ECBOT 10 Year T-Note Future September 2018
| Trading Metrics calculated at close of trading on 17-Aug-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Aug-2018 |
17-Aug-2018 |
Change |
Change % |
Previous Week |
| Open |
120-105 |
120-100 |
-0-005 |
0.0% |
120-100 |
| High |
120-130 |
120-160 |
0-030 |
0.1% |
120-180 |
| Low |
120-035 |
120-070 |
0-035 |
0.1% |
120-010 |
| Close |
120-085 |
120-080 |
-0-005 |
0.0% |
120-080 |
| Range |
0-095 |
0-090 |
-0-005 |
-5.3% |
0-170 |
| ATR |
0-117 |
0-115 |
-0-002 |
-1.7% |
0-000 |
| Volume |
1,253,118 |
1,312,548 |
59,430 |
4.7% |
7,763,542 |
|
| Daily Pivots for day following 17-Aug-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
121-053 |
120-317 |
120-129 |
|
| R3 |
120-283 |
120-227 |
120-105 |
|
| R2 |
120-193 |
120-193 |
120-096 |
|
| R1 |
120-137 |
120-137 |
120-088 |
120-120 |
| PP |
120-103 |
120-103 |
120-103 |
120-095 |
| S1 |
120-047 |
120-047 |
120-072 |
120-030 |
| S2 |
120-013 |
120-013 |
120-064 |
|
| S3 |
119-243 |
119-277 |
120-055 |
|
| S4 |
119-153 |
119-187 |
120-031 |
|
|
| Weekly Pivots for week ending 17-Aug-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
121-280 |
121-190 |
120-173 |
|
| R3 |
121-110 |
121-020 |
120-127 |
|
| R2 |
120-260 |
120-260 |
120-111 |
|
| R1 |
120-170 |
120-170 |
120-096 |
120-130 |
| PP |
120-090 |
120-090 |
120-090 |
120-070 |
| S1 |
120-000 |
120-000 |
120-064 |
119-280 |
| S2 |
119-240 |
119-240 |
120-049 |
|
| S3 |
119-070 |
119-150 |
120-033 |
|
| S4 |
118-220 |
118-300 |
119-307 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
120-180 |
120-010 |
0-170 |
0.4% |
0-107 |
0.3% |
41% |
False |
False |
1,552,708 |
| 10 |
120-180 |
119-125 |
1-055 |
1.0% |
0-112 |
0.3% |
73% |
False |
False |
1,397,077 |
| 20 |
120-180 |
119-025 |
1-155 |
1.2% |
0-112 |
0.3% |
79% |
False |
False |
1,419,882 |
| 40 |
120-200 |
119-025 |
1-175 |
1.3% |
0-109 |
0.3% |
76% |
False |
False |
1,293,932 |
| 60 |
121-030 |
118-295 |
2-055 |
1.8% |
0-133 |
0.3% |
61% |
False |
False |
1,447,390 |
| 80 |
121-030 |
117-300 |
3-050 |
2.6% |
0-127 |
0.3% |
73% |
False |
False |
1,110,402 |
| 100 |
121-035 |
117-300 |
3-055 |
2.6% |
0-123 |
0.3% |
73% |
False |
False |
888,723 |
| 120 |
121-035 |
117-300 |
3-055 |
2.6% |
0-109 |
0.3% |
73% |
False |
False |
740,609 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
121-222 |
|
2.618 |
121-076 |
|
1.618 |
120-306 |
|
1.000 |
120-250 |
|
0.618 |
120-216 |
|
HIGH |
120-160 |
|
0.618 |
120-126 |
|
0.500 |
120-115 |
|
0.382 |
120-104 |
|
LOW |
120-070 |
|
0.618 |
120-014 |
|
1.000 |
119-300 |
|
1.618 |
119-244 |
|
2.618 |
119-154 |
|
4.250 |
119-008 |
|
|
| Fisher Pivots for day following 17-Aug-2018 |
| Pivot |
1 day |
3 day |
| R1 |
120-115 |
120-098 |
| PP |
120-103 |
120-092 |
| S1 |
120-092 |
120-086 |
|