ECBOT 10 Year T-Note Future December 2018
| Trading Metrics calculated at close of trading on 12-Sep-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Sep-2018 |
12-Sep-2018 |
Change |
Change % |
Previous Week |
| Open |
119-220 |
119-110 |
-0-110 |
-0.3% |
120-060 |
| High |
119-225 |
119-160 |
-0-065 |
-0.2% |
120-095 |
| Low |
119-090 |
119-105 |
0-015 |
0.0% |
119-190 |
| Close |
119-105 |
119-140 |
0-035 |
0.1% |
119-205 |
| Range |
0-135 |
0-055 |
-0-080 |
-59.2% |
0-225 |
| ATR |
0-106 |
0-103 |
-0-004 |
-3.4% |
0-000 |
| Volume |
1,388,452 |
1,308,068 |
-80,384 |
-5.8% |
6,149,699 |
|
| Daily Pivots for day following 12-Sep-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
119-300 |
119-275 |
119-170 |
|
| R3 |
119-245 |
119-220 |
119-155 |
|
| R2 |
119-190 |
119-190 |
119-150 |
|
| R1 |
119-165 |
119-165 |
119-145 |
119-178 |
| PP |
119-135 |
119-135 |
119-135 |
119-141 |
| S1 |
119-110 |
119-110 |
119-135 |
119-122 |
| S2 |
119-080 |
119-080 |
119-130 |
|
| S3 |
119-025 |
119-055 |
119-125 |
|
| S4 |
118-290 |
119-000 |
119-110 |
|
|
| 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 |
120-075 |
119-090 |
0-305 |
0.8% |
0-109 |
0.3% |
16% |
False |
False |
1,403,187 |
| 10 |
120-125 |
119-090 |
1-035 |
0.9% |
0-102 |
0.3% |
14% |
False |
False |
1,462,672 |
| 20 |
120-200 |
119-090 |
1-110 |
1.1% |
0-102 |
0.3% |
12% |
False |
False |
979,255 |
| 40 |
120-200 |
118-275 |
1-245 |
1.5% |
0-105 |
0.3% |
33% |
False |
False |
492,236 |
| 60 |
120-200 |
118-275 |
1-245 |
1.5% |
0-092 |
0.2% |
33% |
False |
False |
328,197 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
120-074 |
|
2.618 |
119-304 |
|
1.618 |
119-249 |
|
1.000 |
119-215 |
|
0.618 |
119-194 |
|
HIGH |
119-160 |
|
0.618 |
119-139 |
|
0.500 |
119-132 |
|
0.382 |
119-126 |
|
LOW |
119-105 |
|
0.618 |
119-071 |
|
1.000 |
119-050 |
|
1.618 |
119-016 |
|
2.618 |
118-281 |
|
4.250 |
118-191 |
|
|
| Fisher Pivots for day following 12-Sep-2018 |
| Pivot |
1 day |
3 day |
| R1 |
119-137 |
119-163 |
| PP |
119-135 |
119-155 |
| S1 |
119-132 |
119-148 |
|