ECBOT 10 Year T-Note Future December 2018
| Trading Metrics calculated at close of trading on 17-Sep-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Sep-2018 |
17-Sep-2018 |
Change |
Change % |
Previous Week |
| Open |
119-115 |
119-050 |
-0-065 |
-0.2% |
119-195 |
| High |
119-135 |
119-075 |
-0-060 |
-0.2% |
119-235 |
| Low |
119-035 |
118-315 |
-0-040 |
-0.1% |
119-035 |
| Close |
119-055 |
119-040 |
-0-015 |
0.0% |
119-055 |
| Range |
0-100 |
0-080 |
-0-020 |
-20.0% |
0-200 |
| ATR |
0-103 |
0-101 |
-0-002 |
-1.6% |
0-000 |
| Volume |
1,462,638 |
1,063,405 |
-399,233 |
-27.3% |
6,579,628 |
|
| Daily Pivots for day following 17-Sep-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
119-277 |
119-238 |
119-084 |
|
| R3 |
119-197 |
119-158 |
119-062 |
|
| R2 |
119-117 |
119-117 |
119-055 |
|
| R1 |
119-078 |
119-078 |
119-047 |
119-058 |
| PP |
119-037 |
119-037 |
119-037 |
119-026 |
| S1 |
118-318 |
118-318 |
119-033 |
118-298 |
| S2 |
118-277 |
118-277 |
119-025 |
|
| S3 |
118-197 |
118-238 |
119-018 |
|
| S4 |
118-117 |
118-158 |
118-316 |
|
|
| Weekly Pivots for week ending 14-Sep-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
121-068 |
120-262 |
119-165 |
|
| R3 |
120-188 |
120-062 |
119-110 |
|
| R2 |
119-308 |
119-308 |
119-092 |
|
| R1 |
119-182 |
119-182 |
119-073 |
119-145 |
| PP |
119-108 |
119-108 |
119-108 |
119-090 |
| S1 |
118-302 |
118-302 |
119-037 |
118-265 |
| S2 |
118-228 |
118-228 |
119-018 |
|
| S3 |
118-028 |
118-102 |
119-000 |
|
| S4 |
117-148 |
117-222 |
118-265 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
119-225 |
118-315 |
0-230 |
0.6% |
0-095 |
0.2% |
20% |
False |
True |
1,357,377 |
| 10 |
120-095 |
118-315 |
1-100 |
1.1% |
0-104 |
0.3% |
11% |
False |
True |
1,379,273 |
| 20 |
120-200 |
118-315 |
1-205 |
1.4% |
0-099 |
0.3% |
9% |
False |
True |
1,177,479 |
| 40 |
120-200 |
118-275 |
1-245 |
1.5% |
0-103 |
0.3% |
15% |
False |
False |
594,468 |
| 60 |
120-200 |
118-275 |
1-245 |
1.5% |
0-096 |
0.3% |
15% |
False |
False |
396,369 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
120-095 |
|
2.618 |
119-284 |
|
1.618 |
119-204 |
|
1.000 |
119-155 |
|
0.618 |
119-124 |
|
HIGH |
119-075 |
|
0.618 |
119-044 |
|
0.500 |
119-035 |
|
0.382 |
119-026 |
|
LOW |
118-315 |
|
0.618 |
118-266 |
|
1.000 |
118-235 |
|
1.618 |
118-186 |
|
2.618 |
118-106 |
|
4.250 |
117-295 |
|
|
| Fisher Pivots for day following 17-Sep-2018 |
| Pivot |
1 day |
3 day |
| R1 |
119-038 |
119-093 |
| PP |
119-037 |
119-075 |
| S1 |
119-035 |
119-058 |
|