ECBOT 10 Year T-Note Future September 2018
Trading Metrics calculated at close of trading on 31-Jul-2018 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Jul-2018 |
31-Jul-2018 |
Change |
Change % |
Previous Week |
Open |
119-155 |
119-120 |
-0-035 |
-0.1% |
120-005 |
High |
119-155 |
119-210 |
0-055 |
0.1% |
120-035 |
Low |
119-080 |
119-110 |
0-030 |
0.1% |
119-080 |
Close |
119-120 |
119-135 |
0-015 |
0.0% |
119-140 |
Range |
0-075 |
0-100 |
0-025 |
33.3% |
0-275 |
ATR |
0-117 |
0-115 |
-0-001 |
-1.0% |
0-000 |
Volume |
1,053,711 |
1,915,199 |
861,488 |
81.8% |
7,366,411 |
|
Daily Pivots for day following 31-Jul-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
120-132 |
120-073 |
119-190 |
|
R3 |
120-032 |
119-293 |
119-163 |
|
R2 |
119-252 |
119-252 |
119-153 |
|
R1 |
119-193 |
119-193 |
119-144 |
119-223 |
PP |
119-152 |
119-152 |
119-152 |
119-166 |
S1 |
119-093 |
119-093 |
119-126 |
119-123 |
S2 |
119-052 |
119-052 |
119-117 |
|
S3 |
118-272 |
118-313 |
119-108 |
|
S4 |
118-172 |
118-213 |
119-080 |
|
|
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% |
0-094 |
0.2% |
38% |
False |
False |
1,478,418 |
10 |
120-135 |
119-080 |
1-055 |
1.0% |
0-116 |
0.3% |
15% |
False |
False |
1,428,792 |
20 |
120-200 |
119-080 |
1-120 |
1.2% |
0-108 |
0.3% |
13% |
False |
False |
1,220,589 |
40 |
120-200 |
118-295 |
1-225 |
1.4% |
0-118 |
0.3% |
29% |
False |
False |
1,339,039 |
60 |
121-030 |
117-300 |
3-050 |
2.6% |
0-134 |
0.3% |
47% |
False |
False |
1,178,692 |
80 |
121-030 |
117-300 |
3-050 |
2.6% |
0-126 |
0.3% |
47% |
False |
False |
885,095 |
100 |
121-035 |
117-300 |
3-055 |
2.7% |
0-116 |
0.3% |
47% |
False |
False |
708,107 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
120-315 |
2.618 |
120-152 |
1.618 |
120-052 |
1.000 |
119-310 |
0.618 |
119-272 |
HIGH |
119-210 |
0.618 |
119-172 |
0.500 |
119-160 |
0.382 |
119-148 |
LOW |
119-110 |
0.618 |
119-048 |
1.000 |
119-010 |
1.618 |
118-268 |
2.618 |
118-168 |
4.250 |
118-005 |
|
|
Fisher Pivots for day following 31-Jul-2018 |
Pivot |
1 day |
3 day |
R1 |
119-160 |
119-145 |
PP |
119-152 |
119-142 |
S1 |
119-143 |
119-138 |
|