ECBOT 10 Year T-Note Future September 2018
Trading Metrics calculated at close of trading on 02-Aug-2018 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Aug-2018 |
02-Aug-2018 |
Change |
Change % |
Previous Week |
Open |
119-130 |
119-055 |
-0-075 |
-0.2% |
120-005 |
High |
119-180 |
119-120 |
-0-060 |
-0.2% |
120-035 |
Low |
119-025 |
119-035 |
0-010 |
0.0% |
119-080 |
Close |
119-055 |
119-105 |
0-050 |
0.1% |
119-140 |
Range |
0-155 |
0-085 |
-0-070 |
-45.2% |
0-275 |
ATR |
0-118 |
0-116 |
-0-002 |
-2.0% |
0-000 |
Volume |
1,500,142 |
1,306,817 |
-193,325 |
-12.9% |
7,366,411 |
|
Daily Pivots for day following 02-Aug-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
120-022 |
119-308 |
119-152 |
|
R3 |
119-257 |
119-223 |
119-128 |
|
R2 |
119-172 |
119-172 |
119-121 |
|
R1 |
119-138 |
119-138 |
119-113 |
119-155 |
PP |
119-087 |
119-087 |
119-087 |
119-095 |
S1 |
119-053 |
119-053 |
119-097 |
119-070 |
S2 |
119-002 |
119-002 |
119-089 |
|
S3 |
118-237 |
118-288 |
119-082 |
|
S4 |
118-152 |
118-203 |
119-058 |
|
|
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% |
0-100 |
0.3% |
43% |
False |
False |
1,409,844 |
10 |
120-120 |
119-025 |
1-095 |
1.1% |
0-114 |
0.3% |
19% |
False |
False |
1,447,148 |
20 |
120-200 |
119-025 |
1-175 |
1.3% |
0-107 |
0.3% |
16% |
False |
False |
1,250,552 |
40 |
120-200 |
118-295 |
1-225 |
1.4% |
0-118 |
0.3% |
24% |
False |
False |
1,327,782 |
60 |
121-030 |
117-300 |
3-050 |
2.6% |
0-135 |
0.4% |
44% |
False |
False |
1,225,328 |
80 |
121-030 |
117-300 |
3-050 |
2.6% |
0-127 |
0.3% |
44% |
False |
False |
920,174 |
100 |
121-035 |
117-300 |
3-055 |
2.7% |
0-118 |
0.3% |
44% |
False |
False |
736,177 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
120-161 |
2.618 |
120-023 |
1.618 |
119-258 |
1.000 |
119-205 |
0.618 |
119-173 |
HIGH |
119-120 |
0.618 |
119-088 |
0.500 |
119-078 |
0.382 |
119-067 |
LOW |
119-035 |
0.618 |
118-302 |
1.000 |
118-270 |
1.618 |
118-217 |
2.618 |
118-132 |
4.250 |
117-314 |
|
|
Fisher Pivots for day following 02-Aug-2018 |
Pivot |
1 day |
3 day |
R1 |
119-096 |
119-118 |
PP |
119-087 |
119-113 |
S1 |
119-078 |
119-109 |
|