ECBOT 10 Year T-Note Future December 2018
| Trading Metrics calculated at close of trading on 23-Oct-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Oct-2018 |
23-Oct-2018 |
Change |
Change % |
Previous Week |
| Open |
117-310 |
117-310 |
0-000 |
0.0% |
118-055 |
| High |
118-040 |
118-210 |
0-170 |
0.4% |
118-105 |
| Low |
117-280 |
117-310 |
0-030 |
0.1% |
117-250 |
| Close |
118-000 |
118-085 |
0-085 |
0.2% |
117-305 |
| Range |
0-080 |
0-220 |
0-140 |
175.0% |
0-175 |
| ATR |
0-124 |
0-131 |
0-007 |
5.6% |
0-000 |
| Volume |
1,410,808 |
2,923,885 |
1,513,077 |
107.2% |
8,761,709 |
|
| Daily Pivots for day following 23-Oct-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
120-115 |
120-000 |
118-206 |
|
| R3 |
119-215 |
119-100 |
118-145 |
|
| R2 |
118-315 |
118-315 |
118-125 |
|
| R1 |
118-200 |
118-200 |
118-105 |
118-258 |
| PP |
118-095 |
118-095 |
118-095 |
118-124 |
| S1 |
117-300 |
117-300 |
118-065 |
118-038 |
| S2 |
117-195 |
117-195 |
118-045 |
|
| S3 |
116-295 |
117-080 |
118-024 |
|
| S4 |
116-075 |
116-180 |
117-284 |
|
|
| Weekly Pivots for week ending 19-Oct-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
119-212 |
119-113 |
118-081 |
|
| R3 |
119-037 |
118-258 |
118-033 |
|
| R2 |
118-182 |
118-182 |
118-017 |
|
| R1 |
118-083 |
118-083 |
118-001 |
118-045 |
| PP |
118-007 |
118-007 |
118-007 |
117-308 |
| S1 |
117-228 |
117-228 |
117-289 |
117-190 |
| S2 |
117-152 |
117-152 |
117-273 |
|
| S3 |
116-297 |
117-053 |
117-257 |
|
| S4 |
116-122 |
116-198 |
117-209 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
118-210 |
117-250 |
0-280 |
0.7% |
0-140 |
0.4% |
55% |
True |
False |
2,043,270 |
| 10 |
118-210 |
117-175 |
1-035 |
0.9% |
0-133 |
0.4% |
65% |
True |
False |
2,129,361 |
| 20 |
119-000 |
117-135 |
1-185 |
1.3% |
0-134 |
0.4% |
53% |
False |
False |
1,961,849 |
| 40 |
120-125 |
117-135 |
2-310 |
2.5% |
0-118 |
0.3% |
28% |
False |
False |
1,726,423 |
| 60 |
120-200 |
117-135 |
3-065 |
2.7% |
0-114 |
0.3% |
26% |
False |
False |
1,196,467 |
| 80 |
120-200 |
117-135 |
3-065 |
2.7% |
0-108 |
0.3% |
26% |
False |
False |
897,557 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
121-185 |
|
2.618 |
120-146 |
|
1.618 |
119-246 |
|
1.000 |
119-110 |
|
0.618 |
119-026 |
|
HIGH |
118-210 |
|
0.618 |
118-126 |
|
0.500 |
118-100 |
|
0.382 |
118-074 |
|
LOW |
117-310 |
|
0.618 |
117-174 |
|
1.000 |
117-090 |
|
1.618 |
116-274 |
|
2.618 |
116-054 |
|
4.250 |
115-015 |
|
|
| Fisher Pivots for day following 23-Oct-2018 |
| Pivot |
1 day |
3 day |
| R1 |
118-100 |
118-085 |
| PP |
118-095 |
118-085 |
| S1 |
118-090 |
118-085 |
|