ECBOT 10 Year T-Note Future December 2018
| Trading Metrics calculated at close of trading on 24-Oct-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Oct-2018 |
24-Oct-2018 |
Change |
Change % |
Previous Week |
| Open |
117-310 |
118-080 |
0-090 |
0.2% |
118-055 |
| High |
118-210 |
118-275 |
0-065 |
0.2% |
118-105 |
| Low |
117-310 |
118-070 |
0-080 |
0.2% |
117-250 |
| Close |
118-085 |
118-200 |
0-115 |
0.3% |
117-305 |
| Range |
0-220 |
0-205 |
-0-015 |
-6.8% |
0-175 |
| ATR |
0-131 |
0-136 |
0-005 |
4.1% |
0-000 |
| Volume |
2,923,885 |
2,709,457 |
-214,428 |
-7.3% |
8,761,709 |
|
| Daily Pivots for day following 24-Oct-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
120-157 |
120-063 |
118-313 |
|
| R3 |
119-272 |
119-178 |
118-256 |
|
| R2 |
119-067 |
119-067 |
118-238 |
|
| R1 |
118-293 |
118-293 |
118-219 |
119-020 |
| PP |
118-182 |
118-182 |
118-182 |
118-205 |
| S1 |
118-088 |
118-088 |
118-181 |
118-135 |
| S2 |
117-297 |
117-297 |
118-162 |
|
| S3 |
117-092 |
117-203 |
118-144 |
|
| S4 |
116-207 |
116-318 |
118-087 |
|
|
| 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 |
118-275 |
117-250 |
1-025 |
0.9% |
0-152 |
0.4% |
78% |
True |
False |
2,266,439 |
| 10 |
118-275 |
117-250 |
1-025 |
0.9% |
0-133 |
0.4% |
78% |
True |
False |
2,145,195 |
| 20 |
119-000 |
117-135 |
1-185 |
1.3% |
0-138 |
0.4% |
76% |
False |
False |
2,020,399 |
| 40 |
120-125 |
117-135 |
2-310 |
2.5% |
0-120 |
0.3% |
41% |
False |
False |
1,736,250 |
| 60 |
120-200 |
117-135 |
3-065 |
2.7% |
0-115 |
0.3% |
38% |
False |
False |
1,241,573 |
| 80 |
120-200 |
117-135 |
3-065 |
2.7% |
0-109 |
0.3% |
38% |
False |
False |
931,425 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
121-186 |
|
2.618 |
120-172 |
|
1.618 |
119-287 |
|
1.000 |
119-160 |
|
0.618 |
119-082 |
|
HIGH |
118-275 |
|
0.618 |
118-197 |
|
0.500 |
118-173 |
|
0.382 |
118-148 |
|
LOW |
118-070 |
|
0.618 |
117-263 |
|
1.000 |
117-185 |
|
1.618 |
117-058 |
|
2.618 |
116-173 |
|
4.250 |
115-159 |
|
|
| Fisher Pivots for day following 24-Oct-2018 |
| Pivot |
1 day |
3 day |
| R1 |
118-191 |
118-173 |
| PP |
118-182 |
118-145 |
| S1 |
118-173 |
118-118 |
|