ECBOT 10 Year T-Note Future December 2018
| Trading Metrics calculated at close of trading on 05-Nov-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Nov-2018 |
05-Nov-2018 |
Change |
Change % |
Previous Week |
| Open |
118-215 |
118-015 |
-0-200 |
-0.5% |
119-005 |
| High |
118-225 |
118-080 |
-0-145 |
-0.4% |
119-055 |
| Low |
117-315 |
118-010 |
0-015 |
0.0% |
117-315 |
| Close |
118-015 |
118-045 |
0-030 |
0.1% |
118-015 |
| Range |
0-230 |
0-070 |
-0-160 |
-69.6% |
1-060 |
| ATR |
0-143 |
0-137 |
-0-005 |
-3.6% |
0-000 |
| Volume |
2,411,856 |
1,230,676 |
-1,181,180 |
-49.0% |
9,962,638 |
|
| Daily Pivots for day following 05-Nov-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
118-255 |
118-220 |
118-083 |
|
| R3 |
118-185 |
118-150 |
118-064 |
|
| R2 |
118-115 |
118-115 |
118-058 |
|
| R1 |
118-080 |
118-080 |
118-051 |
118-097 |
| PP |
118-045 |
118-045 |
118-045 |
118-054 |
| S1 |
118-010 |
118-010 |
118-039 |
118-028 |
| S2 |
117-295 |
117-295 |
118-032 |
|
| S3 |
117-225 |
117-260 |
118-026 |
|
| S4 |
117-155 |
117-190 |
118-007 |
|
|
| 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 |
118-315 |
117-315 |
1-000 |
0.8% |
0-121 |
0.3% |
16% |
False |
False |
1,848,918 |
| 10 |
119-060 |
117-310 |
1-070 |
1.0% |
0-147 |
0.4% |
14% |
False |
False |
2,172,792 |
| 20 |
119-060 |
117-150 |
1-230 |
1.5% |
0-136 |
0.4% |
39% |
False |
False |
2,101,752 |
| 40 |
119-225 |
117-135 |
2-090 |
1.9% |
0-126 |
0.3% |
32% |
False |
False |
1,840,360 |
| 60 |
120-200 |
117-135 |
3-065 |
2.7% |
0-117 |
0.3% |
22% |
False |
False |
1,508,830 |
| 80 |
120-200 |
117-135 |
3-065 |
2.7% |
0-114 |
0.3% |
22% |
False |
False |
1,132,592 |
| 100 |
120-200 |
117-135 |
3-065 |
2.7% |
0-104 |
0.3% |
22% |
False |
False |
906,097 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
119-057 |
|
2.618 |
118-263 |
|
1.618 |
118-193 |
|
1.000 |
118-150 |
|
0.618 |
118-123 |
|
HIGH |
118-080 |
|
0.618 |
118-053 |
|
0.500 |
118-045 |
|
0.382 |
118-037 |
|
LOW |
118-010 |
|
0.618 |
117-287 |
|
1.000 |
117-260 |
|
1.618 |
117-217 |
|
2.618 |
117-147 |
|
4.250 |
117-033 |
|
|
| Fisher Pivots for day following 05-Nov-2018 |
| Pivot |
1 day |
3 day |
| R1 |
118-045 |
118-110 |
| PP |
118-045 |
118-088 |
| S1 |
118-045 |
118-067 |
|