ECBOT 10 Year T-Note Future December 2018
| Trading Metrics calculated at close of trading on 02-Nov-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Nov-2018 |
02-Nov-2018 |
Change |
Change % |
Previous Week |
| Open |
118-165 |
118-215 |
0-050 |
0.1% |
119-005 |
| High |
118-210 |
118-225 |
0-015 |
0.0% |
119-055 |
| Low |
118-110 |
117-315 |
-0-115 |
-0.3% |
117-315 |
| Close |
118-185 |
118-015 |
-0-170 |
-0.4% |
118-015 |
| Range |
0-100 |
0-230 |
0-130 |
130.0% |
1-060 |
| ATR |
0-136 |
0-143 |
0-007 |
5.0% |
0-000 |
| Volume |
1,654,904 |
2,411,856 |
756,952 |
45.7% |
9,962,638 |
|
| Daily Pivots for day following 02-Nov-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
120-128 |
119-302 |
118-141 |
|
| R3 |
119-218 |
119-072 |
118-078 |
|
| R2 |
118-308 |
118-308 |
118-057 |
|
| R1 |
118-162 |
118-162 |
118-036 |
118-120 |
| PP |
118-078 |
118-078 |
118-078 |
118-058 |
| S1 |
117-252 |
117-252 |
117-314 |
117-210 |
| S2 |
117-168 |
117-168 |
117-293 |
|
| S3 |
116-258 |
117-022 |
117-272 |
|
| S4 |
116-028 |
116-112 |
117-209 |
|
|
| Weekly Pivots for week ending 02-Nov-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
121-308 |
121-062 |
118-224 |
|
| R3 |
120-248 |
120-002 |
118-120 |
|
| R2 |
119-188 |
119-188 |
118-085 |
|
| R1 |
118-262 |
118-262 |
118-050 |
118-195 |
| PP |
118-128 |
118-128 |
118-128 |
118-095 |
| S1 |
117-202 |
117-202 |
117-300 |
117-135 |
| S2 |
117-068 |
117-068 |
117-265 |
|
| S3 |
116-008 |
116-142 |
117-231 |
|
| S4 |
114-268 |
115-082 |
117-126 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
119-055 |
117-315 |
1-060 |
1.0% |
0-137 |
0.4% |
5% |
False |
True |
1,992,527 |
| 10 |
119-060 |
117-280 |
1-100 |
1.1% |
0-148 |
0.4% |
13% |
False |
False |
2,190,805 |
| 20 |
119-060 |
117-135 |
1-245 |
1.5% |
0-138 |
0.4% |
35% |
False |
False |
2,064,504 |
| 40 |
119-235 |
117-135 |
2-100 |
2.0% |
0-125 |
0.3% |
27% |
False |
False |
1,830,996 |
| 60 |
120-200 |
117-135 |
3-065 |
2.7% |
0-120 |
0.3% |
20% |
False |
False |
1,488,705 |
| 80 |
120-200 |
117-135 |
3-065 |
2.7% |
0-114 |
0.3% |
20% |
False |
False |
1,117,209 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
121-242 |
|
2.618 |
120-187 |
|
1.618 |
119-277 |
|
1.000 |
119-135 |
|
0.618 |
119-047 |
|
HIGH |
118-225 |
|
0.618 |
118-137 |
|
0.500 |
118-110 |
|
0.382 |
118-083 |
|
LOW |
117-315 |
|
0.618 |
117-173 |
|
1.000 |
117-085 |
|
1.618 |
116-263 |
|
2.618 |
116-033 |
|
4.250 |
114-298 |
|
|
| Fisher Pivots for day following 02-Nov-2018 |
| Pivot |
1 day |
3 day |
| R1 |
118-110 |
118-110 |
| PP |
118-078 |
118-078 |
| S1 |
118-047 |
118-047 |
|