ECBOT 10 Year T-Note Future September 2018
| Trading Metrics calculated at close of trading on 13-Aug-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Aug-2018 |
13-Aug-2018 |
Change |
Change % |
Previous Week |
| Open |
119-240 |
120-100 |
0-180 |
0.5% |
119-195 |
| High |
120-130 |
120-155 |
0-025 |
0.1% |
120-130 |
| Low |
119-235 |
120-040 |
0-125 |
0.3% |
119-125 |
| Close |
120-120 |
120-080 |
-0-040 |
-0.1% |
120-120 |
| Range |
0-215 |
0-115 |
-0-100 |
-46.5% |
1-005 |
| ATR |
0-118 |
0-118 |
0-000 |
-0.2% |
0-000 |
| Volume |
2,336,406 |
2,075,482 |
-260,924 |
-11.2% |
6,207,236 |
|
| Daily Pivots for day following 13-Aug-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
121-117 |
121-053 |
120-143 |
|
| R3 |
121-002 |
120-258 |
120-112 |
|
| R2 |
120-207 |
120-207 |
120-101 |
|
| R1 |
120-143 |
120-143 |
120-091 |
120-118 |
| PP |
120-092 |
120-092 |
120-092 |
120-079 |
| S1 |
120-028 |
120-028 |
120-069 |
120-002 |
| S2 |
119-297 |
119-297 |
120-059 |
|
| S3 |
119-182 |
119-233 |
120-048 |
|
| S4 |
119-067 |
119-118 |
120-017 |
|
|
| 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 |
120-155 |
119-125 |
1-030 |
0.9% |
0-120 |
0.3% |
79% |
True |
False |
1,475,387 |
| 10 |
120-155 |
119-025 |
1-130 |
1.2% |
0-117 |
0.3% |
83% |
True |
False |
1,428,946 |
| 20 |
120-155 |
119-025 |
1-130 |
1.2% |
0-115 |
0.3% |
83% |
True |
False |
1,374,047 |
| 40 |
120-200 |
119-025 |
1-175 |
1.3% |
0-112 |
0.3% |
76% |
False |
False |
1,283,421 |
| 60 |
121-030 |
117-315 |
3-035 |
2.6% |
0-135 |
0.4% |
73% |
False |
False |
1,378,013 |
| 80 |
121-030 |
117-300 |
3-050 |
2.6% |
0-127 |
0.3% |
73% |
False |
False |
1,039,619 |
| 100 |
121-035 |
117-300 |
3-055 |
2.6% |
0-125 |
0.3% |
73% |
False |
False |
831,845 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
122-004 |
|
2.618 |
121-136 |
|
1.618 |
121-021 |
|
1.000 |
120-270 |
|
0.618 |
120-226 |
|
HIGH |
120-155 |
|
0.618 |
120-111 |
|
0.500 |
120-098 |
|
0.382 |
120-084 |
|
LOW |
120-040 |
|
0.618 |
119-289 |
|
1.000 |
119-245 |
|
1.618 |
119-174 |
|
2.618 |
119-059 |
|
4.250 |
118-191 |
|
|
| Fisher Pivots for day following 13-Aug-2018 |
| Pivot |
1 day |
3 day |
| R1 |
120-098 |
120-053 |
| PP |
120-092 |
120-025 |
| S1 |
120-086 |
119-318 |
|