ECBOT 10 Year T-Note Future September 2018
Trading Metrics calculated at close of trading on 06-Aug-2018 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Aug-2018 |
06-Aug-2018 |
Change |
Change % |
Previous Week |
Open |
119-095 |
119-195 |
0-100 |
0.3% |
119-155 |
High |
119-205 |
119-270 |
0-065 |
0.2% |
119-210 |
Low |
119-075 |
119-170 |
0-095 |
0.2% |
119-025 |
Close |
119-195 |
119-235 |
0-040 |
0.1% |
119-195 |
Range |
0-130 |
0-100 |
-0-030 |
-23.1% |
0-185 |
ATR |
0-117 |
0-116 |
-0-001 |
-1.0% |
0-000 |
Volume |
1,284,592 |
905,781 |
-378,811 |
-29.5% |
7,060,461 |
|
Daily Pivots for day following 06-Aug-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
120-205 |
120-160 |
119-290 |
|
R3 |
120-105 |
120-060 |
119-263 |
|
R2 |
120-005 |
120-005 |
119-253 |
|
R1 |
119-280 |
119-280 |
119-244 |
119-303 |
PP |
119-225 |
119-225 |
119-225 |
119-236 |
S1 |
119-180 |
119-180 |
119-226 |
119-203 |
S2 |
119-125 |
119-125 |
119-217 |
|
S3 |
119-025 |
119-080 |
119-208 |
|
S4 |
118-245 |
118-300 |
119-180 |
|
|
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 |
119-270 |
119-025 |
0-245 |
0.6% |
0-114 |
0.3% |
86% |
True |
False |
1,382,506 |
10 |
119-270 |
119-025 |
0-245 |
0.6% |
0-102 |
0.3% |
86% |
True |
False |
1,370,138 |
20 |
120-135 |
119-025 |
1-110 |
1.1% |
0-107 |
0.3% |
49% |
False |
False |
1,270,222 |
40 |
120-200 |
118-295 |
1-225 |
1.4% |
0-112 |
0.3% |
48% |
False |
False |
1,277,841 |
60 |
121-030 |
117-300 |
3-050 |
2.6% |
0-135 |
0.4% |
57% |
False |
False |
1,261,445 |
80 |
121-030 |
117-300 |
3-050 |
2.6% |
0-126 |
0.3% |
57% |
False |
False |
947,534 |
100 |
121-035 |
117-300 |
3-055 |
2.6% |
0-121 |
0.3% |
57% |
False |
False |
758,080 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
121-055 |
2.618 |
120-212 |
1.618 |
120-112 |
1.000 |
120-050 |
0.618 |
120-012 |
HIGH |
119-270 |
0.618 |
119-232 |
0.500 |
119-220 |
0.382 |
119-208 |
LOW |
119-170 |
0.618 |
119-108 |
1.000 |
119-070 |
1.618 |
119-008 |
2.618 |
118-228 |
4.250 |
118-065 |
|
|
Fisher Pivots for day following 06-Aug-2018 |
Pivot |
1 day |
3 day |
R1 |
119-230 |
119-208 |
PP |
119-225 |
119-180 |
S1 |
119-220 |
119-153 |
|