ECBOT 10 Year T-Note Future September 2018
Trading Metrics calculated at close of trading on 07-Aug-2018 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Aug-2018 |
07-Aug-2018 |
Change |
Change % |
Previous Week |
Open |
119-195 |
119-225 |
0-030 |
0.1% |
119-155 |
High |
119-270 |
119-240 |
-0-030 |
-0.1% |
119-210 |
Low |
119-170 |
119-130 |
-0-040 |
-0.1% |
119-025 |
Close |
119-235 |
119-150 |
-0-085 |
-0.2% |
119-195 |
Range |
0-100 |
0-110 |
0-010 |
10.0% |
0-185 |
ATR |
0-116 |
0-115 |
0-000 |
-0.4% |
0-000 |
Volume |
905,781 |
840,015 |
-65,766 |
-7.3% |
7,060,461 |
|
Daily Pivots for day following 07-Aug-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
120-183 |
120-117 |
119-211 |
|
R3 |
120-073 |
120-007 |
119-180 |
|
R2 |
119-283 |
119-283 |
119-170 |
|
R1 |
119-217 |
119-217 |
119-160 |
119-195 |
PP |
119-173 |
119-173 |
119-173 |
119-163 |
S1 |
119-107 |
119-107 |
119-140 |
119-085 |
S2 |
119-063 |
119-063 |
119-130 |
|
S3 |
118-273 |
118-317 |
119-120 |
|
S4 |
118-163 |
118-207 |
119-090 |
|
|
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% |
0-116 |
0.3% |
51% |
False |
False |
1,167,469 |
10 |
119-270 |
119-025 |
0-245 |
0.6% |
0-105 |
0.3% |
51% |
False |
False |
1,322,943 |
20 |
120-135 |
119-025 |
1-110 |
1.1% |
0-110 |
0.3% |
29% |
False |
False |
1,261,666 |
40 |
120-200 |
118-295 |
1-225 |
1.4% |
0-113 |
0.3% |
32% |
False |
False |
1,269,453 |
60 |
121-030 |
117-300 |
3-050 |
2.6% |
0-136 |
0.4% |
49% |
False |
False |
1,275,144 |
80 |
121-030 |
117-300 |
3-050 |
2.6% |
0-126 |
0.3% |
49% |
False |
False |
958,033 |
100 |
121-035 |
117-300 |
3-055 |
2.7% |
0-122 |
0.3% |
48% |
False |
False |
766,480 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
121-067 |
2.618 |
120-208 |
1.618 |
120-098 |
1.000 |
120-030 |
0.618 |
119-308 |
HIGH |
119-240 |
0.618 |
119-198 |
0.500 |
119-185 |
0.382 |
119-172 |
LOW |
119-130 |
0.618 |
119-062 |
1.000 |
119-020 |
1.618 |
118-272 |
2.618 |
118-162 |
4.250 |
117-303 |
|
|
Fisher Pivots for day following 07-Aug-2018 |
Pivot |
1 day |
3 day |
R1 |
119-185 |
119-173 |
PP |
119-173 |
119-165 |
S1 |
119-162 |
119-158 |
|