ECBOT 10 Year T-Note Future September 2018
| Trading Metrics calculated at close of trading on 01-Aug-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
31-Jul-2018 |
01-Aug-2018 |
Change |
Change % |
Previous Week |
| Open |
119-120 |
119-130 |
0-010 |
0.0% |
120-005 |
| High |
119-210 |
119-180 |
-0-030 |
-0.1% |
120-035 |
| Low |
119-110 |
119-025 |
-0-085 |
-0.2% |
119-080 |
| Close |
119-135 |
119-055 |
-0-080 |
-0.2% |
119-140 |
| Range |
0-100 |
0-155 |
0-055 |
55.0% |
0-275 |
| ATR |
0-115 |
0-118 |
0-003 |
2.5% |
0-000 |
| Volume |
1,915,199 |
1,500,142 |
-415,057 |
-21.7% |
7,366,411 |
|
| Daily Pivots for day following 01-Aug-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
120-232 |
120-138 |
119-140 |
|
| R3 |
120-077 |
119-303 |
119-098 |
|
| R2 |
119-242 |
119-242 |
119-083 |
|
| R1 |
119-148 |
119-148 |
119-069 |
119-118 |
| PP |
119-087 |
119-087 |
119-087 |
119-071 |
| S1 |
118-313 |
118-313 |
119-041 |
118-282 |
| S2 |
118-252 |
118-252 |
119-027 |
|
| S3 |
118-097 |
118-158 |
119-012 |
|
| S4 |
117-262 |
118-003 |
118-290 |
|
|
| 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 |
119-210 |
119-025 |
0-185 |
0.5% |
0-101 |
0.3% |
16% |
False |
True |
1,443,727 |
| 10 |
120-135 |
119-025 |
1-110 |
1.1% |
0-123 |
0.3% |
7% |
False |
True |
1,492,186 |
| 20 |
120-200 |
119-025 |
1-175 |
1.3% |
0-108 |
0.3% |
6% |
False |
True |
1,243,539 |
| 40 |
120-200 |
118-295 |
1-225 |
1.4% |
0-119 |
0.3% |
15% |
False |
False |
1,335,208 |
| 60 |
121-030 |
117-300 |
3-050 |
2.6% |
0-135 |
0.4% |
39% |
False |
False |
1,203,629 |
| 80 |
121-030 |
117-300 |
3-050 |
2.6% |
0-127 |
0.3% |
39% |
False |
False |
903,845 |
| 100 |
121-035 |
117-300 |
3-055 |
2.7% |
0-118 |
0.3% |
39% |
False |
False |
723,108 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
121-199 |
|
2.618 |
120-266 |
|
1.618 |
120-111 |
|
1.000 |
120-015 |
|
0.618 |
119-276 |
|
HIGH |
119-180 |
|
0.618 |
119-121 |
|
0.500 |
119-102 |
|
0.382 |
119-084 |
|
LOW |
119-025 |
|
0.618 |
118-249 |
|
1.000 |
118-190 |
|
1.618 |
118-094 |
|
2.618 |
117-259 |
|
4.250 |
117-006 |
|
|
| Fisher Pivots for day following 01-Aug-2018 |
| Pivot |
1 day |
3 day |
| R1 |
119-102 |
119-118 |
| PP |
119-087 |
119-097 |
| S1 |
119-071 |
119-076 |
|