ECBOT 10 Year T-Note Future December 2018
| Trading Metrics calculated at close of trading on 25-Sep-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Sep-2018 |
25-Sep-2018 |
Change |
Change % |
Previous Week |
| Open |
118-225 |
118-165 |
-0-060 |
-0.2% |
119-050 |
| High |
118-230 |
118-180 |
-0-050 |
-0.1% |
119-105 |
| Low |
118-150 |
118-110 |
-0-040 |
-0.1% |
118-140 |
| Close |
118-200 |
118-145 |
-0-055 |
-0.1% |
118-215 |
| Range |
0-080 |
0-070 |
-0-010 |
-12.5% |
0-285 |
| ATR |
0-102 |
0-101 |
-0-001 |
-0.9% |
0-000 |
| Volume |
1,188,674 |
1,154,172 |
-34,502 |
-2.9% |
7,507,045 |
|
| Daily Pivots for day following 25-Sep-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
119-035 |
119-000 |
118-183 |
|
| R3 |
118-285 |
118-250 |
118-164 |
|
| R2 |
118-215 |
118-215 |
118-158 |
|
| R1 |
118-180 |
118-180 |
118-151 |
118-162 |
| PP |
118-145 |
118-145 |
118-145 |
118-136 |
| S1 |
118-110 |
118-110 |
118-139 |
118-093 |
| S2 |
118-075 |
118-075 |
118-132 |
|
| S3 |
118-005 |
118-040 |
118-126 |
|
| S4 |
117-255 |
117-290 |
118-107 |
|
|
| Weekly Pivots for week ending 21-Sep-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
121-155 |
120-310 |
119-052 |
|
| R3 |
120-190 |
120-025 |
118-293 |
|
| R2 |
119-225 |
119-225 |
118-267 |
|
| R1 |
119-060 |
119-060 |
118-241 |
119-000 |
| PP |
118-260 |
118-260 |
118-260 |
118-230 |
| S1 |
118-095 |
118-095 |
118-189 |
118-035 |
| S2 |
117-295 |
117-295 |
118-163 |
|
| S3 |
117-010 |
117-130 |
118-137 |
|
| S4 |
116-045 |
116-165 |
118-058 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
118-270 |
118-110 |
0-160 |
0.4% |
0-084 |
0.2% |
22% |
False |
True |
1,402,176 |
| 10 |
119-190 |
118-110 |
1-080 |
1.1% |
0-096 |
0.3% |
9% |
False |
True |
1,418,492 |
| 20 |
120-125 |
118-110 |
2-015 |
1.7% |
0-101 |
0.3% |
5% |
False |
True |
1,490,997 |
| 40 |
120-200 |
118-110 |
2-090 |
1.9% |
0-103 |
0.3% |
5% |
False |
True |
813,777 |
| 60 |
120-200 |
118-110 |
2-090 |
1.9% |
0-100 |
0.3% |
5% |
False |
True |
542,794 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
119-157 |
|
2.618 |
119-043 |
|
1.618 |
118-293 |
|
1.000 |
118-250 |
|
0.618 |
118-223 |
|
HIGH |
118-180 |
|
0.618 |
118-153 |
|
0.500 |
118-145 |
|
0.382 |
118-137 |
|
LOW |
118-110 |
|
0.618 |
118-067 |
|
1.000 |
118-040 |
|
1.618 |
117-317 |
|
2.618 |
117-247 |
|
4.250 |
117-133 |
|
|
| Fisher Pivots for day following 25-Sep-2018 |
| Pivot |
1 day |
3 day |
| R1 |
118-145 |
118-173 |
| PP |
118-145 |
118-163 |
| S1 |
118-145 |
118-154 |
|