ECBOT 10 Year T-Note Future December 2018
| Trading Metrics calculated at close of trading on 08-Oct-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Oct-2018 |
08-Oct-2018 |
Change |
Change % |
Previous Week |
| Open |
117-285 |
117-200 |
-0-085 |
-0.2% |
118-230 |
| High |
117-310 |
117-260 |
-0-050 |
-0.1% |
118-295 |
| Low |
117-165 |
117-135 |
-0-030 |
-0.1% |
117-165 |
| Close |
117-215 |
117-225 |
0-010 |
0.0% |
117-215 |
| Range |
0-145 |
0-125 |
-0-020 |
-13.8% |
1-130 |
| ATR |
0-122 |
0-122 |
0-000 |
0.2% |
0-000 |
| Volume |
2,363,170 |
485,721 |
-1,877,449 |
-79.4% |
10,754,762 |
|
| Daily Pivots for day following 08-Oct-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
118-262 |
118-208 |
117-294 |
|
| R3 |
118-137 |
118-083 |
117-259 |
|
| R2 |
118-012 |
118-012 |
117-248 |
|
| R1 |
117-278 |
117-278 |
117-236 |
117-305 |
| PP |
117-207 |
117-207 |
117-207 |
117-220 |
| S1 |
117-153 |
117-153 |
117-214 |
117-180 |
| S2 |
117-082 |
117-082 |
117-202 |
|
| S3 |
116-277 |
117-028 |
117-191 |
|
| S4 |
116-152 |
116-223 |
117-156 |
|
|
| 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 |
117-135 |
1-160 |
1.3% |
0-163 |
0.4% |
19% |
False |
True |
1,995,506 |
| 10 |
119-000 |
117-135 |
1-185 |
1.3% |
0-130 |
0.3% |
18% |
False |
True |
1,716,016 |
| 20 |
119-225 |
117-135 |
2-090 |
1.9% |
0-116 |
0.3% |
12% |
False |
True |
1,578,968 |
| 40 |
120-200 |
117-135 |
3-065 |
2.7% |
0-108 |
0.3% |
9% |
False |
True |
1,212,370 |
| 60 |
120-200 |
117-135 |
3-065 |
2.7% |
0-107 |
0.3% |
9% |
False |
True |
809,539 |
| 80 |
120-200 |
117-135 |
3-065 |
2.7% |
0-096 |
0.3% |
9% |
False |
True |
607,183 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
119-151 |
|
2.618 |
118-267 |
|
1.618 |
118-142 |
|
1.000 |
118-065 |
|
0.618 |
118-017 |
|
HIGH |
117-260 |
|
0.618 |
117-212 |
|
0.500 |
117-198 |
|
0.382 |
117-183 |
|
LOW |
117-135 |
|
0.618 |
117-058 |
|
1.000 |
117-010 |
|
1.618 |
116-253 |
|
2.618 |
116-128 |
|
4.250 |
115-244 |
|
|
| Fisher Pivots for day following 08-Oct-2018 |
| Pivot |
1 day |
3 day |
| R1 |
117-216 |
117-233 |
| PP |
117-207 |
117-230 |
| S1 |
117-198 |
117-227 |
|