ECBOT 10 Year T-Note Future September 2018
Trading Metrics calculated at close of trading on 06-Sep-2018 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Sep-2018 |
06-Sep-2018 |
Change |
Change % |
Previous Week |
Open |
120-035 |
120-040 |
0-005 |
0.0% |
120-195 |
High |
120-070 |
120-110 |
0-040 |
0.1% |
120-210 |
Low |
119-315 |
120-015 |
0-020 |
0.1% |
119-310 |
Close |
120-030 |
120-095 |
0-065 |
0.2% |
120-125 |
Range |
0-075 |
0-095 |
0-020 |
26.7% |
0-220 |
ATR |
0-103 |
0-102 |
-0-001 |
-0.6% |
0-000 |
Volume |
62,969 |
55,714 |
-7,255 |
-11.5% |
8,894,656 |
|
Daily Pivots for day following 06-Sep-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
121-038 |
121-002 |
120-147 |
|
R3 |
120-263 |
120-227 |
120-121 |
|
R2 |
120-168 |
120-168 |
120-112 |
|
R1 |
120-132 |
120-132 |
120-104 |
120-150 |
PP |
120-073 |
120-073 |
120-073 |
120-083 |
S1 |
120-037 |
120-037 |
120-086 |
120-055 |
S2 |
119-298 |
119-298 |
120-078 |
|
S3 |
119-203 |
119-262 |
120-069 |
|
S4 |
119-108 |
119-167 |
120-043 |
|
|
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 |
119-315 |
0-165 |
0.4% |
0-090 |
0.2% |
61% |
False |
False |
380,122 |
10 |
120-225 |
119-310 |
0-235 |
0.6% |
0-091 |
0.2% |
45% |
False |
False |
1,240,575 |
20 |
120-240 |
119-160 |
1-080 |
1.0% |
0-103 |
0.3% |
64% |
False |
False |
1,383,737 |
40 |
120-240 |
119-025 |
1-215 |
1.4% |
0-105 |
0.3% |
73% |
False |
False |
1,307,665 |
60 |
120-240 |
118-295 |
1-265 |
1.5% |
0-109 |
0.3% |
75% |
False |
False |
1,303,392 |
80 |
121-030 |
117-300 |
3-050 |
2.6% |
0-127 |
0.3% |
75% |
False |
False |
1,314,307 |
100 |
121-030 |
117-300 |
3-050 |
2.6% |
0-121 |
0.3% |
75% |
False |
False |
1,053,039 |
120 |
121-035 |
117-300 |
3-055 |
2.6% |
0-119 |
0.3% |
74% |
False |
False |
877,585 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
121-194 |
2.618 |
121-039 |
1.618 |
120-264 |
1.000 |
120-205 |
0.618 |
120-169 |
HIGH |
120-110 |
0.618 |
120-074 |
0.500 |
120-063 |
0.382 |
120-051 |
LOW |
120-015 |
0.618 |
119-276 |
1.000 |
119-240 |
1.618 |
119-181 |
2.618 |
119-086 |
4.250 |
118-251 |
|
|
Fisher Pivots for day following 06-Sep-2018 |
Pivot |
1 day |
3 day |
R1 |
120-084 |
120-085 |
PP |
120-073 |
120-075 |
S1 |
120-063 |
120-065 |
|