ECBOT 10 Year T-Note Future September 2018
Trading Metrics calculated at close of trading on 04-Sep-2018 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
31-Aug-2018 |
04-Sep-2018 |
Change |
Change % |
Previous Week |
Open |
120-100 |
120-105 |
0-005 |
0.0% |
120-195 |
High |
120-160 |
120-135 |
-0-025 |
-0.1% |
120-210 |
Low |
120-090 |
120-015 |
-0-075 |
-0.2% |
119-310 |
Close |
120-125 |
120-020 |
-0-105 |
-0.3% |
120-125 |
Range |
0-070 |
0-120 |
0-050 |
71.5% |
0-220 |
ATR |
0-104 |
0-105 |
0-001 |
1.1% |
0-000 |
Volume |
246,954 |
115,787 |
-131,167 |
-53.1% |
8,894,656 |
|
Daily Pivots for day following 04-Sep-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
121-097 |
121-018 |
120-086 |
|
R3 |
120-297 |
120-218 |
120-053 |
|
R2 |
120-177 |
120-177 |
120-042 |
|
R1 |
120-098 |
120-098 |
120-031 |
120-078 |
PP |
120-057 |
120-057 |
120-057 |
120-046 |
S1 |
119-298 |
119-298 |
120-009 |
119-278 |
S2 |
119-257 |
119-257 |
119-318 |
|
S3 |
119-137 |
119-178 |
119-307 |
|
S4 |
119-017 |
119-058 |
119-274 |
|
|
Weekly Pivots for week ending 31-Aug-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
122-128 |
122-027 |
120-246 |
|
R3 |
121-228 |
121-127 |
120-185 |
|
R2 |
121-008 |
121-008 |
120-165 |
|
R1 |
120-227 |
120-227 |
120-145 |
120-168 |
PP |
120-108 |
120-108 |
120-108 |
120-079 |
S1 |
120-007 |
120-007 |
120-105 |
119-268 |
S2 |
119-208 |
119-208 |
120-085 |
|
S3 |
118-308 |
119-107 |
120-064 |
|
S4 |
118-088 |
118-207 |
120-004 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
120-160 |
119-310 |
0-170 |
0.4% |
0-096 |
0.2% |
18% |
False |
False |
1,464,501 |
10 |
120-240 |
119-310 |
0-250 |
0.7% |
0-091 |
0.2% |
12% |
False |
False |
1,503,169 |
20 |
120-240 |
119-125 |
1-115 |
1.1% |
0-103 |
0.3% |
49% |
False |
False |
1,469,175 |
40 |
120-240 |
119-025 |
1-215 |
1.4% |
0-105 |
0.3% |
59% |
False |
False |
1,369,698 |
60 |
120-240 |
118-295 |
1-265 |
1.5% |
0-109 |
0.3% |
62% |
False |
False |
1,341,619 |
80 |
121-030 |
117-300 |
3-050 |
2.6% |
0-127 |
0.3% |
67% |
False |
False |
1,313,377 |
100 |
121-030 |
117-300 |
3-050 |
2.6% |
0-121 |
0.3% |
67% |
False |
False |
1,051,862 |
120 |
121-035 |
117-300 |
3-055 |
2.6% |
0-118 |
0.3% |
67% |
False |
False |
876,596 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
122-005 |
2.618 |
121-129 |
1.618 |
121-009 |
1.000 |
120-255 |
0.618 |
120-209 |
HIGH |
120-135 |
0.618 |
120-089 |
0.500 |
120-075 |
0.382 |
120-061 |
LOW |
120-015 |
0.618 |
119-261 |
1.000 |
119-215 |
1.618 |
119-141 |
2.618 |
119-021 |
4.250 |
118-145 |
|
|
Fisher Pivots for day following 04-Sep-2018 |
Pivot |
1 day |
3 day |
R1 |
120-075 |
120-088 |
PP |
120-057 |
120-065 |
S1 |
120-038 |
120-043 |
|