ECBOT 10 Year T-Note Future December 2018
| Trading Metrics calculated at close of trading on 20-Sep-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Sep-2018 |
20-Sep-2018 |
Change |
Change % |
Previous Week |
| Open |
118-235 |
118-225 |
-0-010 |
0.0% |
119-195 |
| High |
118-270 |
118-235 |
-0-035 |
-0.1% |
119-235 |
| Low |
118-160 |
118-140 |
-0-020 |
-0.1% |
119-035 |
| Close |
118-180 |
118-190 |
0-010 |
0.0% |
119-055 |
| Range |
0-110 |
0-095 |
-0-015 |
-13.6% |
0-200 |
| ATR |
0-108 |
0-107 |
-0-001 |
-0.8% |
0-000 |
| Volume |
1,929,508 |
1,614,630 |
-314,878 |
-16.3% |
6,579,628 |
|
| Daily Pivots for day following 20-Sep-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
119-153 |
119-107 |
118-242 |
|
| R3 |
119-058 |
119-012 |
118-216 |
|
| R2 |
118-283 |
118-283 |
118-207 |
|
| R1 |
118-237 |
118-237 |
118-199 |
118-213 |
| PP |
118-188 |
118-188 |
118-188 |
118-176 |
| S1 |
118-142 |
118-142 |
118-181 |
118-118 |
| S2 |
118-093 |
118-093 |
118-173 |
|
| S3 |
117-318 |
118-047 |
118-164 |
|
| S4 |
117-223 |
117-272 |
118-138 |
|
|
| 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 |
119-135 |
118-140 |
0-315 |
0.8% |
0-116 |
0.3% |
16% |
False |
True |
1,569,157 |
| 10 |
120-075 |
118-140 |
1-255 |
1.5% |
0-113 |
0.3% |
9% |
False |
True |
1,503,245 |
| 20 |
120-185 |
118-140 |
2-045 |
1.8% |
0-104 |
0.3% |
7% |
False |
True |
1,424,460 |
| 40 |
120-200 |
118-140 |
2-060 |
1.8% |
0-104 |
0.3% |
7% |
False |
True |
727,331 |
| 60 |
120-200 |
118-140 |
2-060 |
1.8% |
0-101 |
0.3% |
7% |
False |
True |
485,030 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
119-319 |
|
2.618 |
119-164 |
|
1.618 |
119-069 |
|
1.000 |
119-010 |
|
0.618 |
118-294 |
|
HIGH |
118-235 |
|
0.618 |
118-199 |
|
0.500 |
118-188 |
|
0.382 |
118-176 |
|
LOW |
118-140 |
|
0.618 |
118-081 |
|
1.000 |
118-045 |
|
1.618 |
117-306 |
|
2.618 |
117-211 |
|
4.250 |
117-056 |
|
|
| Fisher Pivots for day following 20-Sep-2018 |
| Pivot |
1 day |
3 day |
| R1 |
118-189 |
118-282 |
| PP |
118-188 |
118-252 |
| S1 |
118-188 |
118-221 |
|