ECBOT 10 Year T-Note Future September 2018
Trading Metrics calculated at close of trading on 13-Sep-2018 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Sep-2018 |
13-Sep-2018 |
Change |
Change % |
Previous Week |
Open |
119-165 |
119-180 |
0-015 |
0.0% |
120-105 |
High |
119-215 |
119-240 |
0-025 |
0.1% |
120-135 |
Low |
119-160 |
119-145 |
-0-015 |
0.0% |
119-240 |
Close |
119-195 |
119-190 |
-0-005 |
0.0% |
119-255 |
Range |
0-055 |
0-095 |
0-040 |
72.7% |
0-215 |
ATR |
0-102 |
0-102 |
-0-001 |
-0.5% |
0-000 |
Volume |
21,477 |
8,923 |
-12,554 |
-58.5% |
278,820 |
|
Daily Pivots for day following 13-Sep-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
120-157 |
120-108 |
119-242 |
|
R3 |
120-062 |
120-013 |
119-216 |
|
R2 |
119-287 |
119-287 |
119-207 |
|
R1 |
119-238 |
119-238 |
119-199 |
119-263 |
PP |
119-192 |
119-192 |
119-192 |
119-204 |
S1 |
119-143 |
119-143 |
119-181 |
119-168 |
S2 |
119-097 |
119-097 |
119-173 |
|
S3 |
119-002 |
119-048 |
119-164 |
|
S4 |
118-227 |
118-273 |
119-138 |
|
|
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% |
16% |
False |
True |
20,293 |
10 |
120-160 |
119-145 |
1-015 |
0.9% |
0-096 |
0.3% |
13% |
False |
True |
200,207 |
20 |
120-240 |
119-145 |
1-095 |
1.1% |
0-095 |
0.2% |
11% |
False |
True |
955,216 |
40 |
120-240 |
119-025 |
1-215 |
1.4% |
0-107 |
0.3% |
31% |
False |
False |
1,200,567 |
60 |
120-240 |
119-025 |
1-215 |
1.4% |
0-106 |
0.3% |
31% |
False |
False |
1,184,900 |
80 |
121-030 |
118-115 |
2-235 |
2.3% |
0-125 |
0.3% |
45% |
False |
False |
1,305,971 |
100 |
121-030 |
117-300 |
3-050 |
2.6% |
0-121 |
0.3% |
52% |
False |
False |
1,053,798 |
120 |
121-035 |
117-300 |
3-055 |
2.7% |
0-120 |
0.3% |
52% |
False |
False |
878,424 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
121-004 |
2.618 |
120-169 |
1.618 |
120-074 |
1.000 |
120-015 |
0.618 |
119-299 |
HIGH |
119-240 |
0.618 |
119-204 |
0.500 |
119-192 |
0.382 |
119-181 |
LOW |
119-145 |
0.618 |
119-086 |
1.000 |
119-050 |
1.618 |
118-311 |
2.618 |
118-216 |
4.250 |
118-061 |
|
|
Fisher Pivots for day following 13-Sep-2018 |
Pivot |
1 day |
3 day |
R1 |
119-192 |
119-205 |
PP |
119-192 |
119-200 |
S1 |
119-191 |
119-195 |
|