ECBOT 10 Year T-Note Future September 2018
Trading Metrics calculated at close of trading on 24-Jul-2018 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Jul-2018 |
24-Jul-2018 |
Change |
Change % |
Previous Week |
Open |
120-005 |
119-180 |
-0-145 |
-0.4% |
120-125 |
High |
120-035 |
119-205 |
-0-150 |
-0.4% |
120-135 |
Low |
119-145 |
119-125 |
-0-020 |
-0.1% |
119-275 |
Close |
119-155 |
119-180 |
0-025 |
0.1% |
119-315 |
Range |
0-210 |
0-080 |
-0-130 |
-61.9% |
0-180 |
ATR |
0-126 |
0-123 |
-0-003 |
-2.6% |
0-000 |
Volume |
1,631,269 |
1,311,962 |
-319,307 |
-19.6% |
5,650,116 |
|
Daily Pivots for day following 24-Jul-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
120-090 |
120-055 |
119-224 |
|
R3 |
120-010 |
119-295 |
119-202 |
|
R2 |
119-250 |
119-250 |
119-195 |
|
R1 |
119-215 |
119-215 |
119-187 |
119-220 |
PP |
119-170 |
119-170 |
119-170 |
119-172 |
S1 |
119-135 |
119-135 |
119-173 |
119-140 |
S2 |
119-090 |
119-090 |
119-165 |
|
S3 |
119-010 |
119-055 |
119-158 |
|
S4 |
118-250 |
118-295 |
119-136 |
|
|
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 |
119-125 |
1-010 |
0.9% |
0-137 |
0.4% |
17% |
False |
True |
1,379,166 |
10 |
120-135 |
119-125 |
1-010 |
0.9% |
0-115 |
0.3% |
17% |
False |
True |
1,200,388 |
20 |
120-200 |
119-125 |
1-075 |
1.0% |
0-111 |
0.3% |
14% |
False |
True |
1,193,055 |
40 |
121-030 |
118-295 |
2-055 |
1.8% |
0-142 |
0.4% |
29% |
False |
False |
1,449,145 |
60 |
121-030 |
117-300 |
3-050 |
2.6% |
0-134 |
0.4% |
51% |
False |
False |
1,056,063 |
80 |
121-035 |
117-300 |
3-055 |
2.7% |
0-127 |
0.3% |
51% |
False |
False |
792,722 |
100 |
121-035 |
117-300 |
3-055 |
2.7% |
0-111 |
0.3% |
51% |
False |
False |
634,186 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
120-225 |
2.618 |
120-094 |
1.618 |
120-014 |
1.000 |
119-285 |
0.618 |
119-254 |
HIGH |
119-205 |
0.618 |
119-174 |
0.500 |
119-165 |
0.382 |
119-156 |
LOW |
119-125 |
0.618 |
119-076 |
1.000 |
119-045 |
1.618 |
118-316 |
2.618 |
118-236 |
4.250 |
118-105 |
|
|
Fisher Pivots for day following 24-Jul-2018 |
Pivot |
1 day |
3 day |
R1 |
119-175 |
119-282 |
PP |
119-170 |
119-248 |
S1 |
119-165 |
119-214 |
|