ECBOT 10 Year T-Note Future September 2018
| Trading Metrics calculated at close of trading on 18-Jul-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Jul-2018 |
18-Jul-2018 |
Change |
Change % |
Previous Week |
| Open |
120-060 |
120-035 |
-0-025 |
-0.1% |
120-120 |
| High |
120-080 |
120-080 |
0-000 |
0.0% |
120-130 |
| Low |
120-010 |
120-000 |
-0-010 |
0.0% |
120-000 |
| Close |
120-040 |
120-020 |
-0-020 |
-0.1% |
120-115 |
| Range |
0-070 |
0-080 |
0-010 |
14.3% |
0-130 |
| ATR |
0-116 |
0-114 |
-0-003 |
-2.2% |
0-000 |
| Volume |
818,755 |
866,201 |
47,446 |
5.8% |
5,226,472 |
|
| Daily Pivots for day following 18-Jul-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
120-273 |
120-227 |
120-064 |
|
| R3 |
120-193 |
120-147 |
120-042 |
|
| R2 |
120-113 |
120-113 |
120-035 |
|
| R1 |
120-067 |
120-067 |
120-027 |
120-050 |
| PP |
120-033 |
120-033 |
120-033 |
120-025 |
| S1 |
119-307 |
119-307 |
120-013 |
119-290 |
| S2 |
119-273 |
119-273 |
120-005 |
|
| S3 |
119-193 |
119-227 |
119-318 |
|
| S4 |
119-113 |
119-147 |
119-296 |
|
|
| 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 |
120-125 |
120-000 |
0-125 |
0.3% |
0-087 |
0.2% |
16% |
False |
True |
877,077 |
| 10 |
120-200 |
120-000 |
0-200 |
0.5% |
0-094 |
0.2% |
10% |
False |
True |
994,891 |
| 20 |
120-200 |
119-135 |
1-065 |
1.0% |
0-105 |
0.3% |
53% |
False |
False |
1,153,567 |
| 40 |
121-030 |
118-115 |
2-235 |
2.3% |
0-142 |
0.4% |
62% |
False |
False |
1,411,375 |
| 60 |
121-030 |
117-300 |
3-050 |
2.6% |
0-130 |
0.3% |
67% |
False |
False |
955,951 |
| 80 |
121-035 |
117-300 |
3-055 |
2.6% |
0-126 |
0.3% |
67% |
False |
False |
717,353 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
121-100 |
|
2.618 |
120-289 |
|
1.618 |
120-209 |
|
1.000 |
120-160 |
|
0.618 |
120-129 |
|
HIGH |
120-080 |
|
0.618 |
120-049 |
|
0.500 |
120-040 |
|
0.382 |
120-031 |
|
LOW |
120-000 |
|
0.618 |
119-271 |
|
1.000 |
119-240 |
|
1.618 |
119-191 |
|
2.618 |
119-111 |
|
4.250 |
118-300 |
|
|
| Fisher Pivots for day following 18-Jul-2018 |
| Pivot |
1 day |
3 day |
| R1 |
120-040 |
120-062 |
| PP |
120-033 |
120-048 |
| S1 |
120-027 |
120-034 |
|