ECBOT 10 Year T-Note Future September 2018
| Trading Metrics calculated at close of trading on 19-Jul-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Jul-2018 |
19-Jul-2018 |
Change |
Change % |
Previous Week |
| Open |
120-035 |
120-025 |
-0-010 |
0.0% |
120-120 |
| High |
120-080 |
120-135 |
0-055 |
0.1% |
120-130 |
| Low |
120-000 |
119-275 |
-0-045 |
-0.1% |
120-000 |
| Close |
120-020 |
120-095 |
0-075 |
0.2% |
120-115 |
| Range |
0-080 |
0-180 |
0-100 |
125.0% |
0-130 |
| ATR |
0-114 |
0-119 |
0-005 |
4.2% |
0-000 |
| Volume |
866,201 |
1,757,197 |
890,996 |
102.9% |
5,226,472 |
|
| Daily Pivots for day following 19-Jul-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
121-282 |
121-208 |
120-194 |
|
| R3 |
121-102 |
121-028 |
120-145 |
|
| R2 |
120-242 |
120-242 |
120-128 |
|
| R1 |
120-168 |
120-168 |
120-112 |
120-205 |
| PP |
120-062 |
120-062 |
120-062 |
120-080 |
| S1 |
119-308 |
119-308 |
120-079 |
120-025 |
| S2 |
119-202 |
119-202 |
120-062 |
|
| S3 |
119-022 |
119-128 |
120-046 |
|
| S4 |
118-162 |
118-268 |
119-316 |
|
|
| 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 |
120-135 |
119-275 |
0-180 |
0.5% |
0-108 |
0.3% |
78% |
True |
True |
1,028,721 |
| 10 |
120-200 |
119-275 |
0-245 |
0.6% |
0-101 |
0.3% |
57% |
False |
True |
1,053,956 |
| 20 |
120-200 |
119-135 |
1-065 |
1.0% |
0-107 |
0.3% |
73% |
False |
False |
1,179,856 |
| 40 |
121-030 |
118-160 |
2-190 |
2.2% |
0-145 |
0.4% |
69% |
False |
False |
1,445,950 |
| 60 |
121-030 |
117-300 |
3-050 |
2.6% |
0-132 |
0.3% |
75% |
False |
False |
985,177 |
| 80 |
121-035 |
117-300 |
3-055 |
2.6% |
0-127 |
0.3% |
74% |
False |
False |
739,318 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
122-260 |
|
2.618 |
121-286 |
|
1.618 |
121-106 |
|
1.000 |
120-315 |
|
0.618 |
120-246 |
|
HIGH |
120-135 |
|
0.618 |
120-066 |
|
0.500 |
120-045 |
|
0.382 |
120-024 |
|
LOW |
119-275 |
|
0.618 |
119-164 |
|
1.000 |
119-095 |
|
1.618 |
118-304 |
|
2.618 |
118-124 |
|
4.250 |
117-150 |
|
|
| Fisher Pivots for day following 19-Jul-2018 |
| Pivot |
1 day |
3 day |
| R1 |
120-078 |
120-078 |
| PP |
120-062 |
120-062 |
| S1 |
120-045 |
120-045 |
|