ECBOT 10 Year T-Note Future December 2018
| Trading Metrics calculated at close of trading on 14-Sep-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Sep-2018 |
14-Sep-2018 |
Change |
Change % |
Previous Week |
| Open |
119-140 |
119-115 |
-0-025 |
-0.1% |
119-195 |
| High |
119-190 |
119-135 |
-0-055 |
-0.1% |
119-235 |
| Low |
119-085 |
119-035 |
-0-050 |
-0.1% |
119-035 |
| Close |
119-135 |
119-055 |
-0-080 |
-0.2% |
119-055 |
| Range |
0-105 |
0-100 |
-0-005 |
-4.8% |
0-200 |
| ATR |
0-103 |
0-103 |
0-000 |
-0.2% |
0-000 |
| Volume |
1,564,325 |
1,462,638 |
-101,687 |
-6.5% |
6,579,628 |
|
| Daily Pivots for day following 14-Sep-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
120-055 |
119-315 |
119-110 |
|
| R3 |
119-275 |
119-215 |
119-083 |
|
| R2 |
119-175 |
119-175 |
119-073 |
|
| R1 |
119-115 |
119-115 |
119-064 |
119-095 |
| PP |
119-075 |
119-075 |
119-075 |
119-065 |
| S1 |
119-015 |
119-015 |
119-046 |
118-315 |
| S2 |
118-295 |
118-295 |
119-037 |
|
| S3 |
118-195 |
118-235 |
119-028 |
|
| S4 |
118-095 |
118-135 |
119-000 |
|
|
| Weekly Pivots for week ending 14-Sep-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
121-068 |
120-262 |
119-165 |
|
| R3 |
120-188 |
120-062 |
119-110 |
|
| R2 |
119-308 |
119-308 |
119-092 |
|
| R1 |
119-182 |
119-182 |
119-073 |
119-145 |
| PP |
119-108 |
119-108 |
119-108 |
119-090 |
| S1 |
118-302 |
118-302 |
119-037 |
118-265 |
| S2 |
118-228 |
118-228 |
119-018 |
|
| S3 |
118-028 |
118-102 |
119-000 |
|
| S4 |
117-148 |
117-222 |
118-265 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
119-235 |
119-035 |
0-200 |
0.5% |
0-089 |
0.2% |
10% |
False |
True |
1,315,925 |
| 10 |
120-125 |
119-035 |
1-090 |
1.1% |
0-104 |
0.3% |
5% |
False |
True |
1,454,590 |
| 20 |
120-200 |
119-035 |
1-165 |
1.3% |
0-099 |
0.3% |
4% |
False |
True |
1,127,690 |
| 40 |
120-200 |
118-275 |
1-245 |
1.5% |
0-104 |
0.3% |
18% |
False |
False |
567,888 |
| 60 |
120-200 |
118-275 |
1-245 |
1.5% |
0-095 |
0.2% |
18% |
False |
False |
378,646 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
120-240 |
|
2.618 |
120-077 |
|
1.618 |
119-297 |
|
1.000 |
119-235 |
|
0.618 |
119-197 |
|
HIGH |
119-135 |
|
0.618 |
119-097 |
|
0.500 |
119-085 |
|
0.382 |
119-073 |
|
LOW |
119-035 |
|
0.618 |
118-293 |
|
1.000 |
118-255 |
|
1.618 |
118-193 |
|
2.618 |
118-093 |
|
4.250 |
117-250 |
|
|
| Fisher Pivots for day following 14-Sep-2018 |
| Pivot |
1 day |
3 day |
| R1 |
119-085 |
119-113 |
| PP |
119-075 |
119-093 |
| S1 |
119-065 |
119-074 |
|