ECBOT 10 Year T-Note Future September 2018
| Trading Metrics calculated at close of trading on 07-Sep-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Sep-2018 |
07-Sep-2018 |
Change |
Change % |
Previous Week |
| Open |
120-040 |
120-105 |
0-065 |
0.2% |
120-105 |
| High |
120-110 |
120-110 |
0-000 |
0.0% |
120-135 |
| Low |
120-015 |
119-240 |
-0-095 |
-0.2% |
119-240 |
| Close |
120-095 |
119-255 |
-0-160 |
-0.4% |
119-255 |
| Range |
0-095 |
0-190 |
0-095 |
100.0% |
0-215 |
| ATR |
0-102 |
0-109 |
0-006 |
6.1% |
0-000 |
| Volume |
55,714 |
44,350 |
-11,364 |
-20.4% |
278,820 |
|
| Daily Pivots for day following 07-Sep-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
121-238 |
121-117 |
120-040 |
|
| R3 |
121-048 |
120-247 |
119-307 |
|
| R2 |
120-178 |
120-178 |
119-290 |
|
| R1 |
120-057 |
120-057 |
119-272 |
120-023 |
| PP |
119-308 |
119-308 |
119-308 |
119-291 |
| S1 |
119-187 |
119-187 |
119-238 |
119-152 |
| S2 |
119-118 |
119-118 |
119-220 |
|
| S3 |
118-248 |
118-317 |
119-203 |
|
| S4 |
118-058 |
118-127 |
119-150 |
|
|
| Weekly Pivots for week ending 07-Sep-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
122-002 |
121-183 |
120-053 |
|
| R3 |
121-107 |
120-288 |
119-314 |
|
| R2 |
120-212 |
120-212 |
119-294 |
|
| R1 |
120-073 |
120-073 |
119-275 |
120-035 |
| PP |
119-317 |
119-317 |
119-317 |
119-298 |
| S1 |
119-178 |
119-178 |
119-235 |
119-140 |
| S2 |
119-102 |
119-102 |
119-216 |
|
| S3 |
118-207 |
118-283 |
119-196 |
|
| S4 |
117-312 |
118-068 |
119-137 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
120-160 |
119-240 |
0-240 |
0.6% |
0-110 |
0.3% |
6% |
False |
True |
105,154 |
| 10 |
120-210 |
119-240 |
0-290 |
0.8% |
0-104 |
0.3% |
5% |
False |
True |
1,106,810 |
| 20 |
120-240 |
119-235 |
1-005 |
0.8% |
0-107 |
0.3% |
6% |
False |
False |
1,329,074 |
| 40 |
120-240 |
119-025 |
1-215 |
1.4% |
0-108 |
0.3% |
43% |
False |
False |
1,283,800 |
| 60 |
120-240 |
119-025 |
1-215 |
1.4% |
0-109 |
0.3% |
43% |
False |
False |
1,279,098 |
| 80 |
121-030 |
117-300 |
3-050 |
2.6% |
0-127 |
0.3% |
59% |
False |
False |
1,312,589 |
| 100 |
121-030 |
117-300 |
3-050 |
2.6% |
0-122 |
0.3% |
59% |
False |
False |
1,053,465 |
| 120 |
121-035 |
117-300 |
3-055 |
2.6% |
0-121 |
0.3% |
59% |
False |
False |
877,955 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
122-278 |
|
2.618 |
121-287 |
|
1.618 |
121-097 |
|
1.000 |
120-300 |
|
0.618 |
120-227 |
|
HIGH |
120-110 |
|
0.618 |
120-037 |
|
0.500 |
120-015 |
|
0.382 |
119-313 |
|
LOW |
119-240 |
|
0.618 |
119-123 |
|
1.000 |
119-050 |
|
1.618 |
118-253 |
|
2.618 |
118-063 |
|
4.250 |
117-072 |
|
|
| Fisher Pivots for day following 07-Sep-2018 |
| Pivot |
1 day |
3 day |
| R1 |
120-015 |
120-015 |
| PP |
119-308 |
119-308 |
| S1 |
119-282 |
119-282 |
|