ECBOT 10 Year T-Note Future December 2018
| Trading Metrics calculated at close of trading on 12-Nov-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Nov-2018 |
12-Nov-2018 |
Change |
Change % |
Previous Week |
| Open |
117-240 |
118-055 |
0-135 |
0.4% |
118-015 |
| High |
118-065 |
118-150 |
0-085 |
0.2% |
118-085 |
| Low |
117-235 |
118-035 |
0-120 |
0.3% |
117-225 |
| Close |
118-040 |
118-125 |
0-085 |
0.2% |
118-040 |
| Range |
0-150 |
0-115 |
-0-035 |
-23.3% |
0-180 |
| ATR |
0-136 |
0-135 |
-0-002 |
-1.1% |
0-000 |
| Volume |
1,697,861 |
563,274 |
-1,134,587 |
-66.8% |
7,799,874 |
|
| Daily Pivots for day following 12-Nov-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
119-128 |
119-082 |
118-188 |
|
| R3 |
119-013 |
118-287 |
118-157 |
|
| R2 |
118-218 |
118-218 |
118-146 |
|
| R1 |
118-172 |
118-172 |
118-136 |
118-195 |
| PP |
118-103 |
118-103 |
118-103 |
118-115 |
| S1 |
118-057 |
118-057 |
118-114 |
118-080 |
| S2 |
117-308 |
117-308 |
118-104 |
|
| S3 |
117-193 |
117-262 |
118-093 |
|
| S4 |
117-078 |
117-147 |
118-062 |
|
|
| Weekly Pivots for week ending 09-Nov-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
119-230 |
119-155 |
118-139 |
|
| R3 |
119-050 |
118-295 |
118-090 |
|
| R2 |
118-190 |
118-190 |
118-073 |
|
| R1 |
118-115 |
118-115 |
118-056 |
118-152 |
| PP |
118-010 |
118-010 |
118-010 |
118-029 |
| S1 |
117-255 |
117-255 |
118-024 |
117-292 |
| S2 |
117-150 |
117-150 |
118-007 |
|
| S3 |
116-290 |
117-075 |
117-310 |
|
| S4 |
116-110 |
116-215 |
117-261 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
118-150 |
117-225 |
0-245 |
0.6% |
0-129 |
0.3% |
90% |
True |
False |
1,426,494 |
| 10 |
118-315 |
117-225 |
1-090 |
1.1% |
0-125 |
0.3% |
54% |
False |
False |
1,637,706 |
| 20 |
119-060 |
117-225 |
1-155 |
1.3% |
0-133 |
0.4% |
46% |
False |
False |
1,880,842 |
| 40 |
119-105 |
117-135 |
1-290 |
1.6% |
0-130 |
0.3% |
51% |
False |
False |
1,848,999 |
| 60 |
120-200 |
117-135 |
3-065 |
2.7% |
0-120 |
0.3% |
30% |
False |
False |
1,625,159 |
| 80 |
120-200 |
117-135 |
3-065 |
2.7% |
0-117 |
0.3% |
30% |
False |
False |
1,221,733 |
| 100 |
120-200 |
117-135 |
3-065 |
2.7% |
0-109 |
0.3% |
30% |
False |
False |
977,421 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
119-319 |
|
2.618 |
119-131 |
|
1.618 |
119-016 |
|
1.000 |
118-265 |
|
0.618 |
118-221 |
|
HIGH |
118-150 |
|
0.618 |
118-106 |
|
0.500 |
118-093 |
|
0.382 |
118-079 |
|
LOW |
118-035 |
|
0.618 |
117-284 |
|
1.000 |
117-240 |
|
1.618 |
117-169 |
|
2.618 |
117-054 |
|
4.250 |
116-186 |
|
|
| Fisher Pivots for day following 12-Nov-2018 |
| Pivot |
1 day |
3 day |
| R1 |
118-114 |
118-092 |
| PP |
118-103 |
118-060 |
| S1 |
118-093 |
118-028 |
|