ECBOT 10 Year T-Note Future September 2018

Trading Metrics calculated at close of trading on 11-Jul-2018

Day Change Summary
	Previous	Current
	10-Jul-2018	11-Jul-2018	Change	Change %	Previous Week
Open	120-040	120-075	0-035	0.1%	120-040
High	120-065	120-130	0-065	0.2%	120-200
Low	120-000	120-025	0-025	0.1%	119-300
Close	120-005	120-080	0-075	0.2%	120-110
Range	0-065	0-105	0-040	61.6%	0-220
ATR	0-126	0-126	0-000	-0.1%	0-000
Volume	1,011,141	1,588,869	577,728	57.1%	4,272,668

Daily Pivots for day following 11-Jul-2018
	Classic	Woodie	Camarilla	DeMark
R4	121-073	121-022	120-138
R3	120-288	120-237	120-109
R2	120-183	120-183	120-099
R1	120-132	120-132	120-090	120-158
PP	120-078	120-078	120-078	120-091
S1	120-027	120-027	120-070	120-052
S2	119-293	119-293	120-061
S3	119-188	119-242	120-051
S4	119-083	119-137	120-022

Weekly Pivots for week ending 06-Jul-2018
	Classic	Woodie	Camarilla	DeMark
R4	122-117	122-013	120-231
R3	121-217	121-113	120-171
R2	120-317	120-317	120-150
R1	120-213	120-213	120-130	120-265
PP	120-097	120-097	120-097	120-123
S1	119-313	119-313	120-090	120-045
S2	119-197	119-197	120-070
S3	118-297	119-093	120-050
S4	118-077	118-193	119-309

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	120-200	120-000	0-200	0.5%	0-101	0.3%	40%	False	False	1,112,706
10	120-200	119-300	0-220	0.6%	0-109	0.3%	45%	False	False	1,238,781
20	120-200	118-295	1-225	1.4%	0-117	0.3%	78%	False	False	1,294,845
40	121-030	117-300	3-050	2.6%	0-149	0.4%	73%	False	False	1,320,949
60	121-030	117-300	3-050	2.6%	0-132	0.3%	73%	False	False	883,289
80	121-035	117-300	3-055	2.6%	0-126	0.3%	73%	False	False	662,545

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	False
WS5	False
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	True
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0-026
Widest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	121-256
2.618	121-085
1.618	120-300
1.000	120-235
0.618	120-195
HIGH	120-130
0.618	120-090
0.500	120-078
0.382	120-065
LOW	120-025
0.618	119-280
1.000	119-240
1.618	119-175
2.618	119-070
4.250	118-219

Fisher Pivots for day following 11-Jul-2018
Pivot	1 day	3 day
R1	120-079	120-075
PP	120-078	120-070
S1	120-078	120-065

Download as Excel Spreadsheet

These figures are updated between 7pm and 10pm EST after a trading day.

View Archives - Comment on this page... - Back to Index of Symbols