ECBOT 10 Year T-Note Future December 2018
| Trading Metrics calculated at close of trading on 13-Nov-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Nov-2018 |
13-Nov-2018 |
Change |
Change % |
Previous Week |
| Open |
118-055 |
118-135 |
0-080 |
0.2% |
118-015 |
| High |
118-150 |
118-185 |
0-035 |
0.1% |
118-085 |
| Low |
118-035 |
118-075 |
0-040 |
0.1% |
117-225 |
| Close |
118-125 |
118-165 |
0-040 |
0.1% |
118-040 |
| Range |
0-115 |
0-110 |
-0-005 |
-4.4% |
0-180 |
| ATR |
0-135 |
0-133 |
-0-002 |
-1.3% |
0-000 |
| Volume |
563,274 |
1,878,432 |
1,315,158 |
233.5% |
7,799,874 |
|
| Daily Pivots for day following 13-Nov-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
119-152 |
119-108 |
118-225 |
|
| R3 |
119-042 |
118-318 |
118-195 |
|
| R2 |
118-252 |
118-252 |
118-185 |
|
| R1 |
118-208 |
118-208 |
118-175 |
118-230 |
| PP |
118-142 |
118-142 |
118-142 |
118-152 |
| S1 |
118-098 |
118-098 |
118-155 |
118-120 |
| S2 |
118-032 |
118-032 |
118-145 |
|
| S3 |
117-242 |
117-308 |
118-135 |
|
| S4 |
117-132 |
117-198 |
118-105 |
|
|
| 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 |
118-185 |
117-225 |
0-280 |
0.7% |
0-129 |
0.3% |
93% |
True |
False |
1,559,180 |
| 10 |
118-225 |
117-225 |
1-000 |
0.8% |
0-125 |
0.3% |
81% |
False |
False |
1,626,469 |
| 20 |
119-060 |
117-225 |
1-155 |
1.3% |
0-135 |
0.4% |
55% |
False |
False |
1,901,564 |
| 40 |
119-060 |
117-135 |
1-245 |
1.5% |
0-128 |
0.3% |
62% |
False |
False |
1,851,570 |
| 60 |
120-200 |
117-135 |
3-065 |
2.7% |
0-119 |
0.3% |
34% |
False |
False |
1,655,250 |
| 80 |
120-200 |
117-135 |
3-065 |
2.7% |
0-115 |
0.3% |
34% |
False |
False |
1,245,193 |
| 100 |
120-200 |
117-135 |
3-065 |
2.7% |
0-110 |
0.3% |
34% |
False |
False |
996,205 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
120-012 |
|
2.618 |
119-153 |
|
1.618 |
119-043 |
|
1.000 |
118-295 |
|
0.618 |
118-253 |
|
HIGH |
118-185 |
|
0.618 |
118-143 |
|
0.500 |
118-130 |
|
0.382 |
118-117 |
|
LOW |
118-075 |
|
0.618 |
118-007 |
|
1.000 |
117-285 |
|
1.618 |
117-217 |
|
2.618 |
117-107 |
|
4.250 |
116-248 |
|
|
| Fisher Pivots for day following 13-Nov-2018 |
| Pivot |
1 day |
3 day |
| R1 |
118-153 |
118-127 |
| PP |
118-142 |
118-088 |
| S1 |
118-130 |
118-050 |
|