ECBOT 10 Year T-Note Future September 2018
| Trading Metrics calculated at close of trading on 11-Jul-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Jul-2018 |
11-Jul-2018 |
Change |
Change % |
Previous Week |
| Open |
120-040 |
120-075 |
0-035 |
0.1% |
120-040 |
| High |
120-065 |
120-130 |
0-065 |
0.2% |
120-200 |
| Low |
120-000 |
120-025 |
0-025 |
0.1% |
119-300 |
| Close |
120-005 |
120-080 |
0-075 |
0.2% |
120-110 |
| Range |
0-065 |
0-105 |
0-040 |
61.6% |
0-220 |
| ATR |
0-126 |
0-126 |
0-000 |
-0.1% |
0-000 |
| Volume |
1,011,141 |
1,588,869 |
577,728 |
57.1% |
4,272,668 |
|
| Daily Pivots for day following 11-Jul-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
121-073 |
121-022 |
120-138 |
|
| R3 |
120-288 |
120-237 |
120-109 |
|
| R2 |
120-183 |
120-183 |
120-099 |
|
| R1 |
120-132 |
120-132 |
120-090 |
120-158 |
| PP |
120-078 |
120-078 |
120-078 |
120-091 |
| S1 |
120-027 |
120-027 |
120-070 |
120-052 |
| S2 |
119-293 |
119-293 |
120-061 |
|
| S3 |
119-188 |
119-242 |
120-051 |
|
| S4 |
119-083 |
119-137 |
120-022 |
|
|
| 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 |
120-000 |
0-200 |
0.5% |
0-101 |
0.3% |
40% |
False |
False |
1,112,706 |
| 10 |
120-200 |
119-300 |
0-220 |
0.6% |
0-109 |
0.3% |
45% |
False |
False |
1,238,781 |
| 20 |
120-200 |
118-295 |
1-225 |
1.4% |
0-117 |
0.3% |
78% |
False |
False |
1,294,845 |
| 40 |
121-030 |
117-300 |
3-050 |
2.6% |
0-149 |
0.4% |
73% |
False |
False |
1,320,949 |
| 60 |
121-030 |
117-300 |
3-050 |
2.6% |
0-132 |
0.3% |
73% |
False |
False |
883,289 |
| 80 |
121-035 |
117-300 |
3-055 |
2.6% |
0-126 |
0.3% |
73% |
False |
False |
662,545 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
121-256 |
|
2.618 |
121-085 |
|
1.618 |
120-300 |
|
1.000 |
120-235 |
|
0.618 |
120-195 |
|
HIGH |
120-130 |
|
0.618 |
120-090 |
|
0.500 |
120-078 |
|
0.382 |
120-065 |
|
LOW |
120-025 |
|
0.618 |
119-280 |
|
1.000 |
119-240 |
|
1.618 |
119-175 |
|
2.618 |
119-070 |
|
4.250 |
118-219 |
|
|
| Fisher Pivots for day following 11-Jul-2018 |
| Pivot |
1 day |
3 day |
| R1 |
120-079 |
120-075 |
| PP |
120-078 |
120-070 |
| S1 |
120-078 |
120-065 |
|