ECBOT 10 Year T-Note Future December 2018
| Trading Metrics calculated at close of trading on 07-Nov-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Nov-2018 |
07-Nov-2018 |
Change |
Change % |
Previous Week |
| Open |
118-040 |
117-290 |
-0-070 |
-0.2% |
119-005 |
| High |
118-075 |
118-085 |
0-010 |
0.0% |
119-055 |
| Low |
117-285 |
117-230 |
-0-055 |
-0.1% |
117-315 |
| Close |
118-000 |
117-315 |
-0-005 |
0.0% |
118-015 |
| Range |
0-110 |
0-175 |
0-065 |
59.0% |
1-060 |
| ATR |
0-135 |
0-138 |
0-003 |
2.1% |
0-000 |
| Volume |
1,215,002 |
2,301,837 |
1,086,835 |
89.5% |
9,962,638 |
|
| Daily Pivots for day following 07-Nov-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
119-202 |
119-113 |
118-091 |
|
| R3 |
119-027 |
118-258 |
118-043 |
|
| R2 |
118-172 |
118-172 |
118-027 |
|
| R1 |
118-083 |
118-083 |
118-011 |
118-127 |
| PP |
117-317 |
117-317 |
117-317 |
118-019 |
| S1 |
117-228 |
117-228 |
117-299 |
117-273 |
| S2 |
117-142 |
117-142 |
117-283 |
|
| S3 |
116-287 |
117-053 |
117-267 |
|
| S4 |
116-112 |
116-198 |
117-219 |
|
|
| 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 |
117-230 |
0-315 |
0.8% |
0-137 |
0.4% |
27% |
False |
True |
1,762,855 |
| 10 |
119-060 |
117-230 |
1-150 |
1.2% |
0-133 |
0.4% |
18% |
False |
True |
1,961,142 |
| 20 |
119-060 |
117-230 |
1-150 |
1.2% |
0-133 |
0.4% |
18% |
False |
True |
2,053,168 |
| 40 |
119-190 |
117-135 |
2-055 |
1.8% |
0-128 |
0.3% |
26% |
False |
False |
1,860,868 |
| 60 |
120-200 |
117-135 |
3-065 |
2.7% |
0-119 |
0.3% |
18% |
False |
False |
1,566,997 |
| 80 |
120-200 |
117-135 |
3-065 |
2.7% |
0-117 |
0.3% |
18% |
False |
False |
1,176,552 |
| 100 |
120-200 |
117-135 |
3-065 |
2.7% |
0-106 |
0.3% |
18% |
False |
False |
941,265 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
120-189 |
|
2.618 |
119-223 |
|
1.618 |
119-048 |
|
1.000 |
118-260 |
|
0.618 |
118-193 |
|
HIGH |
118-085 |
|
0.618 |
118-018 |
|
0.500 |
117-318 |
|
0.382 |
117-297 |
|
LOW |
117-230 |
|
0.618 |
117-122 |
|
1.000 |
117-055 |
|
1.618 |
116-267 |
|
2.618 |
116-092 |
|
4.250 |
115-126 |
|
|
| Fisher Pivots for day following 07-Nov-2018 |
| Pivot |
1 day |
3 day |
| R1 |
117-318 |
117-318 |
| PP |
117-317 |
117-317 |
| S1 |
117-316 |
117-316 |
|