ECBOT 10 Year T-Note Future December 2018
Trading Metrics calculated at close of trading on 10-Sep-2018 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Sep-2018 |
10-Sep-2018 |
Change |
Change % |
Previous Week |
Open |
120-070 |
119-195 |
-0-195 |
-0.5% |
120-060 |
High |
120-075 |
119-235 |
-0-160 |
-0.4% |
120-095 |
Low |
119-190 |
119-185 |
-0-005 |
0.0% |
119-190 |
Close |
119-205 |
119-210 |
0-005 |
0.0% |
119-205 |
Range |
0-205 |
0-050 |
-0-155 |
-75.6% |
0-225 |
ATR |
0-108 |
0-104 |
-0-004 |
-3.8% |
0-000 |
Volume |
2,069,679 |
856,145 |
-1,213,534 |
-58.6% |
6,149,699 |
|
Daily Pivots for day following 10-Sep-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
120-040 |
120-015 |
119-238 |
|
R3 |
119-310 |
119-285 |
119-224 |
|
R2 |
119-260 |
119-260 |
119-219 |
|
R1 |
119-235 |
119-235 |
119-215 |
119-248 |
PP |
119-210 |
119-210 |
119-210 |
119-216 |
S1 |
119-185 |
119-185 |
119-205 |
119-198 |
S2 |
119-160 |
119-160 |
119-201 |
|
S3 |
119-110 |
119-135 |
119-196 |
|
S4 |
119-060 |
119-085 |
119-183 |
|
|
Weekly Pivots for week ending 07-Sep-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
121-305 |
121-160 |
120-009 |
|
R3 |
121-080 |
120-255 |
119-267 |
|
R2 |
120-175 |
120-175 |
119-246 |
|
R1 |
120-030 |
120-030 |
119-226 |
119-310 |
PP |
119-270 |
119-270 |
119-270 |
119-250 |
S1 |
119-125 |
119-125 |
119-184 |
119-085 |
S2 |
119-045 |
119-045 |
119-164 |
|
S3 |
118-140 |
118-220 |
119-143 |
|
S4 |
117-235 |
117-315 |
119-081 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
120-095 |
119-185 |
0-230 |
0.6% |
0-113 |
0.3% |
11% |
False |
True |
1,401,168 |
10 |
120-175 |
119-185 |
0-310 |
0.8% |
0-105 |
0.3% |
8% |
False |
True |
1,512,092 |
20 |
120-200 |
119-185 |
1-015 |
0.9% |
0-101 |
0.3% |
7% |
False |
True |
845,772 |
40 |
120-200 |
118-275 |
1-245 |
1.5% |
0-103 |
0.3% |
45% |
False |
False |
424,824 |
60 |
120-200 |
118-275 |
1-245 |
1.5% |
0-090 |
0.2% |
45% |
False |
False |
283,255 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
120-128 |
2.618 |
120-046 |
1.618 |
119-316 |
1.000 |
119-285 |
0.618 |
119-266 |
HIGH |
119-235 |
0.618 |
119-216 |
0.500 |
119-210 |
0.382 |
119-204 |
LOW |
119-185 |
0.618 |
119-154 |
1.000 |
119-135 |
1.618 |
119-104 |
2.618 |
119-054 |
4.250 |
118-292 |
|
|
Fisher Pivots for day following 10-Sep-2018 |
Pivot |
1 day |
3 day |
R1 |
119-210 |
119-290 |
PP |
119-210 |
119-263 |
S1 |
119-210 |
119-237 |
|