ECBOT 10 Year T-Note Future September 2018
Trading Metrics calculated at close of trading on 10-Aug-2018 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Aug-2018 |
10-Aug-2018 |
Change |
Change % |
Previous Week |
Open |
119-170 |
119-240 |
0-070 |
0.2% |
119-195 |
High |
119-255 |
120-130 |
0-195 |
0.5% |
120-130 |
Low |
119-160 |
119-235 |
0-075 |
0.2% |
119-125 |
Close |
119-230 |
120-120 |
0-210 |
0.5% |
120-120 |
Range |
0-095 |
0-215 |
0-120 |
126.3% |
1-005 |
ATR |
0-110 |
0-118 |
0-008 |
7.1% |
0-000 |
Volume |
1,137,612 |
2,336,406 |
1,198,794 |
105.4% |
6,207,236 |
|
Daily Pivots for day following 10-Aug-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
122-060 |
121-305 |
120-238 |
|
R3 |
121-165 |
121-090 |
120-179 |
|
R2 |
120-270 |
120-270 |
120-159 |
|
R1 |
120-195 |
120-195 |
120-140 |
120-233 |
PP |
120-055 |
120-055 |
120-055 |
120-074 |
S1 |
119-300 |
119-300 |
120-100 |
120-018 |
S2 |
119-160 |
119-160 |
120-081 |
|
S3 |
118-265 |
119-085 |
120-061 |
|
S4 |
118-050 |
118-190 |
120-002 |
|
|
Weekly Pivots for week ending 10-Aug-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
123-033 |
122-242 |
120-299 |
|
R3 |
122-028 |
121-237 |
120-209 |
|
R2 |
121-023 |
121-023 |
120-180 |
|
R1 |
120-232 |
120-232 |
120-150 |
120-288 |
PP |
120-018 |
120-018 |
120-018 |
120-046 |
S1 |
119-227 |
119-227 |
120-090 |
119-282 |
S2 |
119-013 |
119-013 |
120-060 |
|
S3 |
118-008 |
118-222 |
120-031 |
|
S4 |
117-003 |
117-217 |
119-261 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
120-130 |
119-125 |
1-005 |
0.8% |
0-117 |
0.3% |
97% |
True |
False |
1,241,447 |
10 |
120-130 |
119-025 |
1-105 |
1.1% |
0-113 |
0.3% |
98% |
True |
False |
1,326,769 |
20 |
120-135 |
119-025 |
1-110 |
1.1% |
0-115 |
0.3% |
97% |
False |
False |
1,314,211 |
40 |
120-200 |
119-025 |
1-175 |
1.3% |
0-112 |
0.3% |
84% |
False |
False |
1,272,401 |
60 |
121-030 |
117-300 |
3-050 |
2.6% |
0-135 |
0.3% |
77% |
False |
False |
1,344,790 |
80 |
121-030 |
117-300 |
3-050 |
2.6% |
0-127 |
0.3% |
77% |
False |
False |
1,013,730 |
100 |
121-035 |
117-300 |
3-055 |
2.6% |
0-125 |
0.3% |
77% |
False |
False |
811,095 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
123-084 |
2.618 |
122-053 |
1.618 |
121-158 |
1.000 |
121-025 |
0.618 |
120-263 |
HIGH |
120-130 |
0.618 |
120-048 |
0.500 |
120-023 |
0.382 |
119-317 |
LOW |
119-235 |
0.618 |
119-102 |
1.000 |
119-020 |
1.618 |
118-207 |
2.618 |
117-312 |
4.250 |
116-281 |
|
|
Fisher Pivots for day following 10-Aug-2018 |
Pivot |
1 day |
3 day |
R1 |
120-088 |
120-069 |
PP |
120-055 |
120-018 |
S1 |
120-023 |
119-288 |
|