ECBOT 10 Year T-Note Future September 2018
| Trading Metrics calculated at close of trading on 17-Sep-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Sep-2018 |
17-Sep-2018 |
Change |
Change % |
Previous Week |
| Open |
119-185 |
119-110 |
-0-075 |
-0.2% |
119-245 |
| High |
119-190 |
119-130 |
-0-060 |
-0.2% |
119-285 |
| Low |
119-095 |
119-060 |
-0-035 |
-0.1% |
119-095 |
| Close |
119-115 |
119-100 |
-0-015 |
0.0% |
119-115 |
| Range |
0-095 |
0-070 |
-0-025 |
-26.3% |
0-190 |
| ATR |
0-101 |
0-099 |
-0-002 |
-2.2% |
0-000 |
| Volume |
15,676 |
9,999 |
-5,677 |
-36.2% |
72,792 |
|
| Daily Pivots for day following 17-Sep-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
119-307 |
119-273 |
119-139 |
|
| R3 |
119-237 |
119-203 |
119-119 |
|
| R2 |
119-167 |
119-167 |
119-113 |
|
| R1 |
119-133 |
119-133 |
119-106 |
119-115 |
| PP |
119-097 |
119-097 |
119-097 |
119-088 |
| S1 |
119-063 |
119-063 |
119-094 |
119-045 |
| S2 |
119-027 |
119-027 |
119-087 |
|
| S3 |
118-277 |
118-313 |
119-081 |
|
| S4 |
118-207 |
118-243 |
119-061 |
|
|
| 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 |
119-265 |
119-060 |
0-205 |
0.5% |
0-087 |
0.2% |
20% |
False |
True |
14,567 |
| 10 |
120-135 |
119-060 |
1-075 |
1.0% |
0-097 |
0.3% |
10% |
False |
True |
36,161 |
| 20 |
120-240 |
119-060 |
1-180 |
1.3% |
0-094 |
0.2% |
8% |
False |
True |
828,216 |
| 40 |
120-240 |
119-025 |
1-215 |
1.4% |
0-103 |
0.3% |
14% |
False |
False |
1,124,049 |
| 60 |
120-240 |
119-025 |
1-215 |
1.4% |
0-104 |
0.3% |
14% |
False |
False |
1,138,693 |
| 80 |
121-030 |
118-295 |
2-055 |
1.8% |
0-123 |
0.3% |
18% |
False |
False |
1,292,597 |
| 100 |
121-030 |
117-300 |
3-050 |
2.6% |
0-121 |
0.3% |
44% |
False |
False |
1,053,965 |
| 120 |
121-035 |
117-300 |
3-055 |
2.7% |
0-119 |
0.3% |
43% |
False |
False |
878,638 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
120-108 |
|
2.618 |
119-313 |
|
1.618 |
119-243 |
|
1.000 |
119-200 |
|
0.618 |
119-173 |
|
HIGH |
119-130 |
|
0.618 |
119-103 |
|
0.500 |
119-095 |
|
0.382 |
119-087 |
|
LOW |
119-060 |
|
0.618 |
119-017 |
|
1.000 |
118-310 |
|
1.618 |
118-267 |
|
2.618 |
118-197 |
|
4.250 |
118-082 |
|
|
| Fisher Pivots for day following 17-Sep-2018 |
| Pivot |
1 day |
3 day |
| R1 |
119-098 |
119-150 |
| PP |
119-097 |
119-133 |
| S1 |
119-095 |
119-117 |
|