ECBOT 10 Year T-Note Future December 2018
| Trading Metrics calculated at close of trading on 27-Sep-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Sep-2018 |
27-Sep-2018 |
Change |
Change % |
Previous Week |
| Open |
118-140 |
118-265 |
0-125 |
0.3% |
119-050 |
| High |
118-275 |
118-315 |
0-040 |
0.1% |
119-105 |
| Low |
118-140 |
118-205 |
0-065 |
0.2% |
118-140 |
| Close |
118-235 |
118-240 |
0-005 |
0.0% |
118-215 |
| Range |
0-135 |
0-110 |
-0-025 |
-18.5% |
0-285 |
| ATR |
0-104 |
0-104 |
0-000 |
0.4% |
0-000 |
| Volume |
1,538,450 |
1,513,415 |
-25,035 |
-1.6% |
7,507,045 |
|
| Daily Pivots for day following 27-Sep-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
119-263 |
119-202 |
118-301 |
|
| R3 |
119-153 |
119-092 |
118-270 |
|
| R2 |
119-043 |
119-043 |
118-260 |
|
| R1 |
118-302 |
118-302 |
118-250 |
118-278 |
| PP |
118-253 |
118-253 |
118-253 |
118-241 |
| S1 |
118-192 |
118-192 |
118-230 |
118-167 |
| S2 |
118-143 |
118-143 |
118-220 |
|
| S3 |
118-033 |
118-082 |
118-210 |
|
| S4 |
117-243 |
117-292 |
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 |
118-315 |
118-110 |
0-205 |
0.5% |
0-092 |
0.2% |
63% |
True |
False |
1,303,721 |
| 10 |
119-135 |
118-110 |
1-025 |
0.9% |
0-104 |
0.3% |
38% |
False |
False |
1,436,439 |
| 20 |
120-125 |
118-110 |
2-015 |
1.7% |
0-104 |
0.3% |
20% |
False |
False |
1,437,711 |
| 40 |
120-200 |
118-110 |
2-090 |
1.9% |
0-103 |
0.3% |
18% |
False |
False |
889,919 |
| 60 |
120-200 |
118-110 |
2-090 |
1.9% |
0-100 |
0.3% |
18% |
False |
False |
593,654 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
120-143 |
|
2.618 |
119-283 |
|
1.618 |
119-173 |
|
1.000 |
119-105 |
|
0.618 |
119-063 |
|
HIGH |
118-315 |
|
0.618 |
118-273 |
|
0.500 |
118-260 |
|
0.382 |
118-247 |
|
LOW |
118-205 |
|
0.618 |
118-137 |
|
1.000 |
118-095 |
|
1.618 |
118-027 |
|
2.618 |
117-237 |
|
4.250 |
117-057 |
|
|
| Fisher Pivots for day following 27-Sep-2018 |
| Pivot |
1 day |
3 day |
| R1 |
118-260 |
118-231 |
| PP |
118-253 |
118-222 |
| S1 |
118-247 |
118-213 |
|