ECBOT 10 Year T-Note Future December 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 |
119-075 |
118-235 |
-0-160 |
-0.4% |
119-195 |
| High |
119-105 |
118-270 |
-0-155 |
-0.4% |
119-235 |
| Low |
118-230 |
118-160 |
-0-070 |
-0.2% |
119-035 |
| Close |
118-255 |
118-180 |
-0-075 |
-0.2% |
119-055 |
| Range |
0-195 |
0-110 |
-0-085 |
-43.6% |
0-200 |
| ATR |
0-108 |
0-108 |
0-000 |
0.2% |
0-000 |
| Volume |
1,775,605 |
1,929,508 |
153,903 |
8.7% |
6,579,628 |
|
| Daily Pivots for day following 19-Sep-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
119-213 |
119-147 |
118-241 |
|
| R3 |
119-103 |
119-037 |
118-210 |
|
| R2 |
118-313 |
118-313 |
118-200 |
|
| R1 |
118-247 |
118-247 |
118-190 |
118-225 |
| PP |
118-203 |
118-203 |
118-203 |
118-193 |
| S1 |
118-137 |
118-137 |
118-170 |
118-115 |
| S2 |
118-093 |
118-093 |
118-160 |
|
| S3 |
117-303 |
118-027 |
118-150 |
|
| S4 |
117-193 |
117-237 |
118-119 |
|
|
| 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 |
119-190 |
118-160 |
1-030 |
0.9% |
0-118 |
0.3% |
6% |
False |
True |
1,559,096 |
| 10 |
120-075 |
118-160 |
1-235 |
1.5% |
0-114 |
0.3% |
4% |
False |
True |
1,481,141 |
| 20 |
120-200 |
118-160 |
2-040 |
1.8% |
0-103 |
0.3% |
3% |
False |
True |
1,351,093 |
| 40 |
120-200 |
118-160 |
2-040 |
1.8% |
0-104 |
0.3% |
3% |
False |
True |
686,998 |
| 60 |
120-200 |
118-160 |
2-040 |
1.8% |
0-100 |
0.3% |
3% |
False |
True |
458,121 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
120-098 |
|
2.618 |
119-238 |
|
1.618 |
119-128 |
|
1.000 |
119-060 |
|
0.618 |
119-018 |
|
HIGH |
118-270 |
|
0.618 |
118-228 |
|
0.500 |
118-215 |
|
0.382 |
118-202 |
|
LOW |
118-160 |
|
0.618 |
118-092 |
|
1.000 |
118-050 |
|
1.618 |
117-302 |
|
2.618 |
117-192 |
|
4.250 |
117-012 |
|
|
| Fisher Pivots for day following 19-Sep-2018 |
| Pivot |
1 day |
3 day |
| R1 |
118-215 |
118-292 |
| PP |
118-203 |
118-255 |
| S1 |
118-192 |
118-217 |
|