ECBOT 10 Year T-Note Future September 2018
| Trading Metrics calculated at close of trading on 27-Jul-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Jul-2018 |
27-Jul-2018 |
Change |
Change % |
Previous Week |
| Open |
119-120 |
119-105 |
-0-015 |
0.0% |
120-005 |
| High |
119-180 |
119-165 |
-0-015 |
0.0% |
120-035 |
| Low |
119-090 |
119-080 |
-0-010 |
0.0% |
119-080 |
| Close |
119-110 |
119-140 |
0-030 |
0.1% |
119-140 |
| Range |
0-090 |
0-085 |
-0-005 |
-5.5% |
0-275 |
| ATR |
0-122 |
0-120 |
-0-003 |
-2.2% |
0-000 |
| Volume |
1,476,232 |
1,273,355 |
-202,877 |
-13.7% |
7,366,411 |
|
| Daily Pivots for day following 27-Jul-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
120-063 |
120-027 |
119-187 |
|
| R3 |
119-298 |
119-262 |
119-163 |
|
| R2 |
119-213 |
119-213 |
119-156 |
|
| R1 |
119-177 |
119-177 |
119-148 |
119-195 |
| PP |
119-128 |
119-128 |
119-128 |
119-137 |
| S1 |
119-092 |
119-092 |
119-132 |
119-110 |
| S2 |
119-043 |
119-043 |
119-124 |
|
| S3 |
118-278 |
119-007 |
119-117 |
|
| S4 |
118-193 |
118-242 |
119-093 |
|
|
| Weekly Pivots for week ending 27-Jul-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
122-057 |
121-213 |
119-291 |
|
| R3 |
121-102 |
120-258 |
119-216 |
|
| R2 |
120-147 |
120-147 |
119-190 |
|
| R1 |
119-303 |
119-303 |
119-165 |
119-248 |
| PP |
119-192 |
119-192 |
119-192 |
119-164 |
| S1 |
119-028 |
119-028 |
119-115 |
118-292 |
| S2 |
118-237 |
118-237 |
119-090 |
|
| S3 |
117-282 |
118-073 |
119-064 |
|
| S4 |
117-007 |
117-118 |
118-309 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
120-035 |
119-080 |
0-275 |
0.7% |
0-117 |
0.3% |
22% |
False |
True |
1,473,282 |
| 10 |
120-135 |
119-080 |
1-055 |
1.0% |
0-117 |
0.3% |
16% |
False |
True |
1,301,652 |
| 20 |
120-200 |
119-080 |
1-120 |
1.2% |
0-109 |
0.3% |
14% |
False |
True |
1,195,911 |
| 40 |
120-200 |
118-295 |
1-225 |
1.4% |
0-123 |
0.3% |
30% |
False |
False |
1,352,561 |
| 60 |
121-030 |
117-300 |
3-050 |
2.6% |
0-135 |
0.4% |
48% |
False |
False |
1,129,466 |
| 80 |
121-030 |
117-300 |
3-050 |
2.6% |
0-126 |
0.3% |
48% |
False |
False |
847,998 |
| 100 |
121-035 |
117-300 |
3-055 |
2.7% |
0-114 |
0.3% |
47% |
False |
False |
678,418 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
120-206 |
|
2.618 |
120-068 |
|
1.618 |
119-303 |
|
1.000 |
119-250 |
|
0.618 |
119-218 |
|
HIGH |
119-165 |
|
0.618 |
119-133 |
|
0.500 |
119-122 |
|
0.382 |
119-112 |
|
LOW |
119-080 |
|
0.618 |
119-027 |
|
1.000 |
118-315 |
|
1.618 |
118-262 |
|
2.618 |
118-177 |
|
4.250 |
118-039 |
|
|
| Fisher Pivots for day following 27-Jul-2018 |
| Pivot |
1 day |
3 day |
| R1 |
119-134 |
119-152 |
| PP |
119-128 |
119-148 |
| S1 |
119-122 |
119-144 |
|