ECBOT 10 Year T-Note Future December 2018
| Trading Metrics calculated at close of trading on 04-Oct-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Oct-2018 |
04-Oct-2018 |
Change |
Change % |
Previous Week |
| Open |
118-240 |
117-315 |
-0-245 |
-0.6% |
118-225 |
| High |
118-285 |
118-010 |
-0-275 |
-0.7% |
119-000 |
| Low |
117-295 |
117-195 |
-0-100 |
-0.3% |
118-110 |
| Close |
118-040 |
117-275 |
-0-085 |
-0.2% |
118-250 |
| Range |
0-310 |
0-135 |
-0-175 |
-56.4% |
0-210 |
| ATR |
0-116 |
0-120 |
0-003 |
3.0% |
0-000 |
| Volume |
2,673,326 |
2,803,647 |
130,321 |
4.9% |
7,108,352 |
|
| Daily Pivots for day following 04-Oct-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
119-032 |
118-288 |
118-029 |
|
| R3 |
118-217 |
118-153 |
117-312 |
|
| R2 |
118-082 |
118-082 |
117-300 |
|
| R1 |
118-018 |
118-018 |
117-287 |
117-303 |
| PP |
117-267 |
117-267 |
117-267 |
117-249 |
| S1 |
117-203 |
117-203 |
117-263 |
117-168 |
| S2 |
117-132 |
117-132 |
117-250 |
|
| S3 |
116-317 |
117-068 |
117-238 |
|
| S4 |
116-182 |
116-253 |
117-201 |
|
|
| 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 |
117-195 |
1-125 |
1.2% |
0-142 |
0.4% |
18% |
False |
True |
2,021,046 |
| 10 |
119-000 |
117-195 |
1-125 |
1.2% |
0-117 |
0.3% |
18% |
False |
True |
1,662,384 |
| 20 |
120-075 |
117-195 |
2-200 |
2.2% |
0-115 |
0.3% |
10% |
False |
True |
1,582,814 |
| 40 |
120-200 |
117-195 |
3-005 |
2.6% |
0-109 |
0.3% |
8% |
False |
True |
1,141,920 |
| 60 |
120-200 |
117-195 |
3-005 |
2.6% |
0-105 |
0.3% |
8% |
False |
True |
762,060 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
119-264 |
|
2.618 |
119-043 |
|
1.618 |
118-228 |
|
1.000 |
118-145 |
|
0.618 |
118-093 |
|
HIGH |
118-010 |
|
0.618 |
117-278 |
|
0.500 |
117-263 |
|
0.382 |
117-247 |
|
LOW |
117-195 |
|
0.618 |
117-112 |
|
1.000 |
117-060 |
|
1.618 |
116-297 |
|
2.618 |
116-162 |
|
4.250 |
115-261 |
|
|
| Fisher Pivots for day following 04-Oct-2018 |
| Pivot |
1 day |
3 day |
| R1 |
117-271 |
118-085 |
| PP |
117-267 |
118-042 |
| S1 |
117-263 |
117-318 |
|