ECBOT 10 Year T-Note Future September 2018
Trading Metrics calculated at close of trading on 16-Aug-2018 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Aug-2018 |
16-Aug-2018 |
Change |
Change % |
Previous Week |
Open |
120-020 |
120-105 |
0-085 |
0.2% |
119-195 |
High |
120-180 |
120-130 |
-0-050 |
-0.1% |
120-130 |
Low |
120-015 |
120-035 |
0-020 |
0.1% |
119-125 |
Close |
120-140 |
120-085 |
-0-055 |
-0.1% |
120-120 |
Range |
0-165 |
0-095 |
-0-070 |
-42.4% |
1-005 |
ATR |
0-118 |
0-117 |
-0-001 |
-0.8% |
0-000 |
Volume |
1,829,448 |
1,253,118 |
-576,330 |
-31.5% |
6,207,236 |
|
Daily Pivots for day following 16-Aug-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
121-048 |
121-002 |
120-137 |
|
R3 |
120-273 |
120-227 |
120-111 |
|
R2 |
120-178 |
120-178 |
120-102 |
|
R1 |
120-132 |
120-132 |
120-094 |
120-108 |
PP |
120-083 |
120-083 |
120-083 |
120-071 |
S1 |
120-037 |
120-037 |
120-076 |
120-012 |
S2 |
119-308 |
119-308 |
120-068 |
|
S3 |
119-213 |
119-262 |
120-059 |
|
S4 |
119-118 |
119-167 |
120-033 |
|
|
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 |
119-235 |
0-265 |
0.7% |
0-132 |
0.3% |
64% |
False |
False |
1,757,480 |
10 |
120-180 |
119-075 |
1-105 |
1.1% |
0-116 |
0.3% |
78% |
False |
False |
1,394,282 |
20 |
120-180 |
119-025 |
1-155 |
1.2% |
0-115 |
0.3% |
80% |
False |
False |
1,420,715 |
40 |
120-200 |
119-025 |
1-175 |
1.3% |
0-111 |
0.3% |
77% |
False |
False |
1,300,286 |
60 |
121-030 |
118-160 |
2-190 |
2.2% |
0-135 |
0.4% |
68% |
False |
False |
1,437,538 |
80 |
121-030 |
117-300 |
3-050 |
2.6% |
0-127 |
0.3% |
74% |
False |
False |
1,094,062 |
100 |
121-035 |
117-300 |
3-055 |
2.6% |
0-125 |
0.3% |
73% |
False |
False |
875,597 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
121-214 |
2.618 |
121-059 |
1.618 |
120-284 |
1.000 |
120-225 |
0.618 |
120-189 |
HIGH |
120-130 |
0.618 |
120-094 |
0.500 |
120-083 |
0.382 |
120-071 |
LOW |
120-035 |
0.618 |
119-296 |
1.000 |
119-260 |
1.618 |
119-201 |
2.618 |
119-106 |
4.250 |
118-271 |
|
|
Fisher Pivots for day following 16-Aug-2018 |
Pivot |
1 day |
3 day |
R1 |
120-084 |
120-095 |
PP |
120-083 |
120-092 |
S1 |
120-083 |
120-088 |
|