ECBOT 10 Year T-Note Future December 2018
| Trading Metrics calculated at close of trading on 13-Dec-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Dec-2018 |
13-Dec-2018 |
Change |
Change % |
Previous Week |
| Open |
120-155 |
120-080 |
-0-075 |
-0.2% |
119-120 |
| High |
120-160 |
120-125 |
-0-035 |
-0.1% |
120-285 |
| Low |
120-060 |
120-070 |
0-010 |
0.0% |
119-085 |
| Close |
120-090 |
120-090 |
0-000 |
0.0% |
120-245 |
| Range |
0-100 |
0-055 |
-0-045 |
-45.0% |
1-200 |
| ATR |
0-133 |
0-127 |
-0-006 |
-4.2% |
0-000 |
| Volume |
11,122 |
5,119 |
-6,003 |
-54.0% |
260,204 |
|
| Daily Pivots for day following 13-Dec-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
120-260 |
120-230 |
120-120 |
|
| R3 |
120-205 |
120-175 |
120-105 |
|
| R2 |
120-150 |
120-150 |
120-100 |
|
| R1 |
120-120 |
120-120 |
120-095 |
120-135 |
| PP |
120-095 |
120-095 |
120-095 |
120-103 |
| S1 |
120-065 |
120-065 |
120-085 |
120-080 |
| S2 |
120-040 |
120-040 |
120-080 |
|
| S3 |
119-305 |
120-010 |
120-075 |
|
| S4 |
119-250 |
119-275 |
120-060 |
|
|
| Weekly Pivots for week ending 07-Dec-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
125-058 |
124-192 |
121-211 |
|
| R3 |
123-178 |
122-312 |
121-068 |
|
| R2 |
121-298 |
121-298 |
121-020 |
|
| R1 |
121-112 |
121-112 |
120-293 |
121-205 |
| PP |
120-098 |
120-098 |
120-098 |
120-145 |
| S1 |
119-232 |
119-232 |
120-197 |
120-005 |
| S2 |
118-218 |
118-218 |
120-150 |
|
| S3 |
117-018 |
118-032 |
120-102 |
|
| S4 |
115-138 |
116-152 |
119-279 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
120-310 |
120-060 |
0-250 |
0.6% |
0-115 |
0.3% |
12% |
False |
False |
20,457 |
| 10 |
120-310 |
119-085 |
1-225 |
1.4% |
0-130 |
0.3% |
60% |
False |
False |
62,921 |
| 20 |
120-310 |
118-195 |
2-115 |
2.0% |
0-121 |
0.3% |
71% |
False |
False |
1,125,077 |
| 40 |
120-310 |
117-225 |
3-085 |
2.7% |
0-130 |
0.3% |
79% |
False |
False |
1,528,204 |
| 60 |
120-310 |
117-135 |
3-175 |
2.9% |
0-127 |
0.3% |
81% |
False |
False |
1,613,729 |
| 80 |
120-310 |
117-135 |
3-175 |
2.9% |
0-121 |
0.3% |
81% |
False |
False |
1,548,070 |
| 100 |
120-310 |
117-135 |
3-175 |
2.9% |
0-118 |
0.3% |
81% |
False |
False |
1,243,037 |
| 120 |
120-310 |
117-135 |
3-175 |
2.9% |
0-113 |
0.3% |
81% |
False |
False |
1,035,925 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
121-039 |
|
2.618 |
120-269 |
|
1.618 |
120-214 |
|
1.000 |
120-180 |
|
0.618 |
120-159 |
|
HIGH |
120-125 |
|
0.618 |
120-104 |
|
0.500 |
120-098 |
|
0.382 |
120-091 |
|
LOW |
120-070 |
|
0.618 |
120-036 |
|
1.000 |
120-015 |
|
1.618 |
119-301 |
|
2.618 |
119-246 |
|
4.250 |
119-156 |
|
|
| Fisher Pivots for day following 13-Dec-2018 |
| Pivot |
1 day |
3 day |
| R1 |
120-098 |
120-155 |
| PP |
120-095 |
120-133 |
| S1 |
120-093 |
120-112 |
|