ECBOT 10 Year T-Note Future September 2018
Trading Metrics calculated at close of trading on 11-Sep-2018 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Sep-2018 |
11-Sep-2018 |
Change |
Change % |
Previous Week |
Open |
119-245 |
119-260 |
0-015 |
0.0% |
120-105 |
High |
119-285 |
119-265 |
-0-020 |
-0.1% |
120-135 |
Low |
119-235 |
119-145 |
-0-090 |
-0.2% |
119-240 |
Close |
119-260 |
119-160 |
-0-100 |
-0.3% |
119-255 |
Range |
0-050 |
0-120 |
0-070 |
140.1% |
0-215 |
ATR |
0-105 |
0-106 |
0-001 |
1.1% |
0-000 |
Volume |
9,954 |
16,762 |
6,808 |
68.4% |
278,820 |
|
Daily Pivots for day following 11-Sep-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
120-230 |
120-155 |
119-226 |
|
R3 |
120-110 |
120-035 |
119-193 |
|
R2 |
119-310 |
119-310 |
119-182 |
|
R1 |
119-235 |
119-235 |
119-171 |
119-212 |
PP |
119-190 |
119-190 |
119-190 |
119-179 |
S1 |
119-115 |
119-115 |
119-149 |
119-092 |
S2 |
119-070 |
119-070 |
119-138 |
|
S3 |
118-270 |
118-315 |
119-127 |
|
S4 |
118-150 |
118-195 |
119-094 |
|
|
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 |
120-110 |
119-145 |
0-285 |
0.7% |
0-106 |
0.3% |
5% |
False |
True |
37,949 |
10 |
120-160 |
119-145 |
1-015 |
0.9% |
0-101 |
0.3% |
4% |
False |
True |
751,225 |
20 |
120-240 |
119-145 |
1-095 |
1.1% |
0-099 |
0.3% |
4% |
False |
True |
1,109,815 |
40 |
120-240 |
119-025 |
1-215 |
1.4% |
0-107 |
0.3% |
25% |
False |
False |
1,241,931 |
60 |
120-240 |
119-025 |
1-215 |
1.4% |
0-108 |
0.3% |
25% |
False |
False |
1,225,553 |
80 |
121-030 |
117-315 |
3-035 |
2.6% |
0-126 |
0.3% |
49% |
False |
False |
1,310,963 |
100 |
121-030 |
117-300 |
3-050 |
2.6% |
0-121 |
0.3% |
50% |
False |
False |
1,053,658 |
120 |
121-035 |
117-300 |
3-055 |
2.7% |
0-121 |
0.3% |
49% |
False |
False |
878,173 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
121-135 |
2.618 |
120-259 |
1.618 |
120-139 |
1.000 |
120-065 |
0.618 |
120-019 |
HIGH |
119-265 |
0.618 |
119-219 |
0.500 |
119-205 |
0.382 |
119-191 |
LOW |
119-145 |
0.618 |
119-071 |
1.000 |
119-025 |
1.618 |
118-271 |
2.618 |
118-151 |
4.250 |
117-275 |
|
|
Fisher Pivots for day following 11-Sep-2018 |
Pivot |
1 day |
3 day |
R1 |
119-205 |
119-288 |
PP |
119-190 |
119-245 |
S1 |
119-175 |
119-203 |
|