ECBOT 10 Year T-Note Future September 2018
| Trading Metrics calculated at close of trading on 21-Aug-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Aug-2018 |
21-Aug-2018 |
Change |
Change % |
Previous Week |
| Open |
120-105 |
120-215 |
0-110 |
0.3% |
120-100 |
| High |
120-220 |
120-220 |
0-000 |
0.0% |
120-180 |
| Low |
120-090 |
120-125 |
0-035 |
0.1% |
120-010 |
| Close |
120-200 |
120-145 |
-0-055 |
-0.1% |
120-080 |
| Range |
0-130 |
0-095 |
-0-035 |
-26.9% |
0-170 |
| ATR |
0-117 |
0-116 |
-0-002 |
-1.3% |
0-000 |
| Volume |
1,286,812 |
1,316,423 |
29,611 |
2.3% |
7,763,542 |
|
| Daily Pivots for day following 21-Aug-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
121-128 |
121-072 |
120-197 |
|
| R3 |
121-033 |
120-297 |
120-171 |
|
| R2 |
120-258 |
120-258 |
120-162 |
|
| R1 |
120-202 |
120-202 |
120-154 |
120-182 |
| PP |
120-163 |
120-163 |
120-163 |
120-154 |
| S1 |
120-107 |
120-107 |
120-136 |
120-087 |
| S2 |
120-068 |
120-068 |
120-128 |
|
| S3 |
119-293 |
120-012 |
120-119 |
|
| S4 |
119-198 |
119-237 |
120-093 |
|
|
| 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 |
120-015 |
0-205 |
0.5% |
0-115 |
0.3% |
63% |
True |
False |
1,399,669 |
| 10 |
120-220 |
119-125 |
1-095 |
1.1% |
0-114 |
0.3% |
82% |
True |
False |
1,482,821 |
| 20 |
120-220 |
119-025 |
1-195 |
1.3% |
0-109 |
0.3% |
85% |
True |
False |
1,402,882 |
| 40 |
120-220 |
119-025 |
1-195 |
1.3% |
0-110 |
0.3% |
85% |
True |
False |
1,297,969 |
| 60 |
121-030 |
118-295 |
2-055 |
1.8% |
0-131 |
0.3% |
71% |
False |
False |
1,433,724 |
| 80 |
121-030 |
117-300 |
3-050 |
2.6% |
0-128 |
0.3% |
80% |
False |
False |
1,142,768 |
| 100 |
121-035 |
117-300 |
3-055 |
2.6% |
0-123 |
0.3% |
79% |
False |
False |
914,754 |
| 120 |
121-035 |
117-300 |
3-055 |
2.6% |
0-111 |
0.3% |
79% |
False |
False |
762,302 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
121-304 |
|
2.618 |
121-149 |
|
1.618 |
121-054 |
|
1.000 |
120-315 |
|
0.618 |
120-279 |
|
HIGH |
120-220 |
|
0.618 |
120-184 |
|
0.500 |
120-172 |
|
0.382 |
120-161 |
|
LOW |
120-125 |
|
0.618 |
120-066 |
|
1.000 |
120-030 |
|
1.618 |
119-291 |
|
2.618 |
119-196 |
|
4.250 |
119-041 |
|
|
| Fisher Pivots for day following 21-Aug-2018 |
| Pivot |
1 day |
3 day |
| R1 |
120-172 |
120-145 |
| PP |
120-163 |
120-145 |
| S1 |
120-154 |
120-145 |
|