ECBOT 10 Year T-Note Future December 2018
| Trading Metrics calculated at close of trading on 01-Oct-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Sep-2018 |
01-Oct-2018 |
Change |
Change % |
Previous Week |
| Open |
118-245 |
118-230 |
-0-015 |
0.0% |
118-225 |
| High |
119-000 |
118-245 |
-0-075 |
-0.2% |
119-000 |
| Low |
118-235 |
118-165 |
-0-070 |
-0.2% |
118-110 |
| Close |
118-250 |
118-215 |
-0-035 |
-0.1% |
118-250 |
| Range |
0-085 |
0-080 |
-0-005 |
-5.9% |
0-210 |
| ATR |
0-103 |
0-102 |
-0-001 |
-1.2% |
0-000 |
| Volume |
1,713,641 |
1,262,949 |
-450,692 |
-26.3% |
7,108,352 |
|
| Daily Pivots for day following 01-Oct-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
119-128 |
119-092 |
118-259 |
|
| R3 |
119-048 |
119-012 |
118-237 |
|
| R2 |
118-288 |
118-288 |
118-230 |
|
| R1 |
118-252 |
118-252 |
118-222 |
118-230 |
| PP |
118-208 |
118-208 |
118-208 |
118-197 |
| S1 |
118-172 |
118-172 |
118-208 |
118-150 |
| S2 |
118-128 |
118-128 |
118-200 |
|
| S3 |
118-048 |
118-092 |
118-193 |
|
| S4 |
117-288 |
118-012 |
118-171 |
|
|
| 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% |
50% |
False |
False |
1,436,525 |
| 10 |
119-105 |
118-110 |
0-315 |
0.8% |
0-102 |
0.3% |
33% |
False |
False |
1,481,494 |
| 20 |
120-095 |
118-110 |
1-305 |
1.6% |
0-103 |
0.3% |
17% |
False |
False |
1,430,383 |
| 40 |
120-200 |
118-110 |
2-090 |
1.9% |
0-102 |
0.3% |
14% |
False |
False |
964,064 |
| 60 |
120-200 |
118-110 |
2-090 |
1.9% |
0-099 |
0.3% |
14% |
False |
False |
643,252 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
119-265 |
|
2.618 |
119-134 |
|
1.618 |
119-054 |
|
1.000 |
119-005 |
|
0.618 |
118-294 |
|
HIGH |
118-245 |
|
0.618 |
118-214 |
|
0.500 |
118-205 |
|
0.382 |
118-196 |
|
LOW |
118-165 |
|
0.618 |
118-116 |
|
1.000 |
118-085 |
|
1.618 |
118-036 |
|
2.618 |
117-276 |
|
4.250 |
117-145 |
|
|
| Fisher Pivots for day following 01-Oct-2018 |
| Pivot |
1 day |
3 day |
| R1 |
118-212 |
118-242 |
| PP |
118-208 |
118-233 |
| S1 |
118-205 |
118-224 |
|