ECBOT 10 Year T-Note Future September 2018
| Trading Metrics calculated at close of trading on 22-Aug-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Aug-2018 |
22-Aug-2018 |
Change |
Change % |
Previous Week |
| Open |
120-215 |
120-185 |
-0-030 |
-0.1% |
120-100 |
| High |
120-220 |
120-240 |
0-020 |
0.1% |
120-180 |
| Low |
120-125 |
120-165 |
0-040 |
0.1% |
120-010 |
| Close |
120-145 |
120-200 |
0-055 |
0.1% |
120-080 |
| Range |
0-095 |
0-075 |
-0-020 |
-21.1% |
0-170 |
| ATR |
0-116 |
0-114 |
-0-001 |
-1.3% |
0-000 |
| Volume |
1,316,423 |
1,428,199 |
111,776 |
8.5% |
7,763,542 |
|
| Daily Pivots for day following 22-Aug-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
121-107 |
121-068 |
120-241 |
|
| R3 |
121-032 |
120-313 |
120-221 |
|
| R2 |
120-277 |
120-277 |
120-214 |
|
| R1 |
120-238 |
120-238 |
120-207 |
120-258 |
| PP |
120-202 |
120-202 |
120-202 |
120-211 |
| S1 |
120-163 |
120-163 |
120-193 |
120-182 |
| S2 |
120-127 |
120-127 |
120-186 |
|
| S3 |
120-052 |
120-088 |
120-179 |
|
| S4 |
119-297 |
120-013 |
120-159 |
|
|
| 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 |
120-240 |
120-035 |
0-205 |
0.5% |
0-097 |
0.3% |
80% |
True |
False |
1,319,420 |
| 10 |
120-240 |
119-160 |
1-080 |
1.0% |
0-114 |
0.3% |
90% |
True |
False |
1,526,899 |
| 20 |
120-240 |
119-025 |
1-215 |
1.4% |
0-107 |
0.3% |
93% |
True |
False |
1,390,613 |
| 40 |
120-240 |
119-025 |
1-215 |
1.4% |
0-110 |
0.3% |
93% |
True |
False |
1,307,217 |
| 60 |
121-030 |
118-295 |
2-055 |
1.8% |
0-124 |
0.3% |
78% |
False |
False |
1,399,506 |
| 80 |
121-030 |
117-300 |
3-050 |
2.6% |
0-128 |
0.3% |
85% |
False |
False |
1,160,527 |
| 100 |
121-030 |
117-300 |
3-050 |
2.6% |
0-123 |
0.3% |
85% |
False |
False |
929,036 |
| 120 |
121-035 |
117-300 |
3-055 |
2.6% |
0-112 |
0.3% |
85% |
False |
False |
774,204 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
121-239 |
|
2.618 |
121-116 |
|
1.618 |
121-041 |
|
1.000 |
120-315 |
|
0.618 |
120-286 |
|
HIGH |
120-240 |
|
0.618 |
120-211 |
|
0.500 |
120-202 |
|
0.382 |
120-194 |
|
LOW |
120-165 |
|
0.618 |
120-119 |
|
1.000 |
120-090 |
|
1.618 |
120-044 |
|
2.618 |
119-289 |
|
4.250 |
119-166 |
|
|
| Fisher Pivots for day following 22-Aug-2018 |
| Pivot |
1 day |
3 day |
| R1 |
120-202 |
120-188 |
| PP |
120-202 |
120-177 |
| S1 |
120-201 |
120-165 |
|