ECBOT 10 Year T-Note Future September 2018
Trading Metrics calculated at close of trading on 26-Jul-2018 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Jul-2018 |
26-Jul-2018 |
Change |
Change % |
Previous Week |
Open |
119-175 |
119-120 |
-0-055 |
-0.1% |
120-125 |
High |
119-225 |
119-180 |
-0-045 |
-0.1% |
120-135 |
Low |
119-105 |
119-090 |
-0-015 |
0.0% |
119-275 |
Close |
119-210 |
119-110 |
-0-100 |
-0.3% |
119-315 |
Range |
0-120 |
0-090 |
-0-030 |
-25.0% |
0-180 |
ATR |
0-123 |
0-122 |
0-000 |
-0.2% |
0-000 |
Volume |
1,673,593 |
1,476,232 |
-197,361 |
-11.8% |
5,650,116 |
|
Daily Pivots for day following 26-Jul-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
120-077 |
120-023 |
119-160 |
|
R3 |
119-307 |
119-253 |
119-135 |
|
R2 |
119-217 |
119-217 |
119-127 |
|
R1 |
119-163 |
119-163 |
119-118 |
119-145 |
PP |
119-127 |
119-127 |
119-127 |
119-118 |
S1 |
119-073 |
119-073 |
119-102 |
119-055 |
S2 |
119-037 |
119-037 |
119-094 |
|
S3 |
118-267 |
118-303 |
119-085 |
|
S4 |
118-177 |
118-213 |
119-061 |
|
|
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 |
120-120 |
119-090 |
1-030 |
0.9% |
0-127 |
0.3% |
6% |
False |
True |
1,484,451 |
10 |
120-135 |
119-090 |
1-045 |
1.0% |
0-117 |
0.3% |
5% |
False |
True |
1,256,586 |
20 |
120-200 |
119-090 |
1-110 |
1.1% |
0-110 |
0.3% |
5% |
False |
True |
1,202,704 |
40 |
120-200 |
118-295 |
1-225 |
1.4% |
0-125 |
0.3% |
25% |
False |
False |
1,386,700 |
60 |
121-030 |
117-300 |
3-050 |
2.6% |
0-135 |
0.4% |
45% |
False |
False |
1,108,360 |
80 |
121-030 |
117-300 |
3-050 |
2.6% |
0-127 |
0.3% |
45% |
False |
False |
832,085 |
100 |
121-035 |
117-300 |
3-055 |
2.7% |
0-113 |
0.3% |
44% |
False |
False |
665,685 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
120-242 |
2.618 |
120-096 |
1.618 |
120-006 |
1.000 |
119-270 |
0.618 |
119-236 |
HIGH |
119-180 |
0.618 |
119-146 |
0.500 |
119-135 |
0.382 |
119-124 |
LOW |
119-090 |
0.618 |
119-034 |
1.000 |
119-000 |
1.618 |
118-264 |
2.618 |
118-174 |
4.250 |
118-028 |
|
|
Fisher Pivots for day following 26-Jul-2018 |
Pivot |
1 day |
3 day |
R1 |
119-135 |
119-158 |
PP |
119-127 |
119-142 |
S1 |
119-118 |
119-126 |
|