ECBOT 10 Year T-Note Future September 2018
| Trading Metrics calculated at close of trading on 14-Aug-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Aug-2018 |
14-Aug-2018 |
Change |
Change % |
Previous Week |
| Open |
120-100 |
120-050 |
-0-050 |
-0.1% |
119-195 |
| High |
120-155 |
120-080 |
-0-075 |
-0.2% |
120-130 |
| Low |
120-040 |
120-010 |
-0-030 |
-0.1% |
119-125 |
| Close |
120-080 |
120-035 |
-0-045 |
-0.1% |
120-120 |
| Range |
0-115 |
0-070 |
-0-045 |
-39.1% |
1-005 |
| ATR |
0-118 |
0-115 |
-0-003 |
-2.9% |
0-000 |
| Volume |
2,075,482 |
1,292,946 |
-782,536 |
-37.7% |
6,207,236 |
|
| Daily Pivots for day following 14-Aug-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
120-252 |
120-213 |
120-073 |
|
| R3 |
120-182 |
120-143 |
120-054 |
|
| R2 |
120-112 |
120-112 |
120-048 |
|
| R1 |
120-073 |
120-073 |
120-041 |
120-058 |
| PP |
120-042 |
120-042 |
120-042 |
120-034 |
| S1 |
120-003 |
120-003 |
120-029 |
119-308 |
| S2 |
119-292 |
119-292 |
120-022 |
|
| S3 |
119-222 |
119-253 |
120-016 |
|
| S4 |
119-152 |
119-183 |
119-317 |
|
|
| 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% |
0-112 |
0.3% |
66% |
False |
False |
1,565,973 |
| 10 |
120-155 |
119-025 |
1-130 |
1.2% |
0-114 |
0.3% |
73% |
False |
False |
1,366,721 |
| 20 |
120-155 |
119-025 |
1-130 |
1.2% |
0-115 |
0.3% |
73% |
False |
False |
1,397,756 |
| 40 |
120-200 |
119-025 |
1-175 |
1.3% |
0-112 |
0.3% |
67% |
False |
False |
1,292,802 |
| 60 |
121-030 |
118-090 |
2-260 |
2.3% |
0-133 |
0.3% |
65% |
False |
False |
1,397,997 |
| 80 |
121-030 |
117-300 |
3-050 |
2.6% |
0-126 |
0.3% |
69% |
False |
False |
1,055,713 |
| 100 |
121-035 |
117-300 |
3-055 |
2.6% |
0-124 |
0.3% |
68% |
False |
False |
844,772 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
121-057 |
|
2.618 |
120-263 |
|
1.618 |
120-193 |
|
1.000 |
120-150 |
|
0.618 |
120-123 |
|
HIGH |
120-080 |
|
0.618 |
120-053 |
|
0.500 |
120-045 |
|
0.382 |
120-037 |
|
LOW |
120-010 |
|
0.618 |
119-287 |
|
1.000 |
119-260 |
|
1.618 |
119-217 |
|
2.618 |
119-147 |
|
4.250 |
119-033 |
|
|
| Fisher Pivots for day following 14-Aug-2018 |
| Pivot |
1 day |
3 day |
| R1 |
120-045 |
120-035 |
| PP |
120-042 |
120-035 |
| S1 |
120-038 |
120-035 |
|