ECBOT 10 Year T-Note Future December 2018
| Trading Metrics calculated at close of trading on 24-Sep-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Sep-2018 |
24-Sep-2018 |
Change |
Change % |
Previous Week |
| Open |
118-210 |
118-225 |
0-015 |
0.0% |
119-050 |
| High |
118-235 |
118-230 |
-0-005 |
0.0% |
119-105 |
| Low |
118-170 |
118-150 |
-0-020 |
-0.1% |
118-140 |
| Close |
118-215 |
118-200 |
-0-015 |
0.0% |
118-215 |
| Range |
0-065 |
0-080 |
0-015 |
23.1% |
0-285 |
| ATR |
0-104 |
0-102 |
-0-002 |
-1.6% |
0-000 |
| Volume |
1,123,897 |
1,188,674 |
64,777 |
5.8% |
7,507,045 |
|
| Daily Pivots for day following 24-Sep-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
119-113 |
119-077 |
118-244 |
|
| R3 |
119-033 |
118-317 |
118-222 |
|
| R2 |
118-273 |
118-273 |
118-215 |
|
| R1 |
118-237 |
118-237 |
118-207 |
118-215 |
| PP |
118-193 |
118-193 |
118-193 |
118-183 |
| S1 |
118-157 |
118-157 |
118-193 |
118-135 |
| S2 |
118-113 |
118-113 |
118-185 |
|
| S3 |
118-033 |
118-077 |
118-178 |
|
| S4 |
117-273 |
117-317 |
118-156 |
|
|
| 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% |
21% |
False |
False |
1,526,462 |
| 10 |
119-225 |
118-140 |
1-085 |
1.1% |
0-102 |
0.3% |
15% |
False |
False |
1,441,920 |
| 20 |
120-175 |
118-140 |
2-035 |
1.8% |
0-103 |
0.3% |
9% |
False |
False |
1,477,006 |
| 40 |
120-200 |
118-140 |
2-060 |
1.8% |
0-103 |
0.3% |
9% |
False |
False |
784,949 |
| 60 |
120-200 |
118-140 |
2-060 |
1.8% |
0-099 |
0.3% |
9% |
False |
False |
523,565 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
119-250 |
|
2.618 |
119-119 |
|
1.618 |
119-039 |
|
1.000 |
118-310 |
|
0.618 |
118-279 |
|
HIGH |
118-230 |
|
0.618 |
118-199 |
|
0.500 |
118-190 |
|
0.382 |
118-181 |
|
LOW |
118-150 |
|
0.618 |
118-101 |
|
1.000 |
118-070 |
|
1.618 |
118-021 |
|
2.618 |
117-261 |
|
4.250 |
117-130 |
|
|
| Fisher Pivots for day following 24-Sep-2018 |
| Pivot |
1 day |
3 day |
| R1 |
118-197 |
118-196 |
| PP |
118-193 |
118-192 |
| S1 |
118-190 |
118-188 |
|