ECBOT 10 Year T-Note Future December 2018
| Trading Metrics calculated at close of trading on 11-Oct-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Oct-2018 |
11-Oct-2018 |
Change |
Change % |
Previous Week |
| Open |
117-255 |
118-065 |
0-130 |
0.3% |
118-230 |
| High |
118-065 |
118-145 |
0-080 |
0.2% |
118-295 |
| Low |
117-175 |
117-305 |
0-130 |
0.3% |
117-165 |
| Close |
117-240 |
118-125 |
0-205 |
0.5% |
117-215 |
| Range |
0-210 |
0-160 |
-0-050 |
-23.8% |
1-130 |
| ATR |
0-128 |
0-135 |
0-007 |
5.4% |
0-000 |
| Volume |
2,551,116 |
3,666,139 |
1,115,023 |
43.7% |
10,754,762 |
|
| Daily Pivots for day following 11-Oct-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
119-245 |
119-185 |
118-213 |
|
| R3 |
119-085 |
119-025 |
118-169 |
|
| R2 |
118-245 |
118-245 |
118-154 |
|
| R1 |
118-185 |
118-185 |
118-140 |
118-215 |
| PP |
118-085 |
118-085 |
118-085 |
118-100 |
| S1 |
118-025 |
118-025 |
118-110 |
118-055 |
| S2 |
117-245 |
117-245 |
118-096 |
|
| S3 |
117-085 |
117-185 |
118-081 |
|
| S4 |
116-245 |
117-025 |
118-037 |
|
|
| 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 |
118-145 |
117-135 |
1-010 |
0.9% |
0-153 |
0.4% |
94% |
True |
False |
2,200,706 |
| 10 |
119-000 |
117-135 |
1-185 |
1.3% |
0-147 |
0.4% |
61% |
False |
False |
2,110,876 |
| 20 |
119-135 |
117-135 |
2-000 |
1.7% |
0-126 |
0.3% |
48% |
False |
False |
1,773,658 |
| 40 |
120-200 |
117-135 |
3-065 |
2.7% |
0-112 |
0.3% |
30% |
False |
False |
1,414,689 |
| 60 |
120-200 |
117-135 |
3-065 |
2.7% |
0-113 |
0.3% |
30% |
False |
False |
945,445 |
| 80 |
120-200 |
117-135 |
3-065 |
2.7% |
0-102 |
0.3% |
30% |
False |
False |
709,116 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
120-185 |
|
2.618 |
119-244 |
|
1.618 |
119-084 |
|
1.000 |
118-305 |
|
0.618 |
118-244 |
|
HIGH |
118-145 |
|
0.618 |
118-084 |
|
0.500 |
118-065 |
|
0.382 |
118-046 |
|
LOW |
117-305 |
|
0.618 |
117-206 |
|
1.000 |
117-145 |
|
1.618 |
117-046 |
|
2.618 |
116-206 |
|
4.250 |
115-265 |
|
|
| Fisher Pivots for day following 11-Oct-2018 |
| Pivot |
1 day |
3 day |
| R1 |
118-105 |
118-079 |
| PP |
118-085 |
118-033 |
| S1 |
118-065 |
117-308 |
|