ECBOT 10 Year T-Note Future September 2018
Trading Metrics calculated at close of trading on 03-Aug-2018 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Aug-2018 |
03-Aug-2018 |
Change |
Change % |
Previous Week |
Open |
119-055 |
119-095 |
0-040 |
0.1% |
119-155 |
High |
119-120 |
119-205 |
0-085 |
0.2% |
119-210 |
Low |
119-035 |
119-075 |
0-040 |
0.1% |
119-025 |
Close |
119-105 |
119-195 |
0-090 |
0.2% |
119-195 |
Range |
0-085 |
0-130 |
0-045 |
52.9% |
0-185 |
ATR |
0-116 |
0-117 |
0-001 |
0.9% |
0-000 |
Volume |
1,306,817 |
1,284,592 |
-22,225 |
-1.7% |
7,060,461 |
|
Daily Pivots for day following 03-Aug-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
120-228 |
120-182 |
119-266 |
|
R3 |
120-098 |
120-052 |
119-231 |
|
R2 |
119-288 |
119-288 |
119-219 |
|
R1 |
119-242 |
119-242 |
119-207 |
119-265 |
PP |
119-158 |
119-158 |
119-158 |
119-170 |
S1 |
119-112 |
119-112 |
119-183 |
119-135 |
S2 |
119-028 |
119-028 |
119-171 |
|
S3 |
118-218 |
118-302 |
119-159 |
|
S4 |
118-088 |
118-172 |
119-124 |
|
|
Weekly Pivots for week ending 03-Aug-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
121-058 |
120-312 |
119-297 |
|
R3 |
120-193 |
120-127 |
119-246 |
|
R2 |
120-008 |
120-008 |
119-229 |
|
R1 |
119-262 |
119-262 |
119-212 |
119-295 |
PP |
119-143 |
119-143 |
119-143 |
119-160 |
S1 |
119-077 |
119-077 |
119-178 |
119-110 |
S2 |
118-278 |
118-278 |
119-161 |
|
S3 |
118-093 |
118-212 |
119-144 |
|
S4 |
117-228 |
118-027 |
119-093 |
|
|
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% |
0-109 |
0.3% |
92% |
False |
False |
1,412,092 |
10 |
120-035 |
119-025 |
1-010 |
0.9% |
0-113 |
0.3% |
52% |
False |
False |
1,442,687 |
20 |
120-135 |
119-025 |
1-110 |
1.1% |
0-107 |
0.3% |
40% |
False |
False |
1,265,173 |
40 |
120-200 |
118-295 |
1-225 |
1.4% |
0-114 |
0.3% |
40% |
False |
False |
1,306,250 |
60 |
121-030 |
117-300 |
3-050 |
2.6% |
0-136 |
0.4% |
53% |
False |
False |
1,246,551 |
80 |
121-030 |
117-300 |
3-050 |
2.6% |
0-127 |
0.3% |
53% |
False |
False |
936,228 |
100 |
121-035 |
117-300 |
3-055 |
2.7% |
0-120 |
0.3% |
53% |
False |
False |
749,022 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
121-117 |
2.618 |
120-225 |
1.618 |
120-095 |
1.000 |
120-015 |
0.618 |
119-285 |
HIGH |
119-205 |
0.618 |
119-155 |
0.500 |
119-140 |
0.382 |
119-125 |
LOW |
119-075 |
0.618 |
118-315 |
1.000 |
118-265 |
1.618 |
118-185 |
2.618 |
118-055 |
4.250 |
117-163 |
|
|
Fisher Pivots for day following 03-Aug-2018 |
Pivot |
1 day |
3 day |
R1 |
119-177 |
119-168 |
PP |
119-158 |
119-142 |
S1 |
119-140 |
119-115 |
|