ECBOT 10 Year T-Note Future September 2018
| Trading Metrics calculated at close of trading on 19-Sep-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Sep-2018 |
19-Sep-2018 |
Change |
Change % |
Previous Week |
| Open |
119-155 |
118-305 |
-0-170 |
-0.4% |
119-245 |
| High |
119-165 |
119-000 |
-0-165 |
-0.4% |
119-285 |
| Low |
118-300 |
118-235 |
-0-065 |
-0.2% |
119-095 |
| Close |
118-315 |
118-275 |
-0-040 |
-0.1% |
119-115 |
| Range |
0-185 |
0-085 |
-0-100 |
-54.1% |
0-190 |
| ATR |
0-105 |
0-104 |
-0-001 |
-1.4% |
0-000 |
| Volume |
7,820 |
3,606 |
-4,214 |
-53.9% |
72,792 |
|
| Daily Pivots for day following 19-Sep-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
119-212 |
119-168 |
119-002 |
|
| R3 |
119-127 |
119-083 |
118-298 |
|
| R2 |
119-042 |
119-042 |
118-291 |
|
| R1 |
118-318 |
118-318 |
118-283 |
118-298 |
| PP |
118-277 |
118-277 |
118-277 |
118-266 |
| S1 |
118-233 |
118-233 |
118-267 |
118-213 |
| S2 |
118-192 |
118-192 |
118-259 |
|
| S3 |
118-107 |
118-148 |
118-252 |
|
| S4 |
118-022 |
118-063 |
118-228 |
|
|
| 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 |
118-235 |
1-005 |
0.9% |
0-106 |
0.3% |
12% |
False |
True |
9,204 |
| 10 |
120-110 |
118-235 |
1-195 |
1.4% |
0-104 |
0.3% |
8% |
False |
True |
19,428 |
| 20 |
120-240 |
118-235 |
2-005 |
1.7% |
0-097 |
0.3% |
6% |
False |
True |
698,626 |
| 40 |
120-240 |
118-235 |
2-005 |
1.7% |
0-103 |
0.3% |
6% |
False |
True |
1,050,754 |
| 60 |
120-240 |
118-235 |
2-005 |
1.7% |
0-106 |
0.3% |
6% |
False |
True |
1,098,188 |
| 80 |
121-030 |
118-235 |
2-115 |
2.0% |
0-123 |
0.3% |
5% |
False |
True |
1,249,949 |
| 100 |
121-030 |
117-300 |
3-050 |
2.7% |
0-121 |
0.3% |
29% |
False |
False |
1,053,939 |
| 120 |
121-035 |
117-300 |
3-055 |
2.7% |
0-119 |
0.3% |
29% |
False |
False |
878,733 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
120-041 |
|
2.618 |
119-223 |
|
1.618 |
119-138 |
|
1.000 |
119-085 |
|
0.618 |
119-053 |
|
HIGH |
119-000 |
|
0.618 |
118-288 |
|
0.500 |
118-278 |
|
0.382 |
118-267 |
|
LOW |
118-235 |
|
0.618 |
118-182 |
|
1.000 |
118-150 |
|
1.618 |
118-097 |
|
2.618 |
118-012 |
|
4.250 |
117-194 |
|
|
| Fisher Pivots for day following 19-Sep-2018 |
| Pivot |
1 day |
3 day |
| R1 |
118-278 |
119-040 |
| PP |
118-277 |
119-012 |
| S1 |
118-276 |
118-303 |
|