ECBOT 10 Year T-Note Future December 2018
| Trading Metrics calculated at close of trading on 17-Oct-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Oct-2018 |
17-Oct-2018 |
Change |
Change % |
Previous Week |
| Open |
118-070 |
118-040 |
-0-030 |
-0.1% |
117-200 |
| High |
118-080 |
118-095 |
0-015 |
0.0% |
118-145 |
| Low |
118-015 |
117-270 |
-0-065 |
-0.2% |
117-135 |
| Close |
118-070 |
118-015 |
-0-055 |
-0.1% |
118-110 |
| Range |
0-065 |
0-145 |
0-080 |
123.1% |
1-010 |
| ATR |
0-126 |
0-127 |
0-001 |
1.1% |
0-000 |
| Volume |
1,463,983 |
1,593,614 |
129,631 |
8.9% |
10,620,318 |
|
| Daily Pivots for day following 17-Oct-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
119-135 |
119-060 |
118-095 |
|
| R3 |
118-310 |
118-235 |
118-055 |
|
| R2 |
118-165 |
118-165 |
118-042 |
|
| R1 |
118-090 |
118-090 |
118-028 |
118-055 |
| PP |
118-020 |
118-020 |
118-020 |
118-003 |
| S1 |
117-265 |
117-265 |
118-002 |
117-230 |
| S2 |
117-195 |
117-195 |
117-308 |
|
| S3 |
117-050 |
117-120 |
117-295 |
|
| S4 |
116-225 |
116-295 |
117-255 |
|
|
| 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 |
117-270 |
0-195 |
0.5% |
0-114 |
0.3% |
33% |
False |
True |
2,023,951 |
| 10 |
118-145 |
117-135 |
1-010 |
0.9% |
0-131 |
0.3% |
61% |
False |
False |
2,026,079 |
| 20 |
119-000 |
117-135 |
1-185 |
1.3% |
0-122 |
0.3% |
40% |
False |
False |
1,784,781 |
| 40 |
120-200 |
117-135 |
3-065 |
2.7% |
0-112 |
0.3% |
20% |
False |
False |
1,567,937 |
| 60 |
120-200 |
117-135 |
3-065 |
2.7% |
0-110 |
0.3% |
20% |
False |
False |
1,052,926 |
| 80 |
120-200 |
117-135 |
3-065 |
2.7% |
0-105 |
0.3% |
20% |
False |
False |
789,786 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
120-071 |
|
2.618 |
119-155 |
|
1.618 |
119-010 |
|
1.000 |
118-240 |
|
0.618 |
118-185 |
|
HIGH |
118-095 |
|
0.618 |
118-040 |
|
0.500 |
118-023 |
|
0.382 |
118-005 |
|
LOW |
117-270 |
|
0.618 |
117-180 |
|
1.000 |
117-125 |
|
1.618 |
117-035 |
|
2.618 |
116-210 |
|
4.250 |
115-294 |
|
|
| Fisher Pivots for day following 17-Oct-2018 |
| Pivot |
1 day |
3 day |
| R1 |
118-023 |
118-028 |
| PP |
118-020 |
118-023 |
| S1 |
118-018 |
118-019 |
|