ECBOT 10 Year T-Note Future September 2018
Trading Metrics calculated at close of trading on 30-Aug-2018 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Aug-2018 |
30-Aug-2018 |
Change |
Change % |
Previous Week |
Open |
120-040 |
120-025 |
-0-015 |
0.0% |
120-105 |
High |
120-080 |
120-105 |
0-025 |
0.1% |
120-240 |
Low |
119-310 |
120-015 |
0-025 |
0.1% |
120-090 |
Close |
120-030 |
120-085 |
0-055 |
0.1% |
120-165 |
Range |
0-090 |
0-090 |
0-000 |
0.0% |
0-150 |
ATR |
0-108 |
0-106 |
-0-001 |
-1.2% |
0-000 |
Volume |
2,379,987 |
1,419,186 |
-960,801 |
-40.4% |
7,308,064 |
|
Daily Pivots for day following 30-Aug-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
121-018 |
120-302 |
120-134 |
|
R3 |
120-248 |
120-212 |
120-110 |
|
R2 |
120-158 |
120-158 |
120-101 |
|
R1 |
120-122 |
120-122 |
120-093 |
120-140 |
PP |
120-068 |
120-068 |
120-068 |
120-077 |
S1 |
120-032 |
120-032 |
120-077 |
120-050 |
S2 |
119-298 |
119-298 |
120-068 |
|
S3 |
119-208 |
119-262 |
120-060 |
|
S4 |
119-118 |
119-172 |
120-036 |
|
|
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 |
120-210 |
119-310 |
0-220 |
0.6% |
0-097 |
0.3% |
43% |
False |
False |
2,108,466 |
10 |
120-240 |
119-310 |
0-250 |
0.6% |
0-094 |
0.2% |
38% |
False |
False |
1,726,831 |
20 |
120-240 |
119-075 |
1-165 |
1.3% |
0-105 |
0.3% |
68% |
False |
False |
1,560,556 |
40 |
120-240 |
119-025 |
1-215 |
1.4% |
0-106 |
0.3% |
71% |
False |
False |
1,405,554 |
60 |
120-240 |
118-295 |
1-265 |
1.5% |
0-113 |
0.3% |
74% |
False |
False |
1,405,374 |
80 |
121-030 |
117-300 |
3-050 |
2.6% |
0-128 |
0.3% |
74% |
False |
False |
1,309,135 |
100 |
121-030 |
117-300 |
3-050 |
2.6% |
0-122 |
0.3% |
74% |
False |
False |
1,048,250 |
120 |
121-035 |
117-300 |
3-055 |
2.6% |
0-116 |
0.3% |
73% |
False |
False |
873,573 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
121-167 |
2.618 |
121-021 |
1.618 |
120-251 |
1.000 |
120-195 |
0.618 |
120-161 |
HIGH |
120-105 |
0.618 |
120-071 |
0.500 |
120-060 |
0.382 |
120-049 |
LOW |
120-015 |
0.618 |
119-279 |
1.000 |
119-245 |
1.618 |
119-189 |
2.618 |
119-099 |
4.250 |
118-273 |
|
|
Fisher Pivots for day following 30-Aug-2018 |
Pivot |
1 day |
3 day |
R1 |
120-077 |
120-077 |
PP |
120-068 |
120-068 |
S1 |
120-060 |
120-060 |
|