ECBOT 10 Year T-Note Future September 2018
| Trading Metrics calculated at close of trading on 16-Jul-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Jul-2018 |
16-Jul-2018 |
Change |
Change % |
Previous Week |
| Open |
120-070 |
120-125 |
0-055 |
0.1% |
120-120 |
| High |
120-125 |
120-125 |
0-000 |
0.0% |
120-130 |
| Low |
120-040 |
120-000 |
-0-040 |
-0.1% |
120-000 |
| Close |
120-115 |
120-055 |
-0-060 |
-0.2% |
120-115 |
| Range |
0-085 |
0-125 |
0-040 |
47.1% |
0-130 |
| ATR |
0-120 |
0-120 |
0-000 |
0.3% |
0-000 |
| Volume |
822,694 |
878,760 |
56,066 |
6.8% |
5,226,472 |
|
| Daily Pivots for day following 16-Jul-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
121-115 |
121-050 |
120-124 |
|
| R3 |
120-310 |
120-245 |
120-089 |
|
| R2 |
120-185 |
120-185 |
120-078 |
|
| R1 |
120-120 |
120-120 |
120-066 |
120-090 |
| PP |
120-060 |
120-060 |
120-060 |
120-045 |
| S1 |
119-315 |
119-315 |
120-044 |
119-285 |
| S2 |
119-255 |
119-255 |
120-032 |
|
| S3 |
119-130 |
119-190 |
120-021 |
|
| S4 |
119-005 |
119-065 |
119-306 |
|
|
| 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% |
0-091 |
0.2% |
42% |
False |
True |
1,060,088 |
| 10 |
120-200 |
119-300 |
0-220 |
0.6% |
0-106 |
0.3% |
34% |
False |
False |
1,037,790 |
| 20 |
120-200 |
119-135 |
1-065 |
1.0% |
0-109 |
0.3% |
62% |
False |
False |
1,192,796 |
| 40 |
121-030 |
117-315 |
3-035 |
2.6% |
0-145 |
0.4% |
70% |
False |
False |
1,379,996 |
| 60 |
121-030 |
117-300 |
3-050 |
2.6% |
0-131 |
0.3% |
71% |
False |
False |
928,142 |
| 80 |
121-035 |
117-300 |
3-055 |
2.6% |
0-128 |
0.3% |
70% |
False |
False |
696,294 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
122-016 |
|
2.618 |
121-132 |
|
1.618 |
121-007 |
|
1.000 |
120-250 |
|
0.618 |
120-202 |
|
HIGH |
120-125 |
|
0.618 |
120-077 |
|
0.500 |
120-062 |
|
0.382 |
120-048 |
|
LOW |
120-000 |
|
0.618 |
119-243 |
|
1.000 |
119-195 |
|
1.618 |
119-118 |
|
2.618 |
118-313 |
|
4.250 |
118-109 |
|
|
| Fisher Pivots for day following 16-Jul-2018 |
| Pivot |
1 day |
3 day |
| R1 |
120-062 |
120-062 |
| PP |
120-060 |
120-060 |
| S1 |
120-058 |
120-058 |
|