ECBOT 10 Year T-Note Future December 2018
| Trading Metrics calculated at close of trading on 10-Oct-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Oct-2018 |
10-Oct-2018 |
Change |
Change % |
Previous Week |
| Open |
117-205 |
117-255 |
0-050 |
0.1% |
118-230 |
| High |
117-275 |
118-065 |
0-110 |
0.3% |
118-295 |
| Low |
117-150 |
117-175 |
0-025 |
0.1% |
117-165 |
| Close |
117-260 |
117-240 |
-0-020 |
-0.1% |
117-215 |
| Range |
0-125 |
0-210 |
0-085 |
68.0% |
1-130 |
| ATR |
0-122 |
0-128 |
0-006 |
5.1% |
0-000 |
| Volume |
1,937,388 |
2,551,116 |
613,728 |
31.7% |
10,754,762 |
|
| Daily Pivots for day following 10-Oct-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
119-257 |
119-138 |
118-035 |
|
| R3 |
119-047 |
118-248 |
117-298 |
|
| R2 |
118-157 |
118-157 |
117-278 |
|
| R1 |
118-038 |
118-038 |
117-259 |
117-312 |
| PP |
117-267 |
117-267 |
117-267 |
117-244 |
| S1 |
117-148 |
117-148 |
117-221 |
117-103 |
| S2 |
117-057 |
117-057 |
117-202 |
|
| S3 |
116-167 |
116-258 |
117-182 |
|
| S4 |
115-277 |
116-048 |
117-125 |
|
|
| 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 |
118-065 |
117-135 |
0-250 |
0.7% |
0-148 |
0.4% |
42% |
True |
False |
2,028,208 |
| 10 |
119-000 |
117-135 |
1-185 |
1.3% |
0-142 |
0.4% |
21% |
False |
False |
1,895,604 |
| 20 |
119-190 |
117-135 |
2-055 |
1.8% |
0-123 |
0.3% |
15% |
False |
False |
1,668,567 |
| 40 |
120-200 |
117-135 |
3-065 |
2.7% |
0-112 |
0.3% |
10% |
False |
False |
1,323,911 |
| 60 |
120-200 |
117-135 |
3-065 |
2.7% |
0-111 |
0.3% |
10% |
False |
False |
884,346 |
| 80 |
120-200 |
117-135 |
3-065 |
2.7% |
0-100 |
0.3% |
10% |
False |
False |
663,289 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
120-317 |
|
2.618 |
119-295 |
|
1.618 |
119-085 |
|
1.000 |
118-275 |
|
0.618 |
118-195 |
|
HIGH |
118-065 |
|
0.618 |
117-305 |
|
0.500 |
117-280 |
|
0.382 |
117-255 |
|
LOW |
117-175 |
|
0.618 |
117-045 |
|
1.000 |
116-285 |
|
1.618 |
116-155 |
|
2.618 |
115-265 |
|
4.250 |
114-243 |
|
|
| Fisher Pivots for day following 10-Oct-2018 |
| Pivot |
1 day |
3 day |
| R1 |
117-280 |
117-260 |
| PP |
117-267 |
117-253 |
| S1 |
117-253 |
117-247 |
|