ECBOT 10 Year T-Note Future December 2018
| Trading Metrics calculated at close of trading on 15-Oct-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Oct-2018 |
15-Oct-2018 |
Change |
Change % |
Previous Week |
| Open |
118-075 |
118-055 |
-0-020 |
-0.1% |
117-200 |
| High |
118-140 |
118-105 |
-0-035 |
-0.1% |
118-145 |
| Low |
118-000 |
118-045 |
0-045 |
0.1% |
117-135 |
| Close |
118-110 |
118-050 |
-0-060 |
-0.2% |
118-110 |
| Range |
0-140 |
0-060 |
-0-080 |
-57.1% |
1-010 |
| ATR |
0-136 |
0-131 |
-0-005 |
-3.7% |
0-000 |
| Volume |
1,979,954 |
1,416,067 |
-563,887 |
-28.5% |
10,620,318 |
|
| Daily Pivots for day following 15-Oct-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
118-247 |
118-208 |
118-083 |
|
| R3 |
118-187 |
118-148 |
118-067 |
|
| R2 |
118-127 |
118-127 |
118-061 |
|
| R1 |
118-088 |
118-088 |
118-056 |
118-078 |
| PP |
118-067 |
118-067 |
118-067 |
118-061 |
| S1 |
118-028 |
118-028 |
118-045 |
118-018 |
| S2 |
118-007 |
118-007 |
118-039 |
|
| S3 |
117-267 |
117-288 |
118-034 |
|
| S4 |
117-207 |
117-228 |
118-017 |
|
|
| 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 |
117-150 |
0-315 |
0.8% |
0-139 |
0.4% |
70% |
False |
False |
2,310,132 |
| 10 |
118-295 |
117-135 |
1-160 |
1.3% |
0-151 |
0.4% |
49% |
False |
False |
2,152,819 |
| 20 |
119-105 |
117-135 |
1-290 |
1.6% |
0-127 |
0.3% |
39% |
False |
False |
1,817,156 |
| 40 |
120-200 |
117-135 |
3-065 |
2.7% |
0-113 |
0.3% |
23% |
False |
False |
1,497,318 |
| 60 |
120-200 |
117-135 |
3-065 |
2.7% |
0-111 |
0.3% |
23% |
False |
False |
1,002,031 |
| 80 |
120-200 |
117-135 |
3-065 |
2.7% |
0-104 |
0.3% |
23% |
False |
False |
751,566 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
119-040 |
|
2.618 |
118-262 |
|
1.618 |
118-202 |
|
1.000 |
118-165 |
|
0.618 |
118-142 |
|
HIGH |
118-105 |
|
0.618 |
118-082 |
|
0.500 |
118-075 |
|
0.382 |
118-068 |
|
LOW |
118-045 |
|
0.618 |
118-008 |
|
1.000 |
117-305 |
|
1.618 |
117-268 |
|
2.618 |
117-208 |
|
4.250 |
117-110 |
|
|
| Fisher Pivots for day following 15-Oct-2018 |
| Pivot |
1 day |
3 day |
| R1 |
118-075 |
118-065 |
| PP |
118-067 |
118-060 |
| S1 |
118-058 |
118-055 |
|