ECBOT 10 Year T-Note Future September 2018
| Trading Metrics calculated at close of trading on 17-Jul-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Jul-2018 |
17-Jul-2018 |
Change |
Change % |
Previous Week |
| Open |
120-125 |
120-060 |
-0-065 |
-0.2% |
120-120 |
| High |
120-125 |
120-080 |
-0-045 |
-0.1% |
120-130 |
| Low |
120-000 |
120-010 |
0-010 |
0.0% |
120-000 |
| Close |
120-055 |
120-040 |
-0-015 |
0.0% |
120-115 |
| Range |
0-125 |
0-070 |
-0-055 |
-44.0% |
0-130 |
| ATR |
0-120 |
0-116 |
-0-004 |
-3.0% |
0-000 |
| Volume |
878,760 |
818,755 |
-60,005 |
-6.8% |
5,226,472 |
|
| Daily Pivots for day following 17-Jul-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
120-253 |
120-217 |
120-078 |
|
| R3 |
120-183 |
120-147 |
120-059 |
|
| R2 |
120-113 |
120-113 |
120-053 |
|
| R1 |
120-077 |
120-077 |
120-046 |
120-060 |
| PP |
120-043 |
120-043 |
120-043 |
120-035 |
| S1 |
120-007 |
120-007 |
120-034 |
119-310 |
| S2 |
119-293 |
119-293 |
120-027 |
|
| S3 |
119-223 |
119-257 |
120-021 |
|
| S4 |
119-153 |
119-187 |
120-002 |
|
|
| 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% |
0-092 |
0.2% |
31% |
False |
False |
1,021,611 |
| 10 |
120-200 |
119-300 |
0-220 |
0.6% |
0-100 |
0.3% |
27% |
False |
False |
1,012,387 |
| 20 |
120-200 |
119-135 |
1-065 |
1.0% |
0-109 |
0.3% |
58% |
False |
False |
1,187,848 |
| 40 |
121-030 |
118-090 |
2-260 |
2.3% |
0-143 |
0.4% |
66% |
False |
False |
1,398,118 |
| 60 |
121-030 |
117-300 |
3-050 |
2.6% |
0-130 |
0.3% |
69% |
False |
False |
941,698 |
| 80 |
121-035 |
117-300 |
3-055 |
2.6% |
0-127 |
0.3% |
69% |
False |
False |
706,526 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
121-057 |
|
2.618 |
120-263 |
|
1.618 |
120-193 |
|
1.000 |
120-150 |
|
0.618 |
120-123 |
|
HIGH |
120-080 |
|
0.618 |
120-053 |
|
0.500 |
120-045 |
|
0.382 |
120-037 |
|
LOW |
120-010 |
|
0.618 |
119-287 |
|
1.000 |
119-260 |
|
1.618 |
119-217 |
|
2.618 |
119-147 |
|
4.250 |
119-033 |
|
|
| Fisher Pivots for day following 17-Jul-2018 |
| Pivot |
1 day |
3 day |
| R1 |
120-045 |
120-062 |
| PP |
120-043 |
120-055 |
| S1 |
120-042 |
120-047 |
|