ECBOT 10 Year T-Note Future December 2018
| Trading Metrics calculated at close of trading on 12-Oct-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Oct-2018 |
12-Oct-2018 |
Change |
Change % |
Previous Week |
| Open |
118-065 |
118-075 |
0-010 |
0.0% |
117-200 |
| High |
118-145 |
118-140 |
-0-005 |
0.0% |
118-145 |
| Low |
117-305 |
118-000 |
0-015 |
0.0% |
117-135 |
| Close |
118-125 |
118-110 |
-0-015 |
0.0% |
118-110 |
| Range |
0-160 |
0-140 |
-0-020 |
-12.5% |
1-010 |
| ATR |
0-135 |
0-136 |
0-000 |
0.3% |
0-000 |
| Volume |
3,666,139 |
1,979,954 |
-1,686,185 |
-46.0% |
10,620,318 |
|
| Daily Pivots for day following 12-Oct-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
119-183 |
119-127 |
118-187 |
|
| R3 |
119-043 |
118-307 |
118-149 |
|
| R2 |
118-223 |
118-223 |
118-136 |
|
| R1 |
118-167 |
118-167 |
118-123 |
118-195 |
| PP |
118-083 |
118-083 |
118-083 |
118-098 |
| S1 |
118-027 |
118-027 |
118-097 |
118-055 |
| S2 |
117-263 |
117-263 |
118-084 |
|
| S3 |
117-123 |
117-207 |
118-072 |
|
| S4 |
116-303 |
117-067 |
118-033 |
|
|
| Weekly Pivots for week ending 12-Oct-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
121-053 |
120-252 |
118-292 |
|
| R3 |
120-043 |
119-242 |
118-201 |
|
| R2 |
119-033 |
119-033 |
118-171 |
|
| R1 |
118-232 |
118-232 |
118-140 |
118-292 |
| PP |
118-023 |
118-023 |
118-023 |
118-054 |
| S1 |
117-222 |
117-222 |
118-080 |
117-283 |
| S2 |
117-013 |
117-013 |
118-050 |
|
| S3 |
116-003 |
116-212 |
118-019 |
|
| S4 |
114-313 |
115-202 |
117-249 |
|
|
| 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% |
0-152 |
0.4% |
89% |
False |
False |
2,124,063 |
| 10 |
118-295 |
117-135 |
1-160 |
1.3% |
0-153 |
0.4% |
61% |
False |
False |
2,137,508 |
| 20 |
119-105 |
117-135 |
1-290 |
1.6% |
0-128 |
0.3% |
48% |
False |
False |
1,799,523 |
| 40 |
120-200 |
117-135 |
3-065 |
2.7% |
0-113 |
0.3% |
29% |
False |
False |
1,463,607 |
| 60 |
120-200 |
117-135 |
3-065 |
2.7% |
0-112 |
0.3% |
29% |
False |
False |
978,433 |
| 80 |
120-200 |
117-135 |
3-065 |
2.7% |
0-103 |
0.3% |
29% |
False |
False |
733,865 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
120-095 |
|
2.618 |
119-187 |
|
1.618 |
119-047 |
|
1.000 |
118-280 |
|
0.618 |
118-227 |
|
HIGH |
118-140 |
|
0.618 |
118-087 |
|
0.500 |
118-070 |
|
0.382 |
118-053 |
|
LOW |
118-000 |
|
0.618 |
117-233 |
|
1.000 |
117-180 |
|
1.618 |
117-093 |
|
2.618 |
116-273 |
|
4.250 |
116-045 |
|
|
| Fisher Pivots for day following 12-Oct-2018 |
| Pivot |
1 day |
3 day |
| R1 |
118-097 |
118-073 |
| PP |
118-083 |
118-037 |
| S1 |
118-070 |
118-000 |
|