ECBOT 10 Year T-Note Future December 2018
| Trading Metrics calculated at close of trading on 26-Sep-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Sep-2018 |
26-Sep-2018 |
Change |
Change % |
Previous Week |
| Open |
118-165 |
118-140 |
-0-025 |
-0.1% |
119-050 |
| High |
118-180 |
118-275 |
0-095 |
0.3% |
119-105 |
| Low |
118-110 |
118-140 |
0-030 |
0.1% |
118-140 |
| Close |
118-145 |
118-235 |
0-090 |
0.2% |
118-215 |
| Range |
0-070 |
0-135 |
0-065 |
92.9% |
0-285 |
| ATR |
0-101 |
0-104 |
0-002 |
2.4% |
0-000 |
| Volume |
1,154,172 |
1,538,450 |
384,278 |
33.3% |
7,507,045 |
|
| Daily Pivots for day following 26-Sep-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
119-302 |
119-243 |
118-309 |
|
| R3 |
119-167 |
119-108 |
118-272 |
|
| R2 |
119-032 |
119-032 |
118-260 |
|
| R1 |
118-293 |
118-293 |
118-247 |
119-003 |
| PP |
118-217 |
118-217 |
118-217 |
118-231 |
| S1 |
118-158 |
118-158 |
118-223 |
118-188 |
| S2 |
118-082 |
118-082 |
118-210 |
|
| S3 |
117-267 |
118-023 |
118-198 |
|
| S4 |
117-132 |
117-208 |
118-161 |
|
|
| 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 |
118-275 |
118-110 |
0-165 |
0.4% |
0-089 |
0.2% |
76% |
True |
False |
1,323,964 |
| 10 |
119-190 |
118-110 |
1-080 |
1.1% |
0-104 |
0.3% |
31% |
False |
False |
1,441,530 |
| 20 |
120-125 |
118-110 |
2-015 |
1.7% |
0-103 |
0.3% |
19% |
False |
False |
1,452,101 |
| 40 |
120-200 |
118-110 |
2-090 |
1.9% |
0-104 |
0.3% |
17% |
False |
False |
852,160 |
| 60 |
120-200 |
118-110 |
2-090 |
1.9% |
0-100 |
0.3% |
17% |
False |
False |
568,434 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
120-209 |
|
2.618 |
119-308 |
|
1.618 |
119-173 |
|
1.000 |
119-090 |
|
0.618 |
119-038 |
|
HIGH |
118-275 |
|
0.618 |
118-223 |
|
0.500 |
118-208 |
|
0.382 |
118-192 |
|
LOW |
118-140 |
|
0.618 |
118-057 |
|
1.000 |
118-005 |
|
1.618 |
117-242 |
|
2.618 |
117-107 |
|
4.250 |
116-206 |
|
|
| Fisher Pivots for day following 26-Sep-2018 |
| Pivot |
1 day |
3 day |
| R1 |
118-226 |
118-221 |
| PP |
118-217 |
118-207 |
| S1 |
118-208 |
118-193 |
|