ECBOT 10 Year T-Note Future December 2018
| Trading Metrics calculated at close of trading on 11-Sep-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Sep-2018 |
11-Sep-2018 |
Change |
Change % |
Previous Week |
| Open |
119-195 |
119-220 |
0-025 |
0.1% |
120-060 |
| High |
119-235 |
119-225 |
-0-010 |
0.0% |
120-095 |
| Low |
119-185 |
119-090 |
-0-095 |
-0.2% |
119-190 |
| Close |
119-210 |
119-105 |
-0-105 |
-0.3% |
119-205 |
| Range |
0-050 |
0-135 |
0-085 |
169.9% |
0-225 |
| ATR |
0-104 |
0-106 |
0-002 |
2.1% |
0-000 |
| Volume |
856,145 |
1,388,452 |
532,307 |
62.2% |
6,149,699 |
|
| Daily Pivots for day following 11-Sep-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
120-225 |
120-140 |
119-179 |
|
| R3 |
120-090 |
120-005 |
119-142 |
|
| R2 |
119-275 |
119-275 |
119-130 |
|
| R1 |
119-190 |
119-190 |
119-117 |
119-165 |
| PP |
119-140 |
119-140 |
119-140 |
119-128 |
| S1 |
119-055 |
119-055 |
119-093 |
119-030 |
| S2 |
119-005 |
119-005 |
119-080 |
|
| S3 |
118-190 |
118-240 |
119-068 |
|
| S4 |
118-055 |
118-105 |
119-031 |
|
|
| Weekly Pivots for week ending 07-Sep-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
121-305 |
121-160 |
120-009 |
|
| R3 |
121-080 |
120-255 |
119-267 |
|
| R2 |
120-175 |
120-175 |
119-246 |
|
| R1 |
120-030 |
120-030 |
119-226 |
119-310 |
| PP |
119-270 |
119-270 |
119-270 |
119-250 |
| S1 |
119-125 |
119-125 |
119-184 |
119-085 |
| S2 |
119-045 |
119-045 |
119-164 |
|
| S3 |
118-140 |
118-220 |
119-143 |
|
| S4 |
117-235 |
117-315 |
119-081 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
120-075 |
119-090 |
0-305 |
0.8% |
0-114 |
0.3% |
5% |
False |
True |
1,390,403 |
| 10 |
120-125 |
119-090 |
1-035 |
0.9% |
0-107 |
0.3% |
4% |
False |
True |
1,563,503 |
| 20 |
120-200 |
119-090 |
1-110 |
1.1% |
0-102 |
0.3% |
3% |
False |
True |
914,049 |
| 40 |
120-200 |
118-275 |
1-245 |
1.5% |
0-105 |
0.3% |
27% |
False |
False |
459,535 |
| 60 |
120-200 |
118-275 |
1-245 |
1.5% |
0-092 |
0.2% |
27% |
False |
False |
306,396 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
121-159 |
|
2.618 |
120-258 |
|
1.618 |
120-123 |
|
1.000 |
120-040 |
|
0.618 |
119-308 |
|
HIGH |
119-225 |
|
0.618 |
119-173 |
|
0.500 |
119-158 |
|
0.382 |
119-142 |
|
LOW |
119-090 |
|
0.618 |
119-007 |
|
1.000 |
118-275 |
|
1.618 |
118-192 |
|
2.618 |
118-057 |
|
4.250 |
117-156 |
|
|
| Fisher Pivots for day following 11-Sep-2018 |
| Pivot |
1 day |
3 day |
| R1 |
119-158 |
119-243 |
| PP |
119-140 |
119-197 |
| S1 |
119-122 |
119-151 |
|