ECBOT 10 Year T-Note Future September 2018
Trading Metrics calculated at close of trading on 24-Aug-2018 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Aug-2018 |
24-Aug-2018 |
Change |
Change % |
Previous Week |
Open |
120-195 |
120-165 |
-0-030 |
-0.1% |
120-105 |
High |
120-225 |
120-200 |
-0-025 |
-0.1% |
120-240 |
Low |
120-160 |
120-115 |
-0-045 |
-0.1% |
120-090 |
Close |
120-190 |
120-165 |
-0-025 |
-0.1% |
120-165 |
Range |
0-065 |
0-085 |
0-020 |
30.8% |
0-150 |
ATR |
0-111 |
0-109 |
-0-002 |
-1.7% |
0-000 |
Volume |
1,382,001 |
1,894,629 |
512,628 |
37.1% |
7,308,064 |
|
Daily Pivots for day following 24-Aug-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
121-095 |
121-055 |
120-212 |
|
R3 |
121-010 |
120-290 |
120-188 |
|
R2 |
120-245 |
120-245 |
120-181 |
|
R1 |
120-205 |
120-205 |
120-173 |
120-207 |
PP |
120-160 |
120-160 |
120-160 |
120-161 |
S1 |
120-120 |
120-120 |
120-157 |
120-122 |
S2 |
120-075 |
120-075 |
120-149 |
|
S3 |
119-310 |
120-035 |
120-142 |
|
S4 |
119-225 |
119-270 |
120-118 |
|
|
Weekly Pivots for week ending 24-Aug-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
121-295 |
121-220 |
120-247 |
|
R3 |
121-145 |
121-070 |
120-206 |
|
R2 |
120-315 |
120-315 |
120-192 |
|
R1 |
120-240 |
120-240 |
120-179 |
120-277 |
PP |
120-165 |
120-165 |
120-165 |
120-184 |
S1 |
120-090 |
120-090 |
120-151 |
120-128 |
S2 |
120-015 |
120-015 |
120-137 |
|
S3 |
119-185 |
119-260 |
120-124 |
|
S4 |
119-035 |
119-110 |
120-083 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
120-240 |
120-090 |
0-150 |
0.4% |
0-090 |
0.2% |
50% |
False |
False |
1,461,612 |
10 |
120-240 |
120-010 |
0-230 |
0.6% |
0-098 |
0.3% |
67% |
False |
False |
1,507,160 |
20 |
120-240 |
119-025 |
1-215 |
1.4% |
0-106 |
0.3% |
86% |
False |
False |
1,416,965 |
40 |
120-240 |
119-025 |
1-215 |
1.4% |
0-107 |
0.3% |
86% |
False |
False |
1,306,438 |
60 |
120-240 |
118-295 |
1-265 |
1.5% |
0-117 |
0.3% |
87% |
False |
False |
1,374,029 |
80 |
121-030 |
117-300 |
3-050 |
2.6% |
0-128 |
0.3% |
82% |
False |
False |
1,201,340 |
100 |
121-030 |
117-300 |
3-050 |
2.6% |
0-122 |
0.3% |
82% |
False |
False |
961,792 |
120 |
121-035 |
117-300 |
3-055 |
2.6% |
0-113 |
0.3% |
81% |
False |
False |
801,509 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
121-241 |
2.618 |
121-103 |
1.618 |
121-018 |
1.000 |
120-285 |
0.618 |
120-253 |
HIGH |
120-200 |
0.618 |
120-168 |
0.500 |
120-158 |
0.382 |
120-147 |
LOW |
120-115 |
0.618 |
120-062 |
1.000 |
120-030 |
1.618 |
119-297 |
2.618 |
119-212 |
4.250 |
119-074 |
|
|
Fisher Pivots for day following 24-Aug-2018 |
Pivot |
1 day |
3 day |
R1 |
120-162 |
120-178 |
PP |
120-160 |
120-173 |
S1 |
120-158 |
120-169 |
|