ECBOT 10 Year T-Note Future September 2018
| Trading Metrics calculated at close of trading on 05-Sep-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Sep-2018 |
05-Sep-2018 |
Change |
Change % |
Previous Week |
| Open |
120-105 |
120-035 |
-0-070 |
-0.2% |
120-195 |
| High |
120-135 |
120-070 |
-0-065 |
-0.2% |
120-210 |
| Low |
120-015 |
119-315 |
-0-020 |
-0.1% |
119-310 |
| Close |
120-020 |
120-030 |
0-010 |
0.0% |
120-125 |
| Range |
0-120 |
0-075 |
-0-045 |
-37.5% |
0-220 |
| ATR |
0-105 |
0-103 |
-0-002 |
-2.0% |
0-000 |
| Volume |
115,787 |
62,969 |
-52,818 |
-45.6% |
8,894,656 |
|
| Daily Pivots for day following 05-Sep-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
120-257 |
120-218 |
120-071 |
|
| R3 |
120-182 |
120-143 |
120-051 |
|
| R2 |
120-107 |
120-107 |
120-044 |
|
| R1 |
120-068 |
120-068 |
120-037 |
120-050 |
| PP |
120-032 |
120-032 |
120-032 |
120-023 |
| S1 |
119-313 |
119-313 |
120-023 |
119-295 |
| S2 |
119-277 |
119-277 |
120-016 |
|
| S3 |
119-202 |
119-238 |
120-009 |
|
| S4 |
119-127 |
119-163 |
119-309 |
|
|
| 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% |
0-089 |
0.2% |
24% |
False |
False |
844,976 |
| 10 |
120-240 |
119-310 |
0-250 |
0.7% |
0-089 |
0.2% |
16% |
False |
False |
1,377,824 |
| 20 |
120-240 |
119-125 |
1-115 |
1.1% |
0-101 |
0.3% |
52% |
False |
False |
1,430,322 |
| 40 |
120-240 |
119-025 |
1-215 |
1.4% |
0-105 |
0.3% |
61% |
False |
False |
1,345,994 |
| 60 |
120-240 |
118-295 |
1-265 |
1.5% |
0-109 |
0.3% |
64% |
False |
False |
1,323,076 |
| 80 |
121-030 |
117-300 |
3-050 |
2.6% |
0-127 |
0.3% |
68% |
False |
False |
1,313,939 |
| 100 |
121-030 |
117-300 |
3-050 |
2.6% |
0-121 |
0.3% |
68% |
False |
False |
1,052,491 |
| 120 |
121-035 |
117-300 |
3-055 |
2.6% |
0-118 |
0.3% |
68% |
False |
False |
877,121 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
121-069 |
|
2.618 |
120-266 |
|
1.618 |
120-191 |
|
1.000 |
120-145 |
|
0.618 |
120-116 |
|
HIGH |
120-070 |
|
0.618 |
120-041 |
|
0.500 |
120-033 |
|
0.382 |
120-024 |
|
LOW |
119-315 |
|
0.618 |
119-269 |
|
1.000 |
119-240 |
|
1.618 |
119-194 |
|
2.618 |
119-119 |
|
4.250 |
118-316 |
|
|
| Fisher Pivots for day following 05-Sep-2018 |
| Pivot |
1 day |
3 day |
| R1 |
120-033 |
120-078 |
| PP |
120-032 |
120-062 |
| S1 |
120-031 |
120-046 |
|