ECBOT 10 Year T-Note Future December 2018
| Trading Metrics calculated at close of trading on 13-Sep-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Sep-2018 |
13-Sep-2018 |
Change |
Change % |
Previous Week |
| Open |
119-110 |
119-140 |
0-030 |
0.1% |
120-060 |
| High |
119-160 |
119-190 |
0-030 |
0.1% |
120-095 |
| Low |
119-105 |
119-085 |
-0-020 |
-0.1% |
119-190 |
| Close |
119-140 |
119-135 |
-0-005 |
0.0% |
119-205 |
| Range |
0-055 |
0-105 |
0-050 |
90.9% |
0-225 |
| ATR |
0-103 |
0-103 |
0-000 |
0.2% |
0-000 |
| Volume |
1,308,068 |
1,564,325 |
256,257 |
19.6% |
6,149,699 |
|
| Daily Pivots for day following 13-Sep-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
120-132 |
120-078 |
119-193 |
|
| R3 |
120-027 |
119-293 |
119-164 |
|
| R2 |
119-242 |
119-242 |
119-154 |
|
| R1 |
119-188 |
119-188 |
119-145 |
119-163 |
| PP |
119-137 |
119-137 |
119-137 |
119-124 |
| S1 |
119-083 |
119-083 |
119-125 |
119-057 |
| S2 |
119-032 |
119-032 |
119-116 |
|
| S3 |
118-247 |
118-298 |
119-106 |
|
| S4 |
118-142 |
118-193 |
119-077 |
|
|
| 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 |
119-085 |
0-310 |
0.8% |
0-110 |
0.3% |
16% |
False |
True |
1,437,333 |
| 10 |
120-125 |
119-085 |
1-040 |
0.9% |
0-104 |
0.3% |
14% |
False |
True |
1,438,984 |
| 20 |
120-200 |
119-085 |
1-115 |
1.1% |
0-099 |
0.3% |
11% |
False |
True |
1,055,721 |
| 40 |
120-200 |
118-275 |
1-245 |
1.5% |
0-106 |
0.3% |
32% |
False |
False |
531,339 |
| 60 |
120-200 |
118-275 |
1-245 |
1.5% |
0-094 |
0.2% |
32% |
False |
False |
354,269 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
120-316 |
|
2.618 |
120-145 |
|
1.618 |
120-040 |
|
1.000 |
119-295 |
|
0.618 |
119-255 |
|
HIGH |
119-190 |
|
0.618 |
119-150 |
|
0.500 |
119-138 |
|
0.382 |
119-125 |
|
LOW |
119-085 |
|
0.618 |
119-020 |
|
1.000 |
118-300 |
|
1.618 |
118-235 |
|
2.618 |
118-130 |
|
4.250 |
117-279 |
|
|
| Fisher Pivots for day following 13-Sep-2018 |
| Pivot |
1 day |
3 day |
| R1 |
119-138 |
119-155 |
| PP |
119-137 |
119-148 |
| S1 |
119-136 |
119-142 |
|