ECBOT 10 Year T-Note Future September 2018
Trading Metrics calculated at close of trading on 12-Sep-2018 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Sep-2018 |
12-Sep-2018 |
Change |
Change % |
Previous Week |
Open |
119-260 |
119-165 |
-0-095 |
-0.2% |
120-105 |
High |
119-265 |
119-215 |
-0-050 |
-0.1% |
120-135 |
Low |
119-145 |
119-160 |
0-015 |
0.0% |
119-240 |
Close |
119-160 |
119-195 |
0-035 |
0.1% |
119-255 |
Range |
0-120 |
0-055 |
-0-065 |
-54.2% |
0-215 |
ATR |
0-106 |
0-102 |
-0-004 |
-3.4% |
0-000 |
Volume |
16,762 |
21,477 |
4,715 |
28.1% |
278,820 |
|
Daily Pivots for day following 12-Sep-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
120-035 |
120-010 |
119-225 |
|
R3 |
119-300 |
119-275 |
119-210 |
|
R2 |
119-245 |
119-245 |
119-205 |
|
R1 |
119-220 |
119-220 |
119-200 |
119-233 |
PP |
119-190 |
119-190 |
119-190 |
119-196 |
S1 |
119-165 |
119-165 |
119-190 |
119-178 |
S2 |
119-135 |
119-135 |
119-185 |
|
S3 |
119-080 |
119-110 |
119-180 |
|
S4 |
119-025 |
119-055 |
119-165 |
|
|
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% |
0-102 |
0.3% |
18% |
False |
False |
29,651 |
10 |
120-160 |
119-145 |
1-015 |
0.9% |
0-095 |
0.2% |
15% |
False |
False |
437,314 |
20 |
120-240 |
119-145 |
1-095 |
1.1% |
0-099 |
0.3% |
12% |
False |
False |
1,046,242 |
40 |
120-240 |
119-025 |
1-215 |
1.4% |
0-107 |
0.3% |
32% |
False |
False |
1,221,999 |
60 |
120-240 |
119-025 |
1-215 |
1.4% |
0-108 |
0.3% |
32% |
False |
False |
1,210,615 |
80 |
121-030 |
118-090 |
2-260 |
2.4% |
0-125 |
0.3% |
47% |
False |
False |
1,310,058 |
100 |
121-030 |
117-300 |
3-050 |
2.6% |
0-121 |
0.3% |
53% |
False |
False |
1,053,819 |
120 |
121-035 |
117-300 |
3-055 |
2.7% |
0-120 |
0.3% |
53% |
False |
False |
878,350 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
120-129 |
2.618 |
120-039 |
1.618 |
119-304 |
1.000 |
119-270 |
0.618 |
119-249 |
HIGH |
119-215 |
0.618 |
119-194 |
0.500 |
119-188 |
0.382 |
119-181 |
LOW |
119-160 |
0.618 |
119-126 |
1.000 |
119-105 |
1.618 |
119-071 |
2.618 |
119-016 |
4.250 |
118-246 |
|
|
Fisher Pivots for day following 12-Sep-2018 |
Pivot |
1 day |
3 day |
R1 |
119-193 |
119-215 |
PP |
119-190 |
119-208 |
S1 |
119-188 |
119-202 |
|