ECBOT 10 Year T-Note Future December 2018
| Trading Metrics calculated at close of trading on 18-Sep-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Sep-2018 |
18-Sep-2018 |
Change |
Change % |
Previous Week |
| Open |
119-050 |
119-075 |
0-025 |
0.1% |
119-195 |
| High |
119-075 |
119-105 |
0-030 |
0.1% |
119-235 |
| Low |
118-315 |
118-230 |
-0-085 |
-0.2% |
119-035 |
| Close |
119-040 |
118-255 |
-0-105 |
-0.3% |
119-055 |
| Range |
0-080 |
0-195 |
0-115 |
143.7% |
0-200 |
| ATR |
0-101 |
0-108 |
0-007 |
6.7% |
0-000 |
| Volume |
1,063,405 |
1,775,605 |
712,200 |
67.0% |
6,579,628 |
|
| Daily Pivots for day following 18-Sep-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
120-248 |
120-127 |
119-042 |
|
| R3 |
120-053 |
119-252 |
118-309 |
|
| R2 |
119-178 |
119-178 |
118-291 |
|
| R1 |
119-057 |
119-057 |
118-273 |
119-020 |
| PP |
118-303 |
118-303 |
118-303 |
118-285 |
| S1 |
118-182 |
118-182 |
118-237 |
118-145 |
| S2 |
118-108 |
118-108 |
118-219 |
|
| S3 |
117-233 |
117-307 |
118-201 |
|
| S4 |
117-038 |
117-112 |
118-148 |
|
|
| 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 |
119-190 |
118-230 |
0-280 |
0.7% |
0-107 |
0.3% |
9% |
False |
True |
1,434,808 |
| 10 |
120-075 |
118-230 |
1-165 |
1.3% |
0-110 |
0.3% |
5% |
False |
True |
1,412,605 |
| 20 |
120-200 |
118-230 |
1-290 |
1.6% |
0-102 |
0.3% |
4% |
False |
True |
1,262,612 |
| 40 |
120-200 |
118-230 |
1-290 |
1.6% |
0-103 |
0.3% |
4% |
False |
True |
638,816 |
| 60 |
120-200 |
118-230 |
1-290 |
1.6% |
0-098 |
0.3% |
4% |
False |
True |
425,962 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
121-294 |
|
2.618 |
120-295 |
|
1.618 |
120-100 |
|
1.000 |
119-300 |
|
0.618 |
119-225 |
|
HIGH |
119-105 |
|
0.618 |
119-031 |
|
0.500 |
119-008 |
|
0.382 |
118-304 |
|
LOW |
118-230 |
|
0.618 |
118-110 |
|
1.000 |
118-035 |
|
1.618 |
117-235 |
|
2.618 |
117-040 |
|
4.250 |
116-041 |
|
|
| Fisher Pivots for day following 18-Sep-2018 |
| Pivot |
1 day |
3 day |
| R1 |
119-008 |
119-023 |
| PP |
118-303 |
118-313 |
| S1 |
118-279 |
118-284 |
|