ECBOT 10 Year T-Note Future December 2018
| Trading Metrics calculated at close of trading on 25-Oct-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Oct-2018 |
25-Oct-2018 |
Change |
Change % |
Previous Week |
| Open |
118-080 |
118-245 |
0-165 |
0.4% |
118-055 |
| High |
118-275 |
118-270 |
-0-005 |
0.0% |
118-105 |
| Low |
118-070 |
118-140 |
0-070 |
0.2% |
117-250 |
| Close |
118-200 |
118-170 |
-0-030 |
-0.1% |
117-305 |
| Range |
0-205 |
0-130 |
-0-075 |
-36.6% |
0-175 |
| ATR |
0-136 |
0-136 |
0-000 |
-0.3% |
0-000 |
| Volume |
2,709,457 |
2,132,579 |
-576,878 |
-21.3% |
8,761,709 |
|
| Daily Pivots for day following 25-Oct-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
119-263 |
119-187 |
118-242 |
|
| R3 |
119-133 |
119-057 |
118-206 |
|
| R2 |
119-003 |
119-003 |
118-194 |
|
| R1 |
118-247 |
118-247 |
118-182 |
118-220 |
| PP |
118-193 |
118-193 |
118-193 |
118-180 |
| S1 |
118-117 |
118-117 |
118-158 |
118-090 |
| S2 |
118-063 |
118-063 |
118-146 |
|
| S3 |
117-253 |
117-307 |
118-134 |
|
| S4 |
117-123 |
117-177 |
118-099 |
|
|
| 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 |
117-280 |
0-315 |
0.8% |
0-146 |
0.4% |
67% |
False |
False |
2,226,686 |
| 10 |
118-275 |
117-250 |
1-025 |
0.9% |
0-130 |
0.3% |
70% |
False |
False |
1,991,839 |
| 20 |
119-000 |
117-135 |
1-185 |
1.3% |
0-139 |
0.4% |
70% |
False |
False |
2,051,357 |
| 40 |
120-125 |
117-135 |
2-310 |
2.5% |
0-121 |
0.3% |
37% |
False |
False |
1,744,534 |
| 60 |
120-200 |
117-135 |
3-065 |
2.7% |
0-115 |
0.3% |
35% |
False |
False |
1,277,065 |
| 80 |
120-200 |
117-135 |
3-065 |
2.7% |
0-109 |
0.3% |
35% |
False |
False |
958,080 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
120-183 |
|
2.618 |
119-290 |
|
1.618 |
119-160 |
|
1.000 |
119-080 |
|
0.618 |
119-030 |
|
HIGH |
118-270 |
|
0.618 |
118-220 |
|
0.500 |
118-205 |
|
0.382 |
118-190 |
|
LOW |
118-140 |
|
0.618 |
118-060 |
|
1.000 |
118-010 |
|
1.618 |
117-250 |
|
2.618 |
117-120 |
|
4.250 |
116-227 |
|
|
| Fisher Pivots for day following 25-Oct-2018 |
| Pivot |
1 day |
3 day |
| R1 |
118-205 |
118-158 |
| PP |
118-193 |
118-145 |
| S1 |
118-182 |
118-133 |
|