ECBOT 10 Year T-Note Future September 2018
| Trading Metrics calculated at close of trading on 10-Jul-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Jul-2018 |
10-Jul-2018 |
Change |
Change % |
Previous Week |
| Open |
120-120 |
120-040 |
-0-080 |
-0.2% |
120-040 |
| High |
120-125 |
120-065 |
-0-060 |
-0.2% |
120-200 |
| Low |
120-030 |
120-000 |
-0-030 |
-0.1% |
119-300 |
| Close |
120-040 |
120-005 |
-0-035 |
-0.1% |
120-110 |
| Range |
0-095 |
0-065 |
-0-030 |
-31.6% |
0-220 |
| ATR |
0-131 |
0-126 |
-0-005 |
-3.6% |
0-000 |
| Volume |
804,790 |
1,011,141 |
206,351 |
25.6% |
4,272,668 |
|
| Daily Pivots for day following 10-Jul-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
120-218 |
120-177 |
120-041 |
|
| R3 |
120-153 |
120-112 |
120-023 |
|
| R2 |
120-088 |
120-088 |
120-017 |
|
| R1 |
120-047 |
120-047 |
120-011 |
120-035 |
| PP |
120-023 |
120-023 |
120-023 |
120-017 |
| S1 |
119-302 |
119-302 |
119-319 |
119-290 |
| S2 |
119-278 |
119-278 |
119-313 |
|
| S3 |
119-213 |
119-237 |
119-307 |
|
| S4 |
119-148 |
119-172 |
119-289 |
|
|
| 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% |
0-108 |
0.3% |
11% |
False |
False |
1,003,163 |
| 10 |
120-200 |
119-265 |
0-255 |
0.7% |
0-108 |
0.3% |
24% |
False |
False |
1,185,723 |
| 20 |
120-200 |
118-295 |
1-225 |
1.4% |
0-116 |
0.3% |
64% |
False |
False |
1,277,240 |
| 40 |
121-030 |
117-300 |
3-050 |
2.6% |
0-149 |
0.4% |
66% |
False |
False |
1,281,883 |
| 60 |
121-030 |
117-300 |
3-050 |
2.6% |
0-132 |
0.3% |
66% |
False |
False |
856,823 |
| 80 |
121-035 |
117-300 |
3-055 |
2.6% |
0-125 |
0.3% |
66% |
False |
False |
642,684 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
121-021 |
|
2.618 |
120-235 |
|
1.618 |
120-170 |
|
1.000 |
120-130 |
|
0.618 |
120-105 |
|
HIGH |
120-065 |
|
0.618 |
120-040 |
|
0.500 |
120-032 |
|
0.382 |
120-025 |
|
LOW |
120-000 |
|
0.618 |
119-280 |
|
1.000 |
119-255 |
|
1.618 |
119-215 |
|
2.618 |
119-150 |
|
4.250 |
119-044 |
|
|
| Fisher Pivots for day following 10-Jul-2018 |
| Pivot |
1 day |
3 day |
| R1 |
120-032 |
120-100 |
| PP |
120-023 |
120-068 |
| S1 |
120-014 |
120-037 |
|