ECBOT 10 Year T-Note Future September 2018
| Trading Metrics calculated at close of trading on 14-Sep-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Sep-2018 |
14-Sep-2018 |
Change |
Change % |
Previous Week |
| Open |
119-180 |
119-185 |
0-005 |
0.0% |
119-245 |
| High |
119-240 |
119-190 |
-0-050 |
-0.1% |
119-285 |
| Low |
119-145 |
119-095 |
-0-050 |
-0.1% |
119-095 |
| Close |
119-190 |
119-115 |
-0-075 |
-0.2% |
119-115 |
| Range |
0-095 |
0-095 |
0-000 |
0.0% |
0-190 |
| ATR |
0-102 |
0-101 |
0-000 |
-0.5% |
0-000 |
| Volume |
8,923 |
15,676 |
6,753 |
75.7% |
72,792 |
|
| Daily Pivots for day following 14-Sep-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
120-098 |
120-042 |
119-167 |
|
| R3 |
120-003 |
119-267 |
119-141 |
|
| R2 |
119-228 |
119-228 |
119-132 |
|
| R1 |
119-172 |
119-172 |
119-124 |
119-153 |
| PP |
119-133 |
119-133 |
119-133 |
119-124 |
| S1 |
119-077 |
119-077 |
119-106 |
119-058 |
| S2 |
119-038 |
119-038 |
119-098 |
|
| S3 |
118-263 |
118-302 |
119-089 |
|
| S4 |
118-168 |
118-207 |
119-063 |
|
|
| Weekly Pivots for week ending 14-Sep-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
121-095 |
120-295 |
119-219 |
|
| R3 |
120-225 |
120-105 |
119-167 |
|
| R2 |
120-035 |
120-035 |
119-150 |
|
| R1 |
119-235 |
119-235 |
119-132 |
119-200 |
| PP |
119-165 |
119-165 |
119-165 |
119-148 |
| S1 |
119-045 |
119-045 |
119-098 |
119-010 |
| S2 |
118-295 |
118-295 |
119-080 |
|
| S3 |
118-105 |
118-175 |
119-063 |
|
| S4 |
117-235 |
117-305 |
119-011 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
119-285 |
119-095 |
0-190 |
0.5% |
0-083 |
0.2% |
11% |
False |
True |
14,558 |
| 10 |
120-160 |
119-095 |
1-065 |
1.0% |
0-097 |
0.3% |
5% |
False |
True |
59,856 |
| 20 |
120-240 |
119-095 |
1-145 |
1.2% |
0-095 |
0.2% |
4% |
False |
True |
893,344 |
| 40 |
120-240 |
119-025 |
1-215 |
1.4% |
0-105 |
0.3% |
17% |
False |
False |
1,157,029 |
| 60 |
120-240 |
119-025 |
1-215 |
1.4% |
0-106 |
0.3% |
17% |
False |
False |
1,164,638 |
| 80 |
121-030 |
118-160 |
2-190 |
2.2% |
0-125 |
0.3% |
33% |
False |
False |
1,301,489 |
| 100 |
121-030 |
117-300 |
3-050 |
2.6% |
0-121 |
0.3% |
45% |
False |
False |
1,053,918 |
| 120 |
121-035 |
117-300 |
3-055 |
2.7% |
0-120 |
0.3% |
45% |
False |
False |
878,555 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
120-274 |
|
2.618 |
120-119 |
|
1.618 |
120-024 |
|
1.000 |
119-285 |
|
0.618 |
119-249 |
|
HIGH |
119-190 |
|
0.618 |
119-154 |
|
0.500 |
119-143 |
|
0.382 |
119-131 |
|
LOW |
119-095 |
|
0.618 |
119-036 |
|
1.000 |
119-000 |
|
1.618 |
118-261 |
|
2.618 |
118-166 |
|
4.250 |
118-011 |
|
|
| Fisher Pivots for day following 14-Sep-2018 |
| Pivot |
1 day |
3 day |
| R1 |
119-143 |
119-168 |
| PP |
119-133 |
119-150 |
| S1 |
119-124 |
119-133 |
|