ECBOT 10 Year T-Note Future December 2018
| Trading Metrics calculated at close of trading on 02-Oct-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Oct-2018 |
02-Oct-2018 |
Change |
Change % |
Previous Week |
| Open |
118-230 |
118-200 |
-0-030 |
-0.1% |
118-225 |
| High |
118-245 |
118-295 |
0-050 |
0.1% |
119-000 |
| Low |
118-165 |
118-195 |
0-030 |
0.1% |
118-110 |
| Close |
118-215 |
118-260 |
0-045 |
0.1% |
118-250 |
| Range |
0-080 |
0-100 |
0-020 |
25.0% |
0-210 |
| ATR |
0-102 |
0-101 |
0-000 |
-0.1% |
0-000 |
| Volume |
1,262,949 |
1,651,670 |
388,721 |
30.8% |
7,108,352 |
|
| Daily Pivots for day following 02-Oct-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
119-230 |
119-185 |
118-315 |
|
| R3 |
119-130 |
119-085 |
118-288 |
|
| R2 |
119-030 |
119-030 |
118-278 |
|
| R1 |
118-305 |
118-305 |
118-269 |
119-008 |
| PP |
118-250 |
118-250 |
118-250 |
118-261 |
| S1 |
118-205 |
118-205 |
118-251 |
118-228 |
| S2 |
118-150 |
118-150 |
118-242 |
|
| S3 |
118-050 |
118-105 |
118-232 |
|
| S4 |
117-270 |
118-005 |
118-205 |
|
|
| 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 |
118-140 |
0-180 |
0.5% |
0-102 |
0.3% |
67% |
False |
False |
1,536,025 |
| 10 |
119-000 |
118-110 |
0-210 |
0.6% |
0-093 |
0.2% |
71% |
False |
False |
1,469,100 |
| 20 |
120-075 |
118-110 |
1-285 |
1.6% |
0-102 |
0.3% |
25% |
False |
False |
1,440,853 |
| 40 |
120-200 |
118-110 |
2-090 |
1.9% |
0-102 |
0.3% |
21% |
False |
False |
1,005,222 |
| 60 |
120-200 |
118-110 |
2-090 |
1.9% |
0-100 |
0.3% |
21% |
False |
False |
670,779 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
120-080 |
|
2.618 |
119-237 |
|
1.618 |
119-137 |
|
1.000 |
119-075 |
|
0.618 |
119-037 |
|
HIGH |
118-295 |
|
0.618 |
118-257 |
|
0.500 |
118-245 |
|
0.382 |
118-233 |
|
LOW |
118-195 |
|
0.618 |
118-133 |
|
1.000 |
118-095 |
|
1.618 |
118-033 |
|
2.618 |
117-253 |
|
4.250 |
117-090 |
|
|
| Fisher Pivots for day following 02-Oct-2018 |
| Pivot |
1 day |
3 day |
| R1 |
118-255 |
118-254 |
| PP |
118-250 |
118-248 |
| S1 |
118-245 |
118-242 |
|