ECBOT 10 Year T-Note Future September 2018
| Trading Metrics calculated at close of trading on 09-Jul-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Jul-2018 |
09-Jul-2018 |
Change |
Change % |
Previous Week |
| Open |
120-110 |
120-120 |
0-010 |
0.0% |
120-040 |
| High |
120-200 |
120-125 |
-0-075 |
-0.2% |
120-200 |
| Low |
120-065 |
120-030 |
-0-035 |
-0.1% |
119-300 |
| Close |
120-110 |
120-040 |
-0-070 |
-0.2% |
120-110 |
| Range |
0-135 |
0-095 |
-0-040 |
-29.7% |
0-220 |
| ATR |
0-133 |
0-131 |
-0-003 |
-2.1% |
0-000 |
| Volume |
992,184 |
804,790 |
-187,394 |
-18.9% |
4,272,668 |
|
| Daily Pivots for day following 09-Jul-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
121-030 |
120-290 |
120-092 |
|
| R3 |
120-255 |
120-195 |
120-066 |
|
| R2 |
120-160 |
120-160 |
120-057 |
|
| R1 |
120-100 |
120-100 |
120-049 |
120-082 |
| PP |
120-065 |
120-065 |
120-065 |
120-056 |
| S1 |
120-005 |
120-005 |
120-031 |
119-308 |
| S2 |
119-290 |
119-290 |
120-023 |
|
| S3 |
119-195 |
119-230 |
120-014 |
|
| S4 |
119-100 |
119-135 |
119-308 |
|
|
| 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% |
0-121 |
0.3% |
27% |
False |
False |
1,015,491 |
| 10 |
120-200 |
119-265 |
0-255 |
0.7% |
0-110 |
0.3% |
37% |
False |
False |
1,235,046 |
| 20 |
120-200 |
118-295 |
1-225 |
1.4% |
0-117 |
0.3% |
71% |
False |
False |
1,285,461 |
| 40 |
121-030 |
117-300 |
3-050 |
2.6% |
0-149 |
0.4% |
69% |
False |
False |
1,257,056 |
| 60 |
121-030 |
117-300 |
3-050 |
2.6% |
0-132 |
0.3% |
69% |
False |
False |
839,972 |
| 80 |
121-035 |
117-300 |
3-055 |
2.6% |
0-124 |
0.3% |
69% |
False |
False |
630,045 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
121-209 |
|
2.618 |
121-054 |
|
1.618 |
120-279 |
|
1.000 |
120-220 |
|
0.618 |
120-184 |
|
HIGH |
120-125 |
|
0.618 |
120-089 |
|
0.500 |
120-078 |
|
0.382 |
120-066 |
|
LOW |
120-030 |
|
0.618 |
119-291 |
|
1.000 |
119-255 |
|
1.618 |
119-196 |
|
2.618 |
119-101 |
|
4.250 |
118-266 |
|
|
| Fisher Pivots for day following 09-Jul-2018 |
| Pivot |
1 day |
3 day |
| R1 |
120-078 |
120-115 |
| PP |
120-065 |
120-090 |
| S1 |
120-053 |
120-065 |
|