ECBOT 10 Year T-Note Future December 2018
| Trading Metrics calculated at close of trading on 22-Oct-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Oct-2018 |
22-Oct-2018 |
Change |
Change % |
Previous Week |
| Open |
118-025 |
117-310 |
-0-035 |
-0.1% |
118-055 |
| High |
118-060 |
118-040 |
-0-020 |
-0.1% |
118-105 |
| Low |
117-285 |
117-280 |
-0-005 |
0.0% |
117-250 |
| Close |
117-305 |
118-000 |
0-015 |
0.0% |
117-305 |
| Range |
0-095 |
0-080 |
-0-015 |
-15.8% |
0-175 |
| ATR |
0-127 |
0-124 |
-0-003 |
-2.6% |
0-000 |
| Volume |
1,956,703 |
1,410,808 |
-545,895 |
-27.9% |
8,761,709 |
|
| Daily Pivots for day following 22-Oct-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
118-240 |
118-200 |
118-044 |
|
| R3 |
118-160 |
118-120 |
118-022 |
|
| R2 |
118-080 |
118-080 |
118-015 |
|
| R1 |
118-040 |
118-040 |
118-007 |
118-060 |
| PP |
118-000 |
118-000 |
118-000 |
118-010 |
| S1 |
117-280 |
117-280 |
117-313 |
117-300 |
| S2 |
117-240 |
117-240 |
117-305 |
|
| S3 |
117-160 |
117-200 |
117-298 |
|
| S4 |
117-080 |
117-120 |
117-276 |
|
|
| 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 |
118-095 |
117-250 |
0-165 |
0.4% |
0-109 |
0.3% |
42% |
False |
False |
1,751,290 |
| 10 |
118-145 |
117-150 |
0-315 |
0.8% |
0-124 |
0.3% |
54% |
False |
False |
2,030,711 |
| 20 |
119-000 |
117-135 |
1-185 |
1.3% |
0-127 |
0.3% |
37% |
False |
False |
1,873,363 |
| 40 |
120-175 |
117-135 |
3-040 |
2.6% |
0-115 |
0.3% |
18% |
False |
False |
1,675,185 |
| 60 |
120-200 |
117-135 |
3-065 |
2.7% |
0-111 |
0.3% |
18% |
False |
False |
1,147,754 |
| 80 |
120-200 |
117-135 |
3-065 |
2.7% |
0-106 |
0.3% |
18% |
False |
False |
861,015 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
119-060 |
|
2.618 |
118-249 |
|
1.618 |
118-169 |
|
1.000 |
118-120 |
|
0.618 |
118-089 |
|
HIGH |
118-040 |
|
0.618 |
118-009 |
|
0.500 |
118-000 |
|
0.382 |
117-311 |
|
LOW |
117-280 |
|
0.618 |
117-231 |
|
1.000 |
117-200 |
|
1.618 |
117-151 |
|
2.618 |
117-071 |
|
4.250 |
116-260 |
|
|
| Fisher Pivots for day following 22-Oct-2018 |
| Pivot |
1 day |
3 day |
| R1 |
118-000 |
118-010 |
| PP |
118-000 |
118-007 |
| S1 |
118-000 |
118-003 |
|