ECBOT 10 Year T-Note Future September 2018
Trading Metrics calculated at close of trading on 18-Sep-2018 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Sep-2018 |
18-Sep-2018 |
Change |
Change % |
Previous Week |
Open |
119-110 |
119-155 |
0-045 |
0.1% |
119-245 |
High |
119-130 |
119-165 |
0-035 |
0.1% |
119-285 |
Low |
119-060 |
118-300 |
-0-080 |
-0.2% |
119-095 |
Close |
119-100 |
118-315 |
-0-105 |
-0.3% |
119-115 |
Range |
0-070 |
0-185 |
0-115 |
164.2% |
0-190 |
ATR |
0-099 |
0-105 |
0-006 |
6.2% |
0-000 |
Volume |
9,999 |
7,820 |
-2,179 |
-21.8% |
72,792 |
|
Daily Pivots for day following 18-Sep-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
120-282 |
120-163 |
119-097 |
|
R3 |
120-097 |
119-298 |
119-046 |
|
R2 |
119-232 |
119-232 |
119-029 |
|
R1 |
119-113 |
119-113 |
119-012 |
119-080 |
PP |
119-047 |
119-047 |
119-047 |
119-030 |
S1 |
118-248 |
118-248 |
118-298 |
118-215 |
S2 |
118-182 |
118-182 |
118-281 |
|
S3 |
117-317 |
118-063 |
118-264 |
|
S4 |
117-132 |
117-198 |
118-213 |
|
|
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 |
119-240 |
118-300 |
0-260 |
0.7% |
0-100 |
0.3% |
6% |
False |
True |
12,779 |
10 |
120-110 |
118-300 |
1-130 |
1.2% |
0-103 |
0.3% |
3% |
False |
True |
25,364 |
20 |
120-240 |
118-300 |
1-260 |
1.5% |
0-097 |
0.3% |
3% |
False |
True |
764,266 |
40 |
120-240 |
118-300 |
1-260 |
1.5% |
0-103 |
0.3% |
3% |
False |
True |
1,083,463 |
60 |
120-240 |
118-300 |
1-260 |
1.5% |
0-106 |
0.3% |
3% |
False |
True |
1,123,201 |
80 |
121-030 |
118-295 |
2-055 |
1.8% |
0-124 |
0.3% |
3% |
False |
False |
1,267,998 |
100 |
121-030 |
117-300 |
3-050 |
2.7% |
0-121 |
0.3% |
33% |
False |
False |
1,053,975 |
120 |
121-035 |
117-300 |
3-055 |
2.7% |
0-119 |
0.3% |
33% |
False |
False |
878,703 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
121-311 |
2.618 |
121-009 |
1.618 |
120-144 |
1.000 |
120-030 |
0.618 |
119-279 |
HIGH |
119-165 |
0.618 |
119-094 |
0.500 |
119-072 |
0.382 |
119-051 |
LOW |
118-300 |
0.618 |
118-186 |
1.000 |
118-115 |
1.618 |
118-001 |
2.618 |
117-136 |
4.250 |
116-154 |
|
|
Fisher Pivots for day following 18-Sep-2018 |
Pivot |
1 day |
3 day |
R1 |
119-072 |
119-085 |
PP |
119-047 |
119-055 |
S1 |
119-021 |
119-025 |
|