ECBOT 10 Year T-Note Future December 2018
| Trading Metrics calculated at close of trading on 19-Oct-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Oct-2018 |
19-Oct-2018 |
Change |
Change % |
Previous Week |
| Open |
117-275 |
118-025 |
0-070 |
0.2% |
118-055 |
| High |
118-090 |
118-060 |
-0-030 |
-0.1% |
118-105 |
| Low |
117-250 |
117-285 |
0-035 |
0.1% |
117-250 |
| Close |
118-045 |
117-305 |
-0-060 |
-0.2% |
117-305 |
| Range |
0-160 |
0-095 |
-0-065 |
-40.6% |
0-175 |
| ATR |
0-130 |
0-127 |
-0-002 |
-1.9% |
0-000 |
| Volume |
2,331,342 |
1,956,703 |
-374,639 |
-16.1% |
8,761,709 |
|
| Daily Pivots for day following 19-Oct-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
118-288 |
118-232 |
118-037 |
|
| R3 |
118-193 |
118-137 |
118-011 |
|
| R2 |
118-098 |
118-098 |
118-002 |
|
| R1 |
118-042 |
118-042 |
117-314 |
118-022 |
| PP |
118-003 |
118-003 |
118-003 |
117-314 |
| S1 |
117-267 |
117-267 |
117-296 |
117-247 |
| S2 |
117-228 |
117-228 |
117-288 |
|
| S3 |
117-133 |
117-172 |
117-279 |
|
| S4 |
117-038 |
117-077 |
117-253 |
|
|
| Weekly Pivots for week ending 19-Oct-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
119-212 |
119-113 |
118-081 |
|
| R3 |
119-037 |
118-258 |
118-033 |
|
| R2 |
118-182 |
118-182 |
118-017 |
|
| R1 |
118-083 |
118-083 |
118-001 |
118-045 |
| PP |
118-007 |
118-007 |
118-007 |
117-308 |
| S1 |
117-228 |
117-228 |
117-289 |
117-190 |
| S2 |
117-152 |
117-152 |
117-273 |
|
| S3 |
116-297 |
117-053 |
117-257 |
|
| S4 |
116-122 |
116-198 |
117-209 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
118-105 |
117-250 |
0-175 |
0.5% |
0-105 |
0.3% |
31% |
False |
False |
1,752,341 |
| 10 |
118-145 |
117-135 |
1-010 |
0.9% |
0-128 |
0.3% |
52% |
False |
False |
1,938,202 |
| 20 |
119-000 |
117-135 |
1-185 |
1.3% |
0-127 |
0.3% |
34% |
False |
False |
1,862,257 |
| 40 |
120-175 |
117-135 |
3-040 |
2.6% |
0-115 |
0.3% |
17% |
False |
False |
1,662,910 |
| 60 |
120-200 |
117-135 |
3-065 |
2.7% |
0-111 |
0.3% |
17% |
False |
False |
1,124,318 |
| 80 |
120-200 |
117-135 |
3-065 |
2.7% |
0-106 |
0.3% |
17% |
False |
False |
843,385 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
119-144 |
|
2.618 |
118-309 |
|
1.618 |
118-214 |
|
1.000 |
118-155 |
|
0.618 |
118-119 |
|
HIGH |
118-060 |
|
0.618 |
118-024 |
|
0.500 |
118-012 |
|
0.382 |
118-001 |
|
LOW |
117-285 |
|
0.618 |
117-226 |
|
1.000 |
117-190 |
|
1.618 |
117-131 |
|
2.618 |
117-036 |
|
4.250 |
116-201 |
|
|
| Fisher Pivots for day following 19-Oct-2018 |
| Pivot |
1 day |
3 day |
| R1 |
118-012 |
118-013 |
| PP |
118-003 |
118-003 |
| S1 |
117-314 |
117-314 |
|