ECBOT 10 Year T-Note Future December 2018
| Trading Metrics calculated at close of trading on 30-Oct-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Oct-2018 |
30-Oct-2018 |
Change |
Change % |
Previous Week |
| Open |
119-005 |
118-305 |
-0-020 |
-0.1% |
117-310 |
| High |
119-055 |
118-315 |
-0-060 |
-0.2% |
119-060 |
| Low |
118-225 |
118-210 |
-0-015 |
0.0% |
117-280 |
| Close |
118-305 |
118-250 |
-0-055 |
-0.1% |
119-010 |
| Range |
0-150 |
0-105 |
-0-045 |
-30.0% |
1-100 |
| ATR |
0-141 |
0-139 |
-0-003 |
-1.8% |
0-000 |
| Volume |
1,948,721 |
1,990,798 |
42,077 |
2.2% |
11,945,421 |
|
| Daily Pivots for day following 30-Oct-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
119-253 |
119-197 |
118-308 |
|
| R3 |
119-148 |
119-092 |
118-279 |
|
| R2 |
119-043 |
119-043 |
118-269 |
|
| R1 |
118-307 |
118-307 |
118-260 |
118-283 |
| PP |
118-258 |
118-258 |
118-258 |
118-246 |
| S1 |
118-202 |
118-202 |
118-240 |
118-178 |
| S2 |
118-153 |
118-153 |
118-231 |
|
| S3 |
118-048 |
118-097 |
118-221 |
|
| S4 |
117-263 |
117-312 |
118-192 |
|
|
| 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 |
118-070 |
0-310 |
0.8% |
0-151 |
0.4% |
58% |
False |
False |
2,310,049 |
| 10 |
119-060 |
117-250 |
1-130 |
1.2% |
0-146 |
0.4% |
71% |
False |
False |
2,176,659 |
| 20 |
119-060 |
117-135 |
1-245 |
1.5% |
0-146 |
0.4% |
77% |
False |
False |
2,155,355 |
| 40 |
120-075 |
117-135 |
2-260 |
2.4% |
0-124 |
0.3% |
48% |
False |
False |
1,798,104 |
| 60 |
120-200 |
117-135 |
3-065 |
2.7% |
0-117 |
0.3% |
42% |
False |
False |
1,388,600 |
| 80 |
120-200 |
117-135 |
3-065 |
2.7% |
0-111 |
0.3% |
42% |
False |
False |
1,041,923 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
120-121 |
|
2.618 |
119-270 |
|
1.618 |
119-165 |
|
1.000 |
119-100 |
|
0.618 |
119-060 |
|
HIGH |
118-315 |
|
0.618 |
118-275 |
|
0.500 |
118-263 |
|
0.382 |
118-250 |
|
LOW |
118-210 |
|
0.618 |
118-145 |
|
1.000 |
118-105 |
|
1.618 |
118-040 |
|
2.618 |
117-255 |
|
4.250 |
117-084 |
|
|
| Fisher Pivots for day following 30-Oct-2018 |
| Pivot |
1 day |
3 day |
| R1 |
118-263 |
118-295 |
| PP |
118-258 |
118-280 |
| S1 |
118-254 |
118-265 |
|