ECBOT 10 Year T-Note Future September 2018
Trading Metrics calculated at close of trading on 20-Jul-2018 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Jul-2018 |
20-Jul-2018 |
Change |
Change % |
Previous Week |
Open |
120-025 |
120-105 |
0-080 |
0.2% |
120-125 |
High |
120-135 |
120-120 |
-0-015 |
0.0% |
120-135 |
Low |
119-275 |
119-305 |
0-030 |
0.1% |
119-275 |
Close |
120-095 |
119-315 |
-0-100 |
-0.3% |
119-315 |
Range |
0-180 |
0-135 |
-0-045 |
-25.0% |
0-180 |
ATR |
0-119 |
0-120 |
0-001 |
1.0% |
0-000 |
Volume |
1,757,197 |
1,329,203 |
-427,994 |
-24.4% |
5,650,116 |
|
Daily Pivots for day following 20-Jul-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
121-118 |
121-032 |
120-069 |
|
R3 |
120-303 |
120-217 |
120-032 |
|
R2 |
120-168 |
120-168 |
120-020 |
|
R1 |
120-082 |
120-082 |
120-007 |
120-058 |
PP |
120-033 |
120-033 |
120-033 |
120-021 |
S1 |
119-267 |
119-267 |
119-303 |
119-242 |
S2 |
119-218 |
119-218 |
119-290 |
|
S3 |
119-083 |
119-132 |
119-278 |
|
S4 |
118-268 |
118-317 |
119-241 |
|
|
Weekly Pivots for week ending 20-Jul-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
121-248 |
121-142 |
120-094 |
|
R3 |
121-068 |
120-282 |
120-045 |
|
R2 |
120-208 |
120-208 |
120-028 |
|
R1 |
120-102 |
120-102 |
120-012 |
120-065 |
PP |
120-028 |
120-028 |
120-028 |
120-010 |
S1 |
119-242 |
119-242 |
119-299 |
119-205 |
S2 |
119-168 |
119-168 |
119-282 |
|
S3 |
118-308 |
119-062 |
119-266 |
|
S4 |
118-128 |
118-202 |
119-216 |
|
|
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% |
0-118 |
0.3% |
22% |
False |
False |
1,130,023 |
10 |
120-135 |
119-275 |
0-180 |
0.5% |
0-101 |
0.3% |
22% |
False |
False |
1,087,658 |
20 |
120-200 |
119-205 |
0-315 |
0.8% |
0-105 |
0.3% |
35% |
False |
False |
1,167,981 |
40 |
121-030 |
118-295 |
2-055 |
1.8% |
0-143 |
0.4% |
49% |
False |
False |
1,461,144 |
60 |
121-030 |
117-300 |
3-050 |
2.6% |
0-132 |
0.3% |
65% |
False |
False |
1,007,243 |
80 |
121-035 |
117-300 |
3-055 |
2.6% |
0-126 |
0.3% |
65% |
False |
False |
755,933 |
100 |
121-035 |
117-300 |
3-055 |
2.6% |
0-108 |
0.3% |
65% |
False |
False |
604,754 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
122-054 |
2.618 |
121-153 |
1.618 |
121-018 |
1.000 |
120-255 |
0.618 |
120-203 |
HIGH |
120-120 |
0.618 |
120-068 |
0.500 |
120-052 |
0.382 |
120-037 |
LOW |
119-305 |
0.618 |
119-222 |
1.000 |
119-170 |
1.618 |
119-087 |
2.618 |
118-272 |
4.250 |
118-051 |
|
|
Fisher Pivots for day following 20-Jul-2018 |
Pivot |
1 day |
3 day |
R1 |
120-052 |
120-045 |
PP |
120-033 |
120-028 |
S1 |
120-014 |
120-012 |
|