ECBOT 10 Year T-Note Future December 2018
| Trading Metrics calculated at close of trading on 31-Oct-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Oct-2018 |
31-Oct-2018 |
Change |
Change % |
Previous Week |
| Open |
118-305 |
118-210 |
-0-095 |
-0.2% |
117-310 |
| High |
118-315 |
118-215 |
-0-100 |
-0.3% |
119-060 |
| Low |
118-210 |
118-115 |
-0-095 |
-0.3% |
117-280 |
| Close |
118-250 |
118-140 |
-0-110 |
-0.3% |
119-010 |
| Range |
0-105 |
0-100 |
-0-005 |
-4.8% |
1-100 |
| ATR |
0-139 |
0-139 |
0-000 |
-0.2% |
0-000 |
| Volume |
1,990,798 |
1,956,359 |
-34,439 |
-1.7% |
11,945,421 |
|
| Daily Pivots for day following 31-Oct-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
119-137 |
119-078 |
118-195 |
|
| R3 |
119-037 |
118-298 |
118-168 |
|
| R2 |
118-257 |
118-257 |
118-158 |
|
| R1 |
118-198 |
118-198 |
118-149 |
118-178 |
| PP |
118-157 |
118-157 |
118-157 |
118-146 |
| S1 |
118-098 |
118-098 |
118-131 |
118-078 |
| S2 |
118-057 |
118-057 |
118-122 |
|
| S3 |
117-277 |
117-318 |
118-112 |
|
| S4 |
117-177 |
117-218 |
118-085 |
|
|
| Weekly Pivots for week ending 26-Oct-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
122-203 |
122-047 |
119-241 |
|
| R3 |
121-103 |
120-267 |
119-126 |
|
| R2 |
120-003 |
120-003 |
119-087 |
|
| R1 |
119-167 |
119-167 |
119-049 |
119-245 |
| PP |
118-223 |
118-223 |
118-223 |
118-263 |
| S1 |
118-067 |
118-067 |
118-292 |
118-145 |
| S2 |
117-123 |
117-123 |
118-253 |
|
| S3 |
116-023 |
116-287 |
118-215 |
|
| S4 |
114-243 |
115-187 |
118-099 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
119-060 |
118-115 |
0-265 |
0.7% |
0-130 |
0.3% |
9% |
False |
True |
2,159,429 |
| 10 |
119-060 |
117-250 |
1-130 |
1.2% |
0-141 |
0.4% |
47% |
False |
False |
2,212,934 |
| 20 |
119-060 |
117-135 |
1-245 |
1.5% |
0-136 |
0.4% |
58% |
False |
False |
2,119,507 |
| 40 |
120-075 |
117-135 |
2-260 |
2.4% |
0-125 |
0.3% |
36% |
False |
False |
1,815,909 |
| 60 |
120-200 |
117-135 |
3-065 |
2.7% |
0-117 |
0.3% |
32% |
False |
False |
1,421,153 |
| 80 |
120-200 |
117-135 |
3-065 |
2.7% |
0-112 |
0.3% |
32% |
False |
False |
1,066,377 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
120-000 |
|
2.618 |
119-157 |
|
1.618 |
119-057 |
|
1.000 |
118-315 |
|
0.618 |
118-277 |
|
HIGH |
118-215 |
|
0.618 |
118-177 |
|
0.500 |
118-165 |
|
0.382 |
118-153 |
|
LOW |
118-115 |
|
0.618 |
118-053 |
|
1.000 |
118-015 |
|
1.618 |
117-273 |
|
2.618 |
117-173 |
|
4.250 |
117-010 |
|
|
| Fisher Pivots for day following 31-Oct-2018 |
| Pivot |
1 day |
3 day |
| R1 |
118-165 |
118-245 |
| PP |
118-157 |
118-210 |
| S1 |
118-148 |
118-175 |
|