ECBOT 10 Year T-Note Future December 2018
| Trading Metrics calculated at close of trading on 16-Nov-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Nov-2018 |
16-Nov-2018 |
Change |
Change % |
Previous Week |
| Open |
118-220 |
118-260 |
0-040 |
0.1% |
118-055 |
| High |
119-030 |
119-080 |
0-050 |
0.1% |
119-080 |
| Low |
118-195 |
118-245 |
0-050 |
0.1% |
118-035 |
| Close |
118-260 |
119-050 |
0-110 |
0.3% |
119-050 |
| Range |
0-155 |
0-155 |
0-000 |
0.0% |
1-045 |
| ATR |
0-139 |
0-140 |
0-001 |
0.8% |
0-000 |
| Volume |
2,392,837 |
1,826,749 |
-566,088 |
-23.7% |
8,850,228 |
|
| Daily Pivots for day following 16-Nov-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
120-163 |
120-102 |
119-135 |
|
| R3 |
120-008 |
119-267 |
119-093 |
|
| R2 |
119-173 |
119-173 |
119-078 |
|
| R1 |
119-112 |
119-112 |
119-064 |
119-143 |
| PP |
119-018 |
119-018 |
119-018 |
119-034 |
| S1 |
118-277 |
118-277 |
119-036 |
118-308 |
| S2 |
118-183 |
118-183 |
119-022 |
|
| S3 |
118-028 |
118-122 |
119-007 |
|
| S4 |
117-193 |
117-287 |
118-285 |
|
|
| Weekly Pivots for week ending 16-Nov-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
122-083 |
121-272 |
119-251 |
|
| R3 |
121-038 |
120-227 |
119-150 |
|
| R2 |
119-313 |
119-313 |
119-117 |
|
| R1 |
119-182 |
119-182 |
119-083 |
119-248 |
| PP |
118-268 |
118-268 |
118-268 |
118-301 |
| S1 |
118-137 |
118-137 |
119-017 |
118-203 |
| S2 |
117-223 |
117-223 |
118-303 |
|
| S3 |
116-178 |
117-092 |
118-270 |
|
| S4 |
115-133 |
116-047 |
118-169 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
119-080 |
118-035 |
1-045 |
1.0% |
0-146 |
0.4% |
92% |
True |
False |
1,770,045 |
| 10 |
119-080 |
117-225 |
1-175 |
1.3% |
0-133 |
0.3% |
94% |
True |
False |
1,665,010 |
| 20 |
119-080 |
117-225 |
1-175 |
1.3% |
0-141 |
0.4% |
94% |
True |
False |
1,927,908 |
| 40 |
119-080 |
117-135 |
1-265 |
1.5% |
0-134 |
0.4% |
95% |
True |
False |
1,895,082 |
| 60 |
120-175 |
117-135 |
3-040 |
2.6% |
0-124 |
0.3% |
56% |
False |
False |
1,751,243 |
| 80 |
120-200 |
117-135 |
3-065 |
2.7% |
0-118 |
0.3% |
54% |
False |
False |
1,325,215 |
| 100 |
120-200 |
117-135 |
3-065 |
2.7% |
0-113 |
0.3% |
54% |
False |
False |
1,060,289 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
121-099 |
|
2.618 |
120-166 |
|
1.618 |
120-011 |
|
1.000 |
119-235 |
|
0.618 |
119-176 |
|
HIGH |
119-080 |
|
0.618 |
119-021 |
|
0.500 |
119-002 |
|
0.382 |
118-304 |
|
LOW |
118-245 |
|
0.618 |
118-149 |
|
1.000 |
118-090 |
|
1.618 |
117-314 |
|
2.618 |
117-159 |
|
4.250 |
116-226 |
|
|
| Fisher Pivots for day following 16-Nov-2018 |
| Pivot |
1 day |
3 day |
| R1 |
119-034 |
119-013 |
| PP |
119-018 |
118-297 |
| S1 |
119-002 |
118-260 |
|