ECBOT 10 Year T-Note Future September 2018
Trading Metrics calculated at close of trading on 10-Sep-2018 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Sep-2018 |
10-Sep-2018 |
Change |
Change % |
Previous Week |
Open |
120-105 |
119-245 |
-0-180 |
-0.5% |
120-105 |
High |
120-110 |
119-285 |
-0-145 |
-0.4% |
120-135 |
Low |
119-240 |
119-235 |
-0-005 |
0.0% |
119-240 |
Close |
119-255 |
119-260 |
0-005 |
0.0% |
119-255 |
Range |
0-190 |
0-050 |
-0-140 |
-73.7% |
0-215 |
ATR |
0-109 |
0-105 |
-0-004 |
-3.9% |
0-000 |
Volume |
44,350 |
9,954 |
-34,396 |
-77.6% |
278,820 |
|
Daily Pivots for day following 10-Sep-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
120-090 |
120-065 |
119-287 |
|
R3 |
120-040 |
120-015 |
119-274 |
|
R2 |
119-310 |
119-310 |
119-269 |
|
R1 |
119-285 |
119-285 |
119-265 |
119-297 |
PP |
119-260 |
119-260 |
119-260 |
119-266 |
S1 |
119-235 |
119-235 |
119-255 |
119-248 |
S2 |
119-210 |
119-210 |
119-251 |
|
S3 |
119-160 |
119-185 |
119-246 |
|
S4 |
119-110 |
119-135 |
119-233 |
|
|
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 |
120-135 |
119-235 |
0-220 |
0.6% |
0-106 |
0.3% |
11% |
False |
True |
57,754 |
10 |
120-210 |
119-235 |
0-295 |
0.8% |
0-100 |
0.3% |
8% |
False |
True |
918,343 |
20 |
120-240 |
119-235 |
1-005 |
0.8% |
0-099 |
0.3% |
8% |
False |
True |
1,212,751 |
40 |
120-240 |
119-025 |
1-215 |
1.4% |
0-107 |
0.3% |
44% |
False |
False |
1,263,481 |
60 |
120-240 |
119-025 |
1-215 |
1.4% |
0-108 |
0.3% |
44% |
False |
False |
1,252,518 |
80 |
121-030 |
117-300 |
3-050 |
2.6% |
0-126 |
0.3% |
59% |
False |
False |
1,311,780 |
100 |
121-030 |
117-300 |
3-050 |
2.6% |
0-122 |
0.3% |
59% |
False |
False |
1,053,535 |
120 |
121-035 |
117-300 |
3-055 |
2.6% |
0-121 |
0.3% |
59% |
False |
False |
878,037 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
120-177 |
2.618 |
120-096 |
1.618 |
120-046 |
1.000 |
120-015 |
0.618 |
119-316 |
HIGH |
119-285 |
0.618 |
119-266 |
0.500 |
119-260 |
0.382 |
119-254 |
LOW |
119-235 |
0.618 |
119-204 |
1.000 |
119-185 |
1.618 |
119-154 |
2.618 |
119-104 |
4.250 |
119-023 |
|
|
Fisher Pivots for day following 10-Sep-2018 |
Pivot |
1 day |
3 day |
R1 |
119-260 |
120-013 |
PP |
119-260 |
119-308 |
S1 |
119-260 |
119-284 |
|