ECBOT 10 Year T-Note Future December 2018
| Trading Metrics calculated at close of trading on 21-Sep-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Sep-2018 |
21-Sep-2018 |
Change |
Change % |
Previous Week |
| Open |
118-225 |
118-210 |
-0-015 |
0.0% |
119-050 |
| High |
118-235 |
118-235 |
0-000 |
0.0% |
119-105 |
| Low |
118-140 |
118-170 |
0-030 |
0.1% |
118-140 |
| Close |
118-190 |
118-215 |
0-025 |
0.1% |
118-215 |
| Range |
0-095 |
0-065 |
-0-030 |
-31.6% |
0-285 |
| ATR |
0-107 |
0-104 |
-0-003 |
-2.8% |
0-000 |
| Volume |
1,614,630 |
1,123,897 |
-490,733 |
-30.4% |
7,507,045 |
|
| Daily Pivots for day following 21-Sep-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
119-082 |
119-053 |
118-251 |
|
| R3 |
119-017 |
118-308 |
118-233 |
|
| R2 |
118-272 |
118-272 |
118-227 |
|
| R1 |
118-243 |
118-243 |
118-221 |
118-258 |
| PP |
118-207 |
118-207 |
118-207 |
118-214 |
| S1 |
118-178 |
118-178 |
118-209 |
118-193 |
| S2 |
118-142 |
118-142 |
118-203 |
|
| S3 |
118-077 |
118-113 |
118-197 |
|
| S4 |
118-012 |
118-048 |
118-179 |
|
|
| Weekly Pivots for week ending 21-Sep-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
121-155 |
120-310 |
119-052 |
|
| R3 |
120-190 |
120-025 |
118-293 |
|
| R2 |
119-225 |
119-225 |
118-267 |
|
| R1 |
119-060 |
119-060 |
118-241 |
119-000 |
| PP |
118-260 |
118-260 |
118-260 |
118-230 |
| S1 |
118-095 |
118-095 |
118-189 |
118-035 |
| S2 |
117-295 |
117-295 |
118-163 |
|
| S3 |
117-010 |
117-130 |
118-137 |
|
| S4 |
116-045 |
116-165 |
118-058 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
119-105 |
118-140 |
0-285 |
0.8% |
0-109 |
0.3% |
26% |
False |
False |
1,501,409 |
| 10 |
119-235 |
118-140 |
1-095 |
1.1% |
0-099 |
0.3% |
18% |
False |
False |
1,408,667 |
| 20 |
120-175 |
118-140 |
2-035 |
1.8% |
0-104 |
0.3% |
11% |
False |
False |
1,463,564 |
| 40 |
120-200 |
118-140 |
2-060 |
1.8% |
0-103 |
0.3% |
11% |
False |
False |
755,349 |
| 60 |
120-200 |
118-140 |
2-060 |
1.8% |
0-099 |
0.3% |
11% |
False |
False |
503,761 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
119-191 |
|
2.618 |
119-085 |
|
1.618 |
119-020 |
|
1.000 |
118-300 |
|
0.618 |
118-275 |
|
HIGH |
118-235 |
|
0.618 |
118-210 |
|
0.500 |
118-203 |
|
0.382 |
118-195 |
|
LOW |
118-170 |
|
0.618 |
118-130 |
|
1.000 |
118-105 |
|
1.618 |
118-065 |
|
2.618 |
118-000 |
|
4.250 |
117-214 |
|
|
| Fisher Pivots for day following 21-Sep-2018 |
| Pivot |
1 day |
3 day |
| R1 |
118-211 |
118-212 |
| PP |
118-207 |
118-208 |
| S1 |
118-203 |
118-205 |
|