ECBOT 10 Year T-Note Future December 2018
| Trading Metrics calculated at close of trading on 01-Nov-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
31-Oct-2018 |
01-Nov-2018 |
Change |
Change % |
Previous Week |
| Open |
118-210 |
118-165 |
-0-045 |
-0.1% |
117-310 |
| High |
118-215 |
118-210 |
-0-005 |
0.0% |
119-060 |
| Low |
118-115 |
118-110 |
-0-005 |
0.0% |
117-280 |
| Close |
118-140 |
118-185 |
0-045 |
0.1% |
119-010 |
| Range |
0-100 |
0-100 |
0-000 |
0.0% |
1-100 |
| ATR |
0-139 |
0-136 |
-0-003 |
-2.0% |
0-000 |
| Volume |
1,956,359 |
1,654,904 |
-301,455 |
-15.4% |
11,945,421 |
|
| Daily Pivots for day following 01-Nov-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
119-148 |
119-107 |
118-240 |
|
| R3 |
119-048 |
119-007 |
118-212 |
|
| R2 |
118-268 |
118-268 |
118-203 |
|
| R1 |
118-227 |
118-227 |
118-194 |
118-248 |
| PP |
118-168 |
118-168 |
118-168 |
118-179 |
| S1 |
118-127 |
118-127 |
118-176 |
118-148 |
| S2 |
118-068 |
118-068 |
118-167 |
|
| S3 |
117-288 |
118-027 |
118-157 |
|
| S4 |
117-188 |
117-247 |
118-130 |
|
|
| 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 |
118-110 |
0-270 |
0.7% |
0-124 |
0.3% |
28% |
False |
True |
2,063,894 |
| 10 |
119-060 |
117-280 |
1-100 |
1.1% |
0-135 |
0.4% |
54% |
False |
False |
2,145,290 |
| 20 |
119-060 |
117-135 |
1-245 |
1.5% |
0-134 |
0.4% |
65% |
False |
False |
2,062,070 |
| 40 |
120-075 |
117-135 |
2-260 |
2.4% |
0-125 |
0.3% |
41% |
False |
False |
1,822,442 |
| 60 |
120-200 |
117-135 |
3-065 |
2.7% |
0-118 |
0.3% |
36% |
False |
False |
1,448,636 |
| 80 |
120-200 |
117-135 |
3-065 |
2.7% |
0-112 |
0.3% |
36% |
False |
False |
1,087,062 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
119-315 |
|
2.618 |
119-152 |
|
1.618 |
119-052 |
|
1.000 |
118-310 |
|
0.618 |
118-272 |
|
HIGH |
118-210 |
|
0.618 |
118-172 |
|
0.500 |
118-160 |
|
0.382 |
118-148 |
|
LOW |
118-110 |
|
0.618 |
118-048 |
|
1.000 |
118-010 |
|
1.618 |
117-268 |
|
2.618 |
117-168 |
|
4.250 |
117-005 |
|
|
| Fisher Pivots for day following 01-Nov-2018 |
| Pivot |
1 day |
3 day |
| R1 |
118-177 |
118-213 |
| PP |
118-168 |
118-203 |
| S1 |
118-160 |
118-194 |
|