ECBOT 10 Year T-Note Future September 2018
| Trading Metrics calculated at close of trading on 13-Jul-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Jul-2018 |
13-Jul-2018 |
Change |
Change % |
Previous Week |
| Open |
120-055 |
120-070 |
0-015 |
0.0% |
120-120 |
| High |
120-080 |
120-125 |
0-045 |
0.1% |
120-130 |
| Low |
120-005 |
120-040 |
0-035 |
0.1% |
120-000 |
| Close |
120-050 |
120-115 |
0-065 |
0.2% |
120-115 |
| Range |
0-075 |
0-085 |
0-010 |
13.3% |
0-130 |
| ATR |
0-122 |
0-120 |
-0-003 |
-2.2% |
0-000 |
| Volume |
998,978 |
822,694 |
-176,284 |
-17.6% |
5,226,472 |
|
| Daily Pivots for day following 13-Jul-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
121-028 |
120-317 |
120-162 |
|
| R3 |
120-263 |
120-232 |
120-138 |
|
| R2 |
120-178 |
120-178 |
120-131 |
|
| R1 |
120-147 |
120-147 |
120-123 |
120-162 |
| PP |
120-093 |
120-093 |
120-093 |
120-101 |
| S1 |
120-062 |
120-062 |
120-107 |
120-078 |
| S2 |
120-008 |
120-008 |
120-099 |
|
| S3 |
119-243 |
119-297 |
120-092 |
|
| S4 |
119-158 |
119-212 |
120-068 |
|
|
| Weekly Pivots for week ending 13-Jul-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
121-152 |
121-103 |
120-187 |
|
| R3 |
121-022 |
120-293 |
120-151 |
|
| R2 |
120-212 |
120-212 |
120-139 |
|
| R1 |
120-163 |
120-163 |
120-127 |
120-123 |
| PP |
120-082 |
120-082 |
120-082 |
120-061 |
| S1 |
120-033 |
120-033 |
120-103 |
119-312 |
| S2 |
119-272 |
119-272 |
120-091 |
|
| S3 |
119-142 |
119-223 |
120-079 |
|
| S4 |
119-012 |
119-093 |
120-043 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
120-130 |
120-000 |
0-130 |
0.3% |
0-085 |
0.2% |
88% |
False |
False |
1,045,294 |
| 10 |
120-200 |
119-300 |
0-220 |
0.6% |
0-101 |
0.3% |
61% |
False |
False |
1,090,169 |
| 20 |
120-200 |
119-135 |
1-065 |
1.0% |
0-110 |
0.3% |
78% |
False |
False |
1,230,591 |
| 40 |
121-030 |
117-300 |
3-050 |
2.6% |
0-144 |
0.4% |
77% |
False |
False |
1,360,080 |
| 60 |
121-030 |
117-300 |
3-050 |
2.6% |
0-131 |
0.3% |
77% |
False |
False |
913,570 |
| 80 |
121-035 |
117-300 |
3-055 |
2.6% |
0-128 |
0.3% |
76% |
False |
False |
685,316 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
121-166 |
|
2.618 |
121-028 |
|
1.618 |
120-263 |
|
1.000 |
120-210 |
|
0.618 |
120-178 |
|
HIGH |
120-125 |
|
0.618 |
120-093 |
|
0.500 |
120-082 |
|
0.382 |
120-072 |
|
LOW |
120-040 |
|
0.618 |
119-307 |
|
1.000 |
119-275 |
|
1.618 |
119-222 |
|
2.618 |
119-137 |
|
4.250 |
118-319 |
|
|
| Fisher Pivots for day following 13-Jul-2018 |
| Pivot |
1 day |
3 day |
| R1 |
120-104 |
120-099 |
| PP |
120-093 |
120-083 |
| S1 |
120-082 |
120-068 |
|