ECBOT 10 Year T-Note Future September 2018
| Trading Metrics calculated at close of trading on 30-Jul-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Jul-2018 |
30-Jul-2018 |
Change |
Change % |
Previous Week |
| Open |
119-105 |
119-155 |
0-050 |
0.1% |
120-005 |
| High |
119-165 |
119-155 |
-0-010 |
0.0% |
120-035 |
| Low |
119-080 |
119-080 |
0-000 |
0.0% |
119-080 |
| Close |
119-140 |
119-120 |
-0-020 |
-0.1% |
119-140 |
| Range |
0-085 |
0-075 |
-0-010 |
-11.7% |
0-275 |
| ATR |
0-120 |
0-117 |
-0-003 |
-2.7% |
0-000 |
| Volume |
1,273,355 |
1,053,711 |
-219,644 |
-17.2% |
7,366,411 |
|
| Daily Pivots for day following 30-Jul-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
120-023 |
119-307 |
119-161 |
|
| R3 |
119-268 |
119-232 |
119-141 |
|
| R2 |
119-193 |
119-193 |
119-134 |
|
| R1 |
119-157 |
119-157 |
119-127 |
119-138 |
| PP |
119-118 |
119-118 |
119-118 |
119-109 |
| S1 |
119-082 |
119-082 |
119-113 |
119-062 |
| S2 |
119-043 |
119-043 |
119-106 |
|
| S3 |
118-288 |
119-007 |
119-099 |
|
| S4 |
118-213 |
118-252 |
119-079 |
|
|
| 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 |
119-225 |
119-080 |
0-145 |
0.4% |
0-090 |
0.2% |
28% |
False |
True |
1,357,770 |
| 10 |
120-135 |
119-080 |
1-055 |
1.0% |
0-112 |
0.3% |
11% |
False |
True |
1,319,147 |
| 20 |
120-200 |
119-080 |
1-120 |
1.2% |
0-109 |
0.3% |
9% |
False |
True |
1,178,468 |
| 40 |
120-200 |
118-295 |
1-225 |
1.4% |
0-119 |
0.3% |
27% |
False |
False |
1,324,822 |
| 60 |
121-030 |
117-300 |
3-050 |
2.6% |
0-134 |
0.4% |
46% |
False |
False |
1,146,888 |
| 80 |
121-030 |
117-300 |
3-050 |
2.6% |
0-126 |
0.3% |
46% |
False |
False |
861,167 |
| 100 |
121-035 |
117-300 |
3-055 |
2.7% |
0-115 |
0.3% |
45% |
False |
False |
688,955 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
120-154 |
|
2.618 |
120-031 |
|
1.618 |
119-276 |
|
1.000 |
119-230 |
|
0.618 |
119-201 |
|
HIGH |
119-155 |
|
0.618 |
119-126 |
|
0.500 |
119-118 |
|
0.382 |
119-109 |
|
LOW |
119-080 |
|
0.618 |
119-034 |
|
1.000 |
119-005 |
|
1.618 |
118-279 |
|
2.618 |
118-204 |
|
4.250 |
118-081 |
|
|
| Fisher Pivots for day following 30-Jul-2018 |
| Pivot |
1 day |
3 day |
| R1 |
119-119 |
119-130 |
| PP |
119-118 |
119-127 |
| S1 |
119-118 |
119-123 |
|