ECBOT 10 Year T-Note Future December 2018
| Trading Metrics calculated at close of trading on 19-Nov-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Nov-2018 |
19-Nov-2018 |
Change |
Change % |
Previous Week |
| Open |
118-260 |
119-080 |
0-140 |
0.4% |
118-055 |
| High |
119-080 |
119-120 |
0-040 |
0.1% |
119-080 |
| Low |
118-245 |
119-005 |
0-080 |
0.2% |
118-035 |
| Close |
119-050 |
119-095 |
0-045 |
0.1% |
119-050 |
| Range |
0-155 |
0-115 |
-0-040 |
-25.8% |
1-045 |
| ATR |
0-140 |
0-138 |
-0-002 |
-1.3% |
0-000 |
| Volume |
1,826,749 |
1,666,762 |
-159,987 |
-8.8% |
8,850,228 |
|
| Daily Pivots for day following 19-Nov-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
120-098 |
120-052 |
119-158 |
|
| R3 |
119-303 |
119-257 |
119-127 |
|
| R2 |
119-188 |
119-188 |
119-116 |
|
| R1 |
119-142 |
119-142 |
119-106 |
119-165 |
| PP |
119-073 |
119-073 |
119-073 |
119-085 |
| S1 |
119-027 |
119-027 |
119-084 |
119-050 |
| S2 |
118-278 |
118-278 |
119-074 |
|
| S3 |
118-163 |
118-232 |
119-063 |
|
| S4 |
118-048 |
118-117 |
119-032 |
|
|
| Weekly Pivots for week ending 16-Nov-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
122-083 |
121-272 |
119-251 |
|
| R3 |
121-038 |
120-227 |
119-150 |
|
| R2 |
119-313 |
119-313 |
119-117 |
|
| R1 |
119-182 |
119-182 |
119-083 |
119-248 |
| PP |
118-268 |
118-268 |
118-268 |
118-301 |
| S1 |
118-137 |
118-137 |
119-017 |
118-203 |
| S2 |
117-223 |
117-223 |
118-303 |
|
| S3 |
116-178 |
117-092 |
118-270 |
|
| S4 |
115-133 |
116-047 |
118-169 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
119-120 |
118-075 |
1-045 |
1.0% |
0-146 |
0.4% |
93% |
True |
False |
1,990,743 |
| 10 |
119-120 |
117-225 |
1-215 |
1.4% |
0-138 |
0.4% |
95% |
True |
False |
1,708,618 |
| 20 |
119-120 |
117-225 |
1-215 |
1.4% |
0-142 |
0.4% |
95% |
True |
False |
1,940,705 |
| 40 |
119-120 |
117-135 |
1-305 |
1.6% |
0-135 |
0.4% |
96% |
True |
False |
1,907,034 |
| 60 |
120-175 |
117-135 |
3-040 |
2.6% |
0-124 |
0.3% |
60% |
False |
False |
1,763,692 |
| 80 |
120-200 |
117-135 |
3-065 |
2.7% |
0-119 |
0.3% |
59% |
False |
False |
1,345,992 |
| 100 |
120-200 |
117-135 |
3-065 |
2.7% |
0-113 |
0.3% |
59% |
False |
False |
1,076,953 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
120-289 |
|
2.618 |
120-101 |
|
1.618 |
119-306 |
|
1.000 |
119-235 |
|
0.618 |
119-191 |
|
HIGH |
119-120 |
|
0.618 |
119-076 |
|
0.500 |
119-062 |
|
0.382 |
119-049 |
|
LOW |
119-005 |
|
0.618 |
118-254 |
|
1.000 |
118-210 |
|
1.618 |
118-139 |
|
2.618 |
118-024 |
|
4.250 |
117-156 |
|
|
| Fisher Pivots for day following 19-Nov-2018 |
| Pivot |
1 day |
3 day |
| R1 |
119-084 |
119-063 |
| PP |
119-073 |
119-030 |
| S1 |
119-062 |
118-318 |
|