ECBOT 10 Year T-Note Future December 2018
| Trading Metrics calculated at close of trading on 06-Nov-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Nov-2018 |
06-Nov-2018 |
Change |
Change % |
Previous Week |
| Open |
118-015 |
118-040 |
0-025 |
0.1% |
119-005 |
| High |
118-080 |
118-075 |
-0-005 |
0.0% |
119-055 |
| Low |
118-010 |
117-285 |
-0-045 |
-0.1% |
117-315 |
| Close |
118-045 |
118-000 |
-0-045 |
-0.1% |
118-015 |
| Range |
0-070 |
0-110 |
0-040 |
57.2% |
1-060 |
| ATR |
0-137 |
0-135 |
-0-002 |
-1.4% |
0-000 |
| Volume |
1,230,676 |
1,215,002 |
-15,674 |
-1.3% |
9,962,638 |
|
| Daily Pivots for day following 06-Nov-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
119-023 |
118-282 |
118-061 |
|
| R3 |
118-233 |
118-172 |
118-030 |
|
| R2 |
118-123 |
118-123 |
118-020 |
|
| R1 |
118-062 |
118-062 |
118-010 |
118-038 |
| PP |
118-013 |
118-013 |
118-013 |
118-001 |
| S1 |
117-272 |
117-272 |
117-310 |
117-247 |
| S2 |
117-223 |
117-223 |
117-300 |
|
| S3 |
117-113 |
117-162 |
117-290 |
|
| S4 |
117-003 |
117-052 |
117-259 |
|
|
| 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 |
118-225 |
117-285 |
0-260 |
0.7% |
0-122 |
0.3% |
13% |
False |
True |
1,693,759 |
| 10 |
119-060 |
117-285 |
1-095 |
1.1% |
0-136 |
0.4% |
8% |
False |
True |
2,001,904 |
| 20 |
119-060 |
117-175 |
1-205 |
1.4% |
0-135 |
0.4% |
28% |
False |
False |
2,065,632 |
| 40 |
119-190 |
117-135 |
2-055 |
1.8% |
0-125 |
0.3% |
27% |
False |
False |
1,836,023 |
| 60 |
120-200 |
117-135 |
3-065 |
2.7% |
0-117 |
0.3% |
18% |
False |
False |
1,528,699 |
| 80 |
120-200 |
117-135 |
3-065 |
2.7% |
0-115 |
0.3% |
18% |
False |
False |
1,147,779 |
| 100 |
120-200 |
117-135 |
3-065 |
2.7% |
0-105 |
0.3% |
18% |
False |
False |
918,247 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
119-223 |
|
2.618 |
119-043 |
|
1.618 |
118-253 |
|
1.000 |
118-185 |
|
0.618 |
118-143 |
|
HIGH |
118-075 |
|
0.618 |
118-033 |
|
0.500 |
118-020 |
|
0.382 |
118-007 |
|
LOW |
117-285 |
|
0.618 |
117-217 |
|
1.000 |
117-175 |
|
1.618 |
117-107 |
|
2.618 |
116-317 |
|
4.250 |
116-137 |
|
|
| Fisher Pivots for day following 06-Nov-2018 |
| Pivot |
1 day |
3 day |
| R1 |
118-020 |
118-095 |
| PP |
118-013 |
118-063 |
| S1 |
118-007 |
118-032 |
|