ECBOT 10 Year T-Note Future December 2018
| Trading Metrics calculated at close of trading on 03-Oct-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Oct-2018 |
03-Oct-2018 |
Change |
Change % |
Previous Week |
| Open |
118-200 |
118-240 |
0-040 |
0.1% |
118-225 |
| High |
118-295 |
118-285 |
-0-010 |
0.0% |
119-000 |
| Low |
118-195 |
117-295 |
-0-220 |
-0.6% |
118-110 |
| Close |
118-260 |
118-040 |
-0-220 |
-0.6% |
118-250 |
| Range |
0-100 |
0-310 |
0-210 |
210.0% |
0-210 |
| ATR |
0-101 |
0-116 |
0-015 |
14.7% |
0-000 |
| Volume |
1,651,670 |
2,673,326 |
1,021,656 |
61.9% |
7,108,352 |
|
| Daily Pivots for day following 03-Oct-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
121-070 |
120-205 |
118-210 |
|
| R3 |
120-080 |
119-215 |
118-125 |
|
| R2 |
119-090 |
119-090 |
118-097 |
|
| R1 |
118-225 |
118-225 |
118-068 |
118-162 |
| PP |
118-100 |
118-100 |
118-100 |
118-069 |
| S1 |
117-235 |
117-235 |
118-012 |
117-173 |
| S2 |
117-110 |
117-110 |
117-303 |
|
| S3 |
116-120 |
116-245 |
117-275 |
|
| S4 |
115-130 |
115-255 |
117-190 |
|
|
| 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 |
117-295 |
1-025 |
0.9% |
0-137 |
0.4% |
19% |
False |
True |
1,763,000 |
| 10 |
119-000 |
117-295 |
1-025 |
0.9% |
0-113 |
0.3% |
19% |
False |
True |
1,543,482 |
| 20 |
120-075 |
117-295 |
2-100 |
2.0% |
0-113 |
0.3% |
9% |
False |
True |
1,512,312 |
| 40 |
120-200 |
117-295 |
2-225 |
2.3% |
0-107 |
0.3% |
8% |
False |
True |
1,071,976 |
| 60 |
120-200 |
117-295 |
2-225 |
2.3% |
0-104 |
0.3% |
8% |
False |
True |
715,333 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
123-002 |
|
2.618 |
121-137 |
|
1.618 |
120-147 |
|
1.000 |
119-275 |
|
0.618 |
119-157 |
|
HIGH |
118-285 |
|
0.618 |
118-167 |
|
0.500 |
118-130 |
|
0.382 |
118-093 |
|
LOW |
117-295 |
|
0.618 |
117-103 |
|
1.000 |
116-305 |
|
1.618 |
116-113 |
|
2.618 |
115-123 |
|
4.250 |
113-258 |
|
|
| Fisher Pivots for day following 03-Oct-2018 |
| Pivot |
1 day |
3 day |
| R1 |
118-130 |
118-135 |
| PP |
118-100 |
118-103 |
| S1 |
118-070 |
118-072 |
|