ECBOT 10 Year T-Note Future September 2018
Trading Metrics calculated at close of trading on 20-Aug-2018 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Aug-2018 |
20-Aug-2018 |
Change |
Change % |
Previous Week |
Open |
120-100 |
120-105 |
0-005 |
0.0% |
120-100 |
High |
120-160 |
120-220 |
0-060 |
0.2% |
120-180 |
Low |
120-070 |
120-090 |
0-020 |
0.1% |
120-010 |
Close |
120-080 |
120-200 |
0-120 |
0.3% |
120-080 |
Range |
0-090 |
0-130 |
0-040 |
44.5% |
0-170 |
ATR |
0-115 |
0-117 |
0-002 |
1.5% |
0-000 |
Volume |
1,312,548 |
1,286,812 |
-25,736 |
-2.0% |
7,763,542 |
|
Daily Pivots for day following 20-Aug-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
121-240 |
121-190 |
120-271 |
|
R3 |
121-110 |
121-060 |
120-236 |
|
R2 |
120-300 |
120-300 |
120-224 |
|
R1 |
120-250 |
120-250 |
120-212 |
120-275 |
PP |
120-170 |
120-170 |
120-170 |
120-183 |
S1 |
120-120 |
120-120 |
120-188 |
120-145 |
S2 |
120-040 |
120-040 |
120-176 |
|
S3 |
119-230 |
119-310 |
120-164 |
|
S4 |
119-100 |
119-180 |
120-129 |
|
|
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 |
120-220 |
120-010 |
0-210 |
0.5% |
0-110 |
0.3% |
90% |
True |
False |
1,394,974 |
10 |
120-220 |
119-125 |
1-095 |
1.1% |
0-115 |
0.3% |
95% |
True |
False |
1,435,180 |
20 |
120-220 |
119-025 |
1-195 |
1.3% |
0-108 |
0.3% |
96% |
True |
False |
1,402,659 |
40 |
120-220 |
119-025 |
1-195 |
1.3% |
0-110 |
0.3% |
96% |
True |
False |
1,302,668 |
60 |
121-030 |
118-295 |
2-055 |
1.8% |
0-133 |
0.3% |
78% |
False |
False |
1,435,909 |
80 |
121-030 |
117-300 |
3-050 |
2.6% |
0-128 |
0.3% |
85% |
False |
False |
1,126,403 |
100 |
121-035 |
117-300 |
3-055 |
2.6% |
0-124 |
0.3% |
85% |
False |
False |
901,590 |
120 |
121-035 |
117-300 |
3-055 |
2.6% |
0-110 |
0.3% |
85% |
False |
False |
751,332 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
122-132 |
2.618 |
121-240 |
1.618 |
121-110 |
1.000 |
121-030 |
0.618 |
120-300 |
HIGH |
120-220 |
0.618 |
120-170 |
0.500 |
120-155 |
0.382 |
120-140 |
LOW |
120-090 |
0.618 |
120-010 |
1.000 |
119-280 |
1.618 |
119-200 |
2.618 |
119-070 |
4.250 |
118-178 |
|
|
Fisher Pivots for day following 20-Aug-2018 |
Pivot |
1 day |
3 day |
R1 |
120-185 |
120-176 |
PP |
120-170 |
120-152 |
S1 |
120-155 |
120-128 |
|