ECBOT 10 Year T-Note Future September 2018
| Trading Metrics calculated at close of trading on 12-Jul-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Jul-2018 |
12-Jul-2018 |
Change |
Change % |
Previous Week |
| Open |
120-075 |
120-055 |
-0-020 |
-0.1% |
120-040 |
| High |
120-130 |
120-080 |
-0-050 |
-0.1% |
120-200 |
| Low |
120-025 |
120-005 |
-0-020 |
-0.1% |
119-300 |
| Close |
120-080 |
120-050 |
-0-030 |
-0.1% |
120-110 |
| Range |
0-105 |
0-075 |
-0-030 |
-28.6% |
0-220 |
| ATR |
0-126 |
0-122 |
-0-004 |
-2.9% |
0-000 |
| Volume |
1,588,869 |
998,978 |
-589,891 |
-37.1% |
4,272,668 |
|
| Daily Pivots for day following 12-Jul-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
120-270 |
120-235 |
120-091 |
|
| R3 |
120-195 |
120-160 |
120-071 |
|
| R2 |
120-120 |
120-120 |
120-064 |
|
| R1 |
120-085 |
120-085 |
120-057 |
120-065 |
| PP |
120-045 |
120-045 |
120-045 |
120-035 |
| S1 |
120-010 |
120-010 |
120-043 |
119-310 |
| S2 |
119-290 |
119-290 |
120-036 |
|
| S3 |
119-215 |
119-255 |
120-029 |
|
| S4 |
119-140 |
119-180 |
120-009 |
|
|
| 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% |
0-095 |
0.2% |
25% |
False |
False |
1,079,192 |
| 10 |
120-200 |
119-300 |
0-220 |
0.6% |
0-102 |
0.3% |
32% |
False |
False |
1,148,822 |
| 20 |
120-200 |
119-060 |
1-140 |
1.2% |
0-112 |
0.3% |
67% |
False |
False |
1,269,695 |
| 40 |
121-030 |
117-300 |
3-050 |
2.6% |
0-145 |
0.4% |
70% |
False |
False |
1,341,379 |
| 60 |
121-030 |
117-300 |
3-050 |
2.6% |
0-132 |
0.3% |
70% |
False |
False |
899,909 |
| 80 |
121-035 |
117-300 |
3-055 |
2.6% |
0-127 |
0.3% |
70% |
False |
False |
675,032 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
121-079 |
|
2.618 |
120-276 |
|
1.618 |
120-201 |
|
1.000 |
120-155 |
|
0.618 |
120-126 |
|
HIGH |
120-080 |
|
0.618 |
120-051 |
|
0.500 |
120-042 |
|
0.382 |
120-034 |
|
LOW |
120-005 |
|
0.618 |
119-279 |
|
1.000 |
119-250 |
|
1.618 |
119-204 |
|
2.618 |
119-129 |
|
4.250 |
119-006 |
|
|
| Fisher Pivots for day following 12-Jul-2018 |
| Pivot |
1 day |
3 day |
| R1 |
120-048 |
120-065 |
| PP |
120-045 |
120-060 |
| S1 |
120-042 |
120-055 |
|