ECBOT 10 Year T-Note Future December 2018
| Trading Metrics calculated at close of trading on 15-Nov-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Nov-2018 |
15-Nov-2018 |
Change |
Change % |
Previous Week |
| Open |
118-160 |
118-220 |
0-060 |
0.2% |
118-015 |
| High |
118-315 |
119-030 |
0-035 |
0.1% |
118-085 |
| Low |
118-120 |
118-195 |
0-075 |
0.2% |
117-225 |
| Close |
118-240 |
118-260 |
0-020 |
0.1% |
118-040 |
| Range |
0-195 |
0-155 |
-0-040 |
-20.5% |
0-180 |
| ATR |
0-137 |
0-139 |
0-001 |
0.9% |
0-000 |
| Volume |
2,188,936 |
2,392,837 |
203,901 |
9.3% |
7,799,874 |
|
| Daily Pivots for day following 15-Nov-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
120-093 |
120-012 |
119-025 |
|
| R3 |
119-258 |
119-177 |
118-303 |
|
| R2 |
119-103 |
119-103 |
118-288 |
|
| R1 |
119-022 |
119-022 |
118-274 |
119-063 |
| PP |
118-268 |
118-268 |
118-268 |
118-289 |
| S1 |
118-187 |
118-187 |
118-246 |
118-228 |
| S2 |
118-113 |
118-113 |
118-232 |
|
| S3 |
117-278 |
118-032 |
118-217 |
|
| S4 |
117-123 |
117-197 |
118-175 |
|
|
| Weekly Pivots for week ending 09-Nov-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
119-230 |
119-155 |
118-139 |
|
| R3 |
119-050 |
118-295 |
118-090 |
|
| R2 |
118-190 |
118-190 |
118-073 |
|
| R1 |
118-115 |
118-115 |
118-056 |
118-152 |
| PP |
118-010 |
118-010 |
118-010 |
118-029 |
| S1 |
117-255 |
117-255 |
118-024 |
117-292 |
| S2 |
117-150 |
117-150 |
118-007 |
|
| S3 |
116-290 |
117-075 |
117-310 |
|
| S4 |
116-110 |
116-215 |
117-261 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
119-030 |
117-235 |
1-115 |
1.1% |
0-145 |
0.4% |
79% |
True |
False |
1,744,268 |
| 10 |
119-030 |
117-225 |
1-125 |
1.2% |
0-140 |
0.4% |
80% |
True |
False |
1,723,520 |
| 20 |
119-060 |
117-225 |
1-155 |
1.2% |
0-138 |
0.4% |
75% |
False |
False |
1,934,405 |
| 40 |
119-060 |
117-135 |
1-245 |
1.5% |
0-131 |
0.3% |
79% |
False |
False |
1,877,511 |
| 60 |
120-185 |
117-135 |
3-050 |
2.7% |
0-122 |
0.3% |
44% |
False |
False |
1,726,494 |
| 80 |
120-200 |
117-135 |
3-065 |
2.7% |
0-118 |
0.3% |
43% |
False |
False |
1,302,421 |
| 100 |
120-200 |
117-135 |
3-065 |
2.7% |
0-113 |
0.3% |
43% |
False |
False |
1,042,022 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
121-049 |
|
2.618 |
120-116 |
|
1.618 |
119-281 |
|
1.000 |
119-185 |
|
0.618 |
119-126 |
|
HIGH |
119-030 |
|
0.618 |
118-291 |
|
0.500 |
118-273 |
|
0.382 |
118-254 |
|
LOW |
118-195 |
|
0.618 |
118-099 |
|
1.000 |
118-040 |
|
1.618 |
117-264 |
|
2.618 |
117-109 |
|
4.250 |
116-176 |
|
|
| Fisher Pivots for day following 15-Nov-2018 |
| Pivot |
1 day |
3 day |
| R1 |
118-273 |
118-244 |
| PP |
118-268 |
118-228 |
| S1 |
118-264 |
118-213 |
|