ECBOT 10 Year T-Note Future December 2018
| Trading Metrics calculated at close of trading on 26-Oct-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Oct-2018 |
26-Oct-2018 |
Change |
Change % |
Previous Week |
| Open |
118-245 |
118-220 |
-0-025 |
-0.1% |
117-310 |
| High |
118-270 |
119-060 |
0-110 |
0.3% |
119-060 |
| Low |
118-140 |
118-215 |
0-075 |
0.2% |
117-280 |
| Close |
118-170 |
119-010 |
0-160 |
0.4% |
119-010 |
| Range |
0-130 |
0-165 |
0-035 |
26.9% |
1-100 |
| ATR |
0-136 |
0-141 |
0-005 |
3.9% |
0-000 |
| Volume |
2,132,579 |
2,768,692 |
636,113 |
29.8% |
11,945,421 |
|
| Daily Pivots for day following 26-Oct-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
120-163 |
120-092 |
119-101 |
|
| R3 |
119-318 |
119-247 |
119-055 |
|
| R2 |
119-153 |
119-153 |
119-040 |
|
| R1 |
119-082 |
119-082 |
119-025 |
119-118 |
| PP |
118-308 |
118-308 |
118-308 |
119-006 |
| S1 |
118-237 |
118-237 |
118-315 |
118-273 |
| S2 |
118-143 |
118-143 |
118-300 |
|
| S3 |
117-298 |
118-072 |
118-285 |
|
| S4 |
117-133 |
117-227 |
118-239 |
|
|
| Weekly Pivots for week ending 26-Oct-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
122-203 |
122-047 |
119-241 |
|
| R3 |
121-103 |
120-267 |
119-126 |
|
| R2 |
120-003 |
120-003 |
119-087 |
|
| R1 |
119-167 |
119-167 |
119-049 |
119-245 |
| PP |
118-223 |
118-223 |
118-223 |
118-263 |
| S1 |
118-067 |
118-067 |
118-292 |
118-145 |
| S2 |
117-123 |
117-123 |
118-253 |
|
| S3 |
116-023 |
116-287 |
118-215 |
|
| S4 |
114-243 |
115-187 |
118-099 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
119-060 |
117-280 |
1-100 |
1.1% |
0-160 |
0.4% |
88% |
True |
False |
2,389,084 |
| 10 |
119-060 |
117-250 |
1-130 |
1.2% |
0-132 |
0.3% |
89% |
True |
False |
2,070,713 |
| 20 |
119-060 |
117-135 |
1-245 |
1.5% |
0-143 |
0.4% |
91% |
True |
False |
2,104,110 |
| 40 |
120-125 |
117-135 |
2-310 |
2.5% |
0-123 |
0.3% |
54% |
False |
False |
1,781,087 |
| 60 |
120-200 |
117-135 |
3-065 |
2.7% |
0-116 |
0.3% |
50% |
False |
False |
1,323,118 |
| 80 |
120-200 |
117-135 |
3-065 |
2.7% |
0-110 |
0.3% |
50% |
False |
False |
992,683 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
121-121 |
|
2.618 |
120-172 |
|
1.618 |
120-007 |
|
1.000 |
119-225 |
|
0.618 |
119-162 |
|
HIGH |
119-060 |
|
0.618 |
118-317 |
|
0.500 |
118-298 |
|
0.382 |
118-278 |
|
LOW |
118-215 |
|
0.618 |
118-113 |
|
1.000 |
118-050 |
|
1.618 |
117-268 |
|
2.618 |
117-103 |
|
4.250 |
116-154 |
|
|
| Fisher Pivots for day following 26-Oct-2018 |
| Pivot |
1 day |
3 day |
| R1 |
118-319 |
118-295 |
| PP |
118-308 |
118-260 |
| S1 |
118-298 |
118-225 |
|