ECBOT 10 Year T-Note Future December 2018
| Trading Metrics calculated at close of trading on 16-Oct-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Oct-2018 |
16-Oct-2018 |
Change |
Change % |
Previous Week |
| Open |
118-055 |
118-070 |
0-015 |
0.0% |
117-200 |
| High |
118-105 |
118-080 |
-0-025 |
-0.1% |
118-145 |
| Low |
118-045 |
118-015 |
-0-030 |
-0.1% |
117-135 |
| Close |
118-050 |
118-070 |
0-020 |
0.1% |
118-110 |
| Range |
0-060 |
0-065 |
0-005 |
8.3% |
1-010 |
| ATR |
0-131 |
0-126 |
-0-005 |
-3.6% |
0-000 |
| Volume |
1,416,067 |
1,463,983 |
47,916 |
3.4% |
10,620,318 |
|
| Daily Pivots for day following 16-Oct-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
118-250 |
118-225 |
118-106 |
|
| R3 |
118-185 |
118-160 |
118-088 |
|
| R2 |
118-120 |
118-120 |
118-082 |
|
| R1 |
118-095 |
118-095 |
118-076 |
118-103 |
| PP |
118-055 |
118-055 |
118-055 |
118-059 |
| S1 |
118-030 |
118-030 |
118-064 |
118-038 |
| S2 |
117-310 |
117-310 |
118-058 |
|
| S3 |
117-245 |
117-285 |
118-052 |
|
| S4 |
117-180 |
117-220 |
118-034 |
|
|
| 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 |
117-175 |
0-290 |
0.8% |
0-127 |
0.3% |
74% |
False |
False |
2,215,451 |
| 10 |
118-285 |
117-135 |
1-150 |
1.2% |
0-147 |
0.4% |
54% |
False |
False |
2,134,051 |
| 20 |
119-000 |
117-135 |
1-185 |
1.3% |
0-120 |
0.3% |
50% |
False |
False |
1,801,575 |
| 40 |
120-200 |
117-135 |
3-065 |
2.7% |
0-111 |
0.3% |
25% |
False |
False |
1,532,094 |
| 60 |
120-200 |
117-135 |
3-065 |
2.7% |
0-109 |
0.3% |
25% |
False |
False |
1,026,403 |
| 80 |
120-200 |
117-135 |
3-065 |
2.7% |
0-104 |
0.3% |
25% |
False |
False |
769,866 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
119-036 |
|
2.618 |
118-250 |
|
1.618 |
118-185 |
|
1.000 |
118-145 |
|
0.618 |
118-120 |
|
HIGH |
118-080 |
|
0.618 |
118-055 |
|
0.500 |
118-048 |
|
0.382 |
118-040 |
|
LOW |
118-015 |
|
0.618 |
117-295 |
|
1.000 |
117-270 |
|
1.618 |
117-230 |
|
2.618 |
117-165 |
|
4.250 |
117-059 |
|
|
| Fisher Pivots for day following 16-Oct-2018 |
| Pivot |
1 day |
3 day |
| R1 |
118-063 |
118-070 |
| PP |
118-055 |
118-070 |
| S1 |
118-048 |
118-070 |
|