ECBOT 10 Year T-Note Future December 2018
| Trading Metrics calculated at close of trading on 20-Nov-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Nov-2018 |
20-Nov-2018 |
Change |
Change % |
Previous Week |
| Open |
119-080 |
119-075 |
-0-005 |
0.0% |
118-055 |
| High |
119-120 |
119-140 |
0-020 |
0.1% |
119-080 |
| Low |
119-005 |
119-060 |
0-055 |
0.1% |
118-035 |
| Close |
119-095 |
119-110 |
0-015 |
0.0% |
119-050 |
| Range |
0-115 |
0-080 |
-0-035 |
-30.4% |
1-045 |
| ATR |
0-138 |
0-134 |
-0-004 |
-3.0% |
0-000 |
| Volume |
1,666,762 |
2,225,246 |
558,484 |
33.5% |
8,850,228 |
|
| Daily Pivots for day following 20-Nov-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
120-023 |
119-307 |
119-154 |
|
| R3 |
119-263 |
119-227 |
119-132 |
|
| R2 |
119-183 |
119-183 |
119-125 |
|
| R1 |
119-147 |
119-147 |
119-117 |
119-165 |
| PP |
119-103 |
119-103 |
119-103 |
119-113 |
| S1 |
119-067 |
119-067 |
119-103 |
119-085 |
| S2 |
119-023 |
119-023 |
119-095 |
|
| S3 |
118-263 |
118-307 |
119-088 |
|
| S4 |
118-183 |
118-227 |
119-066 |
|
|
| 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 |
119-140 |
118-120 |
1-020 |
0.9% |
0-140 |
0.4% |
91% |
True |
False |
2,060,106 |
| 10 |
119-140 |
117-225 |
1-235 |
1.5% |
0-134 |
0.4% |
95% |
True |
False |
1,809,643 |
| 20 |
119-140 |
117-225 |
1-235 |
1.5% |
0-135 |
0.4% |
95% |
True |
False |
1,905,773 |
| 40 |
119-140 |
117-135 |
2-005 |
1.7% |
0-135 |
0.4% |
95% |
True |
False |
1,933,811 |
| 60 |
120-125 |
117-135 |
2-310 |
2.5% |
0-124 |
0.3% |
65% |
False |
False |
1,786,206 |
| 80 |
120-200 |
117-135 |
3-065 |
2.7% |
0-119 |
0.3% |
60% |
False |
False |
1,373,794 |
| 100 |
120-200 |
117-135 |
3-065 |
2.7% |
0-114 |
0.3% |
60% |
False |
False |
1,099,201 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
120-160 |
|
2.618 |
120-029 |
|
1.618 |
119-269 |
|
1.000 |
119-220 |
|
0.618 |
119-189 |
|
HIGH |
119-140 |
|
0.618 |
119-109 |
|
0.500 |
119-100 |
|
0.382 |
119-091 |
|
LOW |
119-060 |
|
0.618 |
119-011 |
|
1.000 |
118-300 |
|
1.618 |
118-251 |
|
2.618 |
118-171 |
|
4.250 |
118-040 |
|
|
| Fisher Pivots for day following 20-Nov-2018 |
| Pivot |
1 day |
3 day |
| R1 |
119-107 |
119-084 |
| PP |
119-103 |
119-058 |
| S1 |
119-100 |
119-032 |
|