ECBOT 10 Year T-Note Future December 2018
| Trading Metrics calculated at close of trading on 28-Sep-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Sep-2018 |
28-Sep-2018 |
Change |
Change % |
Previous Week |
| Open |
118-265 |
118-245 |
-0-020 |
-0.1% |
118-225 |
| High |
118-315 |
119-000 |
0-005 |
0.0% |
119-000 |
| Low |
118-205 |
118-235 |
0-030 |
0.1% |
118-110 |
| Close |
118-240 |
118-250 |
0-010 |
0.0% |
118-250 |
| Range |
0-110 |
0-085 |
-0-025 |
-22.7% |
0-210 |
| ATR |
0-104 |
0-103 |
-0-001 |
-1.3% |
0-000 |
| Volume |
1,513,415 |
1,713,641 |
200,226 |
13.2% |
7,108,352 |
|
| Daily Pivots for day following 28-Sep-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
119-203 |
119-152 |
118-297 |
|
| R3 |
119-118 |
119-067 |
118-273 |
|
| R2 |
119-033 |
119-033 |
118-266 |
|
| R1 |
118-302 |
118-302 |
118-258 |
119-008 |
| PP |
118-268 |
118-268 |
118-268 |
118-281 |
| S1 |
118-217 |
118-217 |
118-242 |
118-243 |
| S2 |
118-183 |
118-183 |
118-234 |
|
| S3 |
118-098 |
118-132 |
118-227 |
|
| S4 |
118-013 |
118-047 |
118-203 |
|
|
| Weekly Pivots for week ending 28-Sep-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
120-217 |
120-123 |
119-046 |
|
| R3 |
120-007 |
119-233 |
118-308 |
|
| R2 |
119-117 |
119-117 |
118-289 |
|
| R1 |
119-023 |
119-023 |
118-269 |
119-070 |
| PP |
118-227 |
118-227 |
118-227 |
118-250 |
| S1 |
118-133 |
118-133 |
118-231 |
118-180 |
| S2 |
118-017 |
118-017 |
118-212 |
|
| S3 |
117-127 |
117-243 |
118-192 |
|
| S4 |
116-237 |
117-033 |
118-135 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
119-000 |
118-110 |
0-210 |
0.6% |
0-096 |
0.3% |
67% |
True |
False |
1,421,670 |
| 10 |
119-105 |
118-110 |
0-315 |
0.8% |
0-102 |
0.3% |
44% |
False |
False |
1,461,539 |
| 20 |
120-125 |
118-110 |
2-015 |
1.7% |
0-103 |
0.3% |
21% |
False |
False |
1,458,064 |
| 40 |
120-200 |
118-110 |
2-090 |
1.9% |
0-103 |
0.3% |
19% |
False |
False |
932,622 |
| 60 |
120-200 |
118-110 |
2-090 |
1.9% |
0-099 |
0.3% |
19% |
False |
False |
622,207 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
120-041 |
|
2.618 |
119-223 |
|
1.618 |
119-138 |
|
1.000 |
119-085 |
|
0.618 |
119-053 |
|
HIGH |
119-000 |
|
0.618 |
118-288 |
|
0.500 |
118-278 |
|
0.382 |
118-267 |
|
LOW |
118-235 |
|
0.618 |
118-182 |
|
1.000 |
118-150 |
|
1.618 |
118-097 |
|
2.618 |
118-012 |
|
4.250 |
117-194 |
|
|
| Fisher Pivots for day following 28-Sep-2018 |
| Pivot |
1 day |
3 day |
| R1 |
118-278 |
118-243 |
| PP |
118-268 |
118-237 |
| S1 |
118-259 |
118-230 |
|