ECBOT 10 Year T-Note Future September 2018
Trading Metrics calculated at close of trading on 27-Aug-2018 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Aug-2018 |
27-Aug-2018 |
Change |
Change % |
Previous Week |
Open |
120-165 |
120-195 |
0-030 |
0.1% |
120-105 |
High |
120-200 |
120-210 |
0-010 |
0.0% |
120-240 |
Low |
120-115 |
120-100 |
-0-015 |
0.0% |
120-090 |
Close |
120-165 |
120-110 |
-0-055 |
-0.1% |
120-165 |
Range |
0-085 |
0-110 |
0-025 |
29.4% |
0-150 |
ATR |
0-109 |
0-109 |
0-000 |
0.1% |
0-000 |
Volume |
1,894,629 |
1,687,935 |
-206,694 |
-10.9% |
7,308,064 |
|
Daily Pivots for day following 27-Aug-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
121-150 |
121-080 |
120-171 |
|
R3 |
121-040 |
120-290 |
120-140 |
|
R2 |
120-250 |
120-250 |
120-130 |
|
R1 |
120-180 |
120-180 |
120-120 |
120-160 |
PP |
120-140 |
120-140 |
120-140 |
120-130 |
S1 |
120-070 |
120-070 |
120-100 |
120-050 |
S2 |
120-030 |
120-030 |
120-090 |
|
S3 |
119-240 |
119-280 |
120-080 |
|
S4 |
119-130 |
119-170 |
120-050 |
|
|
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 |
120-100 |
0-140 |
0.4% |
0-086 |
0.2% |
7% |
False |
True |
1,541,837 |
10 |
120-240 |
120-010 |
0-230 |
0.6% |
0-098 |
0.3% |
43% |
False |
False |
1,468,405 |
20 |
120-240 |
119-025 |
1-215 |
1.4% |
0-107 |
0.3% |
76% |
False |
False |
1,448,676 |
40 |
120-240 |
119-025 |
1-215 |
1.4% |
0-108 |
0.3% |
76% |
False |
False |
1,313,572 |
60 |
120-240 |
118-295 |
1-265 |
1.5% |
0-115 |
0.3% |
78% |
False |
False |
1,366,106 |
80 |
121-030 |
117-300 |
3-050 |
2.6% |
0-127 |
0.3% |
76% |
False |
False |
1,222,335 |
100 |
121-030 |
117-300 |
3-050 |
2.6% |
0-123 |
0.3% |
76% |
False |
False |
978,669 |
120 |
121-035 |
117-300 |
3-055 |
2.6% |
0-114 |
0.3% |
76% |
False |
False |
815,575 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
122-038 |
2.618 |
121-178 |
1.618 |
121-068 |
1.000 |
121-000 |
0.618 |
120-278 |
HIGH |
120-210 |
0.618 |
120-168 |
0.500 |
120-155 |
0.382 |
120-142 |
LOW |
120-100 |
0.618 |
120-032 |
1.000 |
119-310 |
1.618 |
119-242 |
2.618 |
119-132 |
4.250 |
118-272 |
|
|
Fisher Pivots for day following 27-Aug-2018 |
Pivot |
1 day |
3 day |
R1 |
120-155 |
120-162 |
PP |
120-140 |
120-145 |
S1 |
120-125 |
120-128 |
|