ECBOT 10 Year T-Note Future September 2018
| Trading Metrics calculated at close of trading on 15-Aug-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Aug-2018 |
15-Aug-2018 |
Change |
Change % |
Previous Week |
| Open |
120-050 |
120-020 |
-0-030 |
-0.1% |
119-195 |
| High |
120-080 |
120-180 |
0-100 |
0.3% |
120-130 |
| Low |
120-010 |
120-015 |
0-005 |
0.0% |
119-125 |
| Close |
120-035 |
120-140 |
0-105 |
0.3% |
120-120 |
| Range |
0-070 |
0-165 |
0-095 |
135.8% |
1-005 |
| ATR |
0-115 |
0-118 |
0-004 |
3.1% |
0-000 |
| Volume |
1,292,946 |
1,829,448 |
536,502 |
41.5% |
6,207,236 |
|
| Daily Pivots for day following 15-Aug-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
121-287 |
121-218 |
120-231 |
|
| R3 |
121-122 |
121-053 |
120-185 |
|
| R2 |
120-277 |
120-277 |
120-170 |
|
| R1 |
120-208 |
120-208 |
120-155 |
120-242 |
| PP |
120-112 |
120-112 |
120-112 |
120-129 |
| S1 |
120-043 |
120-043 |
120-125 |
120-078 |
| S2 |
119-267 |
119-267 |
120-110 |
|
| S3 |
119-102 |
119-198 |
120-095 |
|
| S4 |
118-257 |
119-033 |
120-049 |
|
|
| 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 |
120-180 |
119-160 |
1-020 |
0.9% |
0-132 |
0.3% |
88% |
True |
False |
1,734,378 |
| 10 |
120-180 |
119-035 |
1-145 |
1.2% |
0-115 |
0.3% |
91% |
True |
False |
1,399,652 |
| 20 |
120-180 |
119-025 |
1-155 |
1.2% |
0-119 |
0.3% |
92% |
True |
False |
1,445,919 |
| 40 |
120-200 |
119-025 |
1-175 |
1.3% |
0-112 |
0.3% |
88% |
False |
False |
1,299,743 |
| 60 |
121-030 |
118-115 |
2-235 |
2.3% |
0-135 |
0.3% |
76% |
False |
False |
1,422,889 |
| 80 |
121-030 |
117-300 |
3-050 |
2.6% |
0-127 |
0.3% |
79% |
False |
False |
1,078,443 |
| 100 |
121-035 |
117-300 |
3-055 |
2.6% |
0-125 |
0.3% |
79% |
False |
False |
863,066 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
122-241 |
|
2.618 |
121-292 |
|
1.618 |
121-127 |
|
1.000 |
121-025 |
|
0.618 |
120-282 |
|
HIGH |
120-180 |
|
0.618 |
120-117 |
|
0.500 |
120-098 |
|
0.382 |
120-078 |
|
LOW |
120-015 |
|
0.618 |
119-233 |
|
1.000 |
119-170 |
|
1.618 |
119-068 |
|
2.618 |
118-223 |
|
4.250 |
117-274 |
|
|
| Fisher Pivots for day following 15-Aug-2018 |
| Pivot |
1 day |
3 day |
| R1 |
120-126 |
120-125 |
| PP |
120-112 |
120-110 |
| S1 |
120-098 |
120-095 |
|