ECBOT 10 Year T-Note Future December 2018
| Trading Metrics calculated at close of trading on 05-Oct-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Oct-2018 |
05-Oct-2018 |
Change |
Change % |
Previous Week |
| Open |
117-315 |
117-285 |
-0-030 |
-0.1% |
118-230 |
| High |
118-010 |
117-310 |
-0-020 |
-0.1% |
118-295 |
| Low |
117-195 |
117-165 |
-0-030 |
-0.1% |
117-165 |
| Close |
117-275 |
117-215 |
-0-060 |
-0.2% |
117-215 |
| Range |
0-135 |
0-145 |
0-010 |
7.4% |
1-130 |
| ATR |
0-120 |
0-122 |
0-002 |
1.5% |
0-000 |
| Volume |
2,803,647 |
2,363,170 |
-440,477 |
-15.7% |
10,754,762 |
|
| Daily Pivots for day following 05-Oct-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
119-025 |
118-265 |
117-295 |
|
| R3 |
118-200 |
118-120 |
117-255 |
|
| R2 |
118-055 |
118-055 |
117-242 |
|
| R1 |
117-295 |
117-295 |
117-228 |
117-263 |
| PP |
117-230 |
117-230 |
117-230 |
117-214 |
| S1 |
117-150 |
117-150 |
117-202 |
117-117 |
| S2 |
117-085 |
117-085 |
117-188 |
|
| S3 |
116-260 |
117-005 |
117-175 |
|
| S4 |
116-115 |
116-180 |
117-135 |
|
|
| Weekly Pivots for week ending 05-Oct-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
122-082 |
121-118 |
118-143 |
|
| R3 |
120-272 |
119-308 |
118-019 |
|
| R2 |
119-142 |
119-142 |
117-298 |
|
| R1 |
118-178 |
118-178 |
117-256 |
118-095 |
| PP |
118-012 |
118-012 |
118-012 |
117-290 |
| S1 |
117-048 |
117-048 |
117-174 |
116-285 |
| S2 |
116-202 |
116-202 |
117-133 |
|
| S3 |
115-072 |
115-238 |
117-091 |
|
| S4 |
113-262 |
114-108 |
116-287 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
118-295 |
117-165 |
1-130 |
1.2% |
0-154 |
0.4% |
11% |
False |
True |
2,150,952 |
| 10 |
119-000 |
117-165 |
1-155 |
1.3% |
0-125 |
0.3% |
11% |
False |
True |
1,786,311 |
| 20 |
119-235 |
117-165 |
2-070 |
1.9% |
0-112 |
0.3% |
7% |
False |
True |
1,597,489 |
| 40 |
120-200 |
117-165 |
3-035 |
2.6% |
0-111 |
0.3% |
5% |
False |
True |
1,200,805 |
| 60 |
120-200 |
117-165 |
3-035 |
2.6% |
0-106 |
0.3% |
5% |
False |
True |
801,444 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
119-286 |
|
2.618 |
119-050 |
|
1.618 |
118-225 |
|
1.000 |
118-135 |
|
0.618 |
118-080 |
|
HIGH |
117-310 |
|
0.618 |
117-255 |
|
0.500 |
117-238 |
|
0.382 |
117-220 |
|
LOW |
117-165 |
|
0.618 |
117-075 |
|
1.000 |
117-020 |
|
1.618 |
116-250 |
|
2.618 |
116-105 |
|
4.250 |
115-189 |
|
|
| Fisher Pivots for day following 05-Oct-2018 |
| Pivot |
1 day |
3 day |
| R1 |
117-238 |
118-065 |
| PP |
117-230 |
118-008 |
| S1 |
117-223 |
117-272 |
|