120-103 |
| PP |
120-125 |
120-097 |
| S1 |
120-118 |
120-090 |
|