ECBOT 10 Year T-Note Future December 2018
| Trading Metrics calculated at close of trading on 21-Nov-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Nov-2018 |
21-Nov-2018 |
Change |
Change % |
Previous Week |
| Open |
119-075 |
119-065 |
-0-010 |
0.0% |
118-055 |
| High |
119-140 |
119-085 |
-0-055 |
-0.1% |
119-080 |
| Low |
119-060 |
119-005 |
-0-055 |
-0.1% |
118-035 |
| Close |
119-110 |
119-075 |
-0-035 |
-0.1% |
119-050 |
| Range |
0-080 |
0-080 |
0-000 |
0.0% |
1-045 |
| ATR |
0-134 |
0-132 |
-0-002 |
-1.5% |
0-000 |
| Volume |
2,225,246 |
1,824,157 |
-401,089 |
-18.0% |
8,850,228 |
|
| Daily Pivots for day following 21-Nov-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
119-295 |
119-265 |
119-119 |
|
| R3 |
119-215 |
119-185 |
119-097 |
|
| R2 |
119-135 |
119-135 |
119-090 |
|
| R1 |
119-105 |
119-105 |
119-082 |
119-120 |
| PP |
119-055 |
119-055 |
119-055 |
119-062 |
| S1 |
119-025 |
119-025 |
119-068 |
119-040 |
| S2 |
118-295 |
118-295 |
119-060 |
|
| S3 |
118-215 |
118-265 |
119-053 |
|
| S4 |
118-135 |
118-185 |
119-031 |
|
|
| 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 |
118-195 |
0-265 |
0.7% |
0-117 |
0.3% |
75% |
False |
False |
1,987,150 |
| 10 |
119-140 |
117-225 |
1-235 |
1.5% |
0-125 |
0.3% |
88% |
False |
False |
1,761,875 |
| 20 |
119-140 |
117-225 |
1-235 |
1.5% |
0-129 |
0.3% |
88% |
False |
False |
1,861,508 |
| 40 |
119-140 |
117-135 |
2-005 |
1.7% |
0-133 |
0.3% |
90% |
False |
False |
1,940,954 |
| 60 |
120-125 |
117-135 |
2-310 |
2.5% |
0-123 |
0.3% |
61% |
False |
False |
1,778,003 |
| 80 |
120-200 |
117-135 |
3-065 |
2.7% |
0-119 |
0.3% |
57% |
False |
False |
1,396,557 |
| 100 |
120-200 |
117-135 |
3-065 |
2.7% |
0-113 |
0.3% |
57% |
False |
False |
1,117,442 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
120-105 |
|
2.618 |
119-294 |
|
1.618 |
119-214 |
|
1.000 |
119-165 |
|
0.618 |
119-134 |
|
HIGH |
119-085 |
|
0.618 |
119-054 |
|
0.500 |
119-045 |
|
0.382 |
119-036 |
|
LOW |
119-005 |
|
0.618 |
118-276 |
|
1.000 |
118-245 |
|
1.618 |
118-196 |
|
2.618 |
118-116 |
|
4.250 |
117-305 |
|
|
| Fisher Pivots for day following 21-Nov-2018 |
| Pivot |
1 day |
3 day |
| R1 |
119-065 |
119-074 |
| PP |
119-055 |
119-073 |
| S1 |
119-045 |
119-072 |
|