ECBOT 10 Year T-Note Future September 2018
Trading Metrics calculated at close of trading on 23-Jul-2018 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Jul-2018 |
23-Jul-2018 |
Change |
Change % |
Previous Week |
Open |
120-105 |
120-005 |
-0-100 |
-0.3% |
120-125 |
High |
120-120 |
120-035 |
-0-085 |
-0.2% |
120-135 |
Low |
119-305 |
119-145 |
-0-160 |
-0.4% |
119-275 |
Close |
119-315 |
119-155 |
-0-160 |
-0.4% |
119-315 |
Range |
0-135 |
0-210 |
0-075 |
55.6% |
0-180 |
ATR |
0-120 |
0-126 |
0-006 |
5.4% |
0-000 |
Volume |
1,329,203 |
1,631,269 |
302,066 |
22.7% |
5,650,116 |
|
Daily Pivots for day following 23-Jul-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
121-208 |
121-072 |
119-271 |
|
R3 |
120-318 |
120-182 |
119-213 |
|
R2 |
120-108 |
120-108 |
119-194 |
|
R1 |
119-292 |
119-292 |
119-174 |
119-255 |
PP |
119-218 |
119-218 |
119-218 |
119-200 |
S1 |
119-082 |
119-082 |
119-136 |
119-045 |
S2 |
119-008 |
119-008 |
119-117 |
|
S3 |
118-118 |
118-192 |
119-097 |
|
S4 |
117-228 |
117-302 |
119-039 |
|
|
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 |
119-145 |
0-310 |
0.8% |
0-135 |
0.4% |
3% |
False |
True |
1,280,525 |
10 |
120-135 |
119-145 |
0-310 |
0.8% |
0-113 |
0.3% |
3% |
False |
True |
1,170,306 |
20 |
120-200 |
119-145 |
1-055 |
1.0% |
0-112 |
0.3% |
3% |
False |
True |
1,202,676 |
40 |
121-030 |
118-295 |
2-055 |
1.8% |
0-145 |
0.4% |
26% |
False |
False |
1,452,534 |
60 |
121-030 |
117-300 |
3-050 |
2.6% |
0-134 |
0.4% |
49% |
False |
False |
1,034,317 |
80 |
121-035 |
117-300 |
3-055 |
2.7% |
0-127 |
0.3% |
49% |
False |
False |
776,323 |
100 |
121-035 |
117-300 |
3-055 |
2.7% |
0-111 |
0.3% |
49% |
False |
False |
621,067 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
122-288 |
2.618 |
121-265 |
1.618 |
121-055 |
1.000 |
120-245 |
0.618 |
120-165 |
HIGH |
120-035 |
0.618 |
119-275 |
0.500 |
119-250 |
0.382 |
119-225 |
LOW |
119-145 |
0.618 |
119-015 |
1.000 |
118-255 |
1.618 |
118-125 |
2.618 |
117-235 |
4.250 |
116-212 |
|
|
Fisher Pivots for day following 23-Jul-2018 |
Pivot |
1 day |
3 day |
R1 |
119-250 |
119-300 |
PP |
119-218 |
119-252 |
S1 |
119-187 |
119-203 |
|