ECBOT 10 Year T-Note Future December 2018
| Trading Metrics calculated at close of trading on 18-Oct-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Oct-2018 |
18-Oct-2018 |
Change |
Change % |
Previous Week |
| Open |
118-040 |
117-275 |
-0-085 |
-0.2% |
117-200 |
| High |
118-095 |
118-090 |
-0-005 |
0.0% |
118-145 |
| Low |
117-270 |
117-250 |
-0-020 |
-0.1% |
117-135 |
| Close |
118-015 |
118-045 |
0-030 |
0.1% |
118-110 |
| Range |
0-145 |
0-160 |
0-015 |
10.4% |
1-010 |
| ATR |
0-127 |
0-130 |
0-002 |
1.8% |
0-000 |
| Volume |
1,593,614 |
2,331,342 |
737,728 |
46.3% |
10,620,318 |
|
| Daily Pivots for day following 18-Oct-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
119-182 |
119-113 |
118-133 |
|
| R3 |
119-022 |
118-273 |
118-089 |
|
| R2 |
118-182 |
118-182 |
118-074 |
|
| R1 |
118-113 |
118-113 |
118-060 |
118-148 |
| PP |
118-022 |
118-022 |
118-022 |
118-039 |
| S1 |
117-273 |
117-273 |
118-030 |
117-308 |
| S2 |
117-182 |
117-182 |
118-016 |
|
| S3 |
117-022 |
117-113 |
118-001 |
|
| S4 |
116-182 |
116-273 |
117-277 |
|
|
| Weekly Pivots for week ending 12-Oct-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
121-053 |
120-252 |
118-292 |
|
| R3 |
120-043 |
119-242 |
118-201 |
|
| R2 |
119-033 |
119-033 |
118-171 |
|
| R1 |
118-232 |
118-232 |
118-140 |
118-292 |
| PP |
118-023 |
118-023 |
118-023 |
118-054 |
| S1 |
117-222 |
117-222 |
118-080 |
117-283 |
| S2 |
117-013 |
117-013 |
118-050 |
|
| S3 |
116-003 |
116-212 |
118-019 |
|
| S4 |
114-313 |
115-202 |
117-249 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
118-140 |
117-250 |
0-210 |
0.6% |
0-114 |
0.3% |
55% |
False |
True |
1,756,992 |
| 10 |
118-145 |
117-135 |
1-010 |
0.9% |
0-133 |
0.4% |
70% |
False |
False |
1,978,849 |
| 20 |
119-000 |
117-135 |
1-185 |
1.3% |
0-125 |
0.3% |
46% |
False |
False |
1,820,616 |
| 40 |
120-185 |
117-135 |
3-050 |
2.7% |
0-114 |
0.3% |
23% |
False |
False |
1,622,538 |
| 60 |
120-200 |
117-135 |
3-065 |
2.7% |
0-111 |
0.3% |
22% |
False |
False |
1,091,759 |
| 80 |
120-200 |
117-135 |
3-065 |
2.7% |
0-107 |
0.3% |
22% |
False |
False |
818,927 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
120-130 |
|
2.618 |
119-189 |
|
1.618 |
119-029 |
|
1.000 |
118-250 |
|
0.618 |
118-189 |
|
HIGH |
118-090 |
|
0.618 |
118-029 |
|
0.500 |
118-010 |
|
0.382 |
117-311 |
|
LOW |
117-250 |
|
0.618 |
117-151 |
|
1.000 |
117-090 |
|
1.618 |
116-311 |
|
2.618 |
116-151 |
|
4.250 |
115-210 |
|
|
| Fisher Pivots for day following 18-Oct-2018 |
| Pivot |
1 day |
3 day |
| R1 |
118-033 |
118-034 |
| PP |
118-022 |
118-023 |
| S1 |
118-010 |
118-013 |
|