ECBOT 10 Year T-Note Future December 2018
| Trading Metrics calculated at close of trading on 09-Oct-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Oct-2018 |
09-Oct-2018 |
Change |
Change % |
Previous Week |
| Open |
117-200 |
117-205 |
0-005 |
0.0% |
118-230 |
| High |
117-260 |
117-275 |
0-015 |
0.0% |
118-295 |
| Low |
117-135 |
117-150 |
0-015 |
0.0% |
117-165 |
| Close |
117-225 |
117-260 |
0-035 |
0.1% |
117-215 |
| Range |
0-125 |
0-125 |
0-000 |
0.0% |
1-130 |
| ATR |
0-122 |
0-122 |
0-000 |
0.2% |
0-000 |
| Volume |
485,721 |
1,937,388 |
1,451,667 |
298.9% |
10,754,762 |
|
| Daily Pivots for day following 09-Oct-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
118-283 |
118-237 |
118-009 |
|
| R3 |
118-158 |
118-112 |
117-294 |
|
| R2 |
118-033 |
118-033 |
117-283 |
|
| R1 |
117-307 |
117-307 |
117-271 |
118-010 |
| PP |
117-228 |
117-228 |
117-228 |
117-240 |
| S1 |
117-182 |
117-182 |
117-249 |
117-205 |
| S2 |
117-103 |
117-103 |
117-237 |
|
| S3 |
116-298 |
117-057 |
117-226 |
|
| S4 |
116-173 |
116-252 |
117-191 |
|
|
| Weekly Pivots for week ending 05-Oct-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
122-082 |
121-118 |
118-143 |
|
| R3 |
120-272 |
119-308 |
118-019 |
|
| R2 |
119-142 |
119-142 |
117-298 |
|
| R1 |
118-178 |
118-178 |
117-256 |
118-095 |
| PP |
118-012 |
118-012 |
118-012 |
117-290 |
| S1 |
117-048 |
117-048 |
117-174 |
116-285 |
| S2 |
116-202 |
116-202 |
117-133 |
|
| S3 |
115-072 |
115-238 |
117-091 |
|
| S4 |
113-262 |
114-108 |
116-287 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
118-285 |
117-135 |
1-150 |
1.2% |
0-168 |
0.4% |
27% |
False |
False |
2,052,650 |
| 10 |
119-000 |
117-135 |
1-185 |
1.3% |
0-135 |
0.4% |
25% |
False |
False |
1,794,337 |
| 20 |
119-190 |
117-135 |
2-055 |
1.8% |
0-115 |
0.3% |
18% |
False |
False |
1,606,414 |
| 40 |
120-200 |
117-135 |
3-065 |
2.7% |
0-109 |
0.3% |
12% |
False |
False |
1,260,232 |
| 60 |
120-200 |
117-135 |
3-065 |
2.7% |
0-108 |
0.3% |
12% |
False |
False |
841,828 |
| 80 |
120-200 |
117-135 |
3-065 |
2.7% |
0-098 |
0.3% |
12% |
False |
False |
631,400 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
119-166 |
|
2.618 |
118-282 |
|
1.618 |
118-157 |
|
1.000 |
118-080 |
|
0.618 |
118-032 |
|
HIGH |
117-275 |
|
0.618 |
117-227 |
|
0.500 |
117-213 |
|
0.382 |
117-198 |
|
LOW |
117-150 |
|
0.618 |
117-073 |
|
1.000 |
117-025 |
|
1.618 |
116-268 |
|
2.618 |
116-143 |
|
4.250 |
115-259 |
|
|
| Fisher Pivots for day following 09-Oct-2018 |
| Pivot |
1 day |
3 day |
| R1 |
117-244 |
117-248 |
| PP |
117-228 |
117-235 |
| S1 |
117-213 |
117-223 |
|