ECBOT 10 Year T-Note Future December 2018
| Trading Metrics calculated at close of trading on 23-Nov-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Nov-2018 |
23-Nov-2018 |
Change |
Change % |
Previous Week |
| Open |
119-065 |
119-065 |
0-000 |
0.0% |
119-080 |
| High |
119-085 |
119-145 |
0-060 |
0.2% |
119-145 |
| Low |
119-005 |
119-040 |
0-035 |
0.1% |
119-005 |
| Close |
119-075 |
119-090 |
0-015 |
0.0% |
119-090 |
| Range |
0-080 |
0-105 |
0-025 |
31.2% |
0-140 |
| ATR |
0-132 |
0-130 |
-0-002 |
-1.5% |
0-000 |
| Volume |
1,824,157 |
1,247,520 |
-576,637 |
-31.6% |
6,963,685 |
|
| Daily Pivots for day following 23-Nov-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
120-087 |
120-033 |
119-148 |
|
| R3 |
119-302 |
119-248 |
119-119 |
|
| R2 |
119-197 |
119-197 |
119-109 |
|
| R1 |
119-143 |
119-143 |
119-100 |
119-170 |
| PP |
119-092 |
119-092 |
119-092 |
119-105 |
| S1 |
119-038 |
119-038 |
119-080 |
119-065 |
| S2 |
118-307 |
118-307 |
119-071 |
|
| S3 |
118-202 |
118-253 |
119-061 |
|
| S4 |
118-097 |
118-148 |
119-032 |
|
|
| Weekly Pivots for week ending 23-Nov-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
120-180 |
120-115 |
119-167 |
|
| R3 |
120-040 |
119-295 |
119-129 |
|
| R2 |
119-220 |
119-220 |
119-116 |
|
| R1 |
119-155 |
119-155 |
119-103 |
119-188 |
| PP |
119-080 |
119-080 |
119-080 |
119-096 |
| S1 |
119-015 |
119-015 |
119-077 |
119-048 |
| S2 |
118-260 |
118-260 |
119-064 |
|
| S3 |
118-120 |
118-195 |
119-052 |
|
| S4 |
117-300 |
118-055 |
119-013 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
119-145 |
118-245 |
0-220 |
0.6% |
0-107 |
0.3% |
75% |
True |
False |
1,758,086 |
| 10 |
119-145 |
117-235 |
1-230 |
1.4% |
0-126 |
0.3% |
90% |
True |
False |
1,751,177 |
| 20 |
119-145 |
117-225 |
1-240 |
1.5% |
0-128 |
0.3% |
90% |
True |
False |
1,817,255 |
| 40 |
119-145 |
117-135 |
2-010 |
1.7% |
0-133 |
0.3% |
92% |
True |
False |
1,934,306 |
| 60 |
120-125 |
117-135 |
2-310 |
2.5% |
0-123 |
0.3% |
63% |
False |
False |
1,768,775 |
| 80 |
120-200 |
117-135 |
3-065 |
2.7% |
0-118 |
0.3% |
58% |
False |
False |
1,412,113 |
| 100 |
120-200 |
117-135 |
3-065 |
2.7% |
0-113 |
0.3% |
58% |
False |
False |
1,129,915 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
120-271 |
|
2.618 |
120-100 |
|
1.618 |
119-315 |
|
1.000 |
119-250 |
|
0.618 |
119-210 |
|
HIGH |
119-145 |
|
0.618 |
119-105 |
|
0.500 |
119-092 |
|
0.382 |
119-080 |
|
LOW |
119-040 |
|
0.618 |
118-295 |
|
1.000 |
118-255 |
|
1.618 |
118-190 |
|
2.618 |
118-085 |
|
4.250 |
117-234 |
|
|
| Fisher Pivots for day following 23-Nov-2018 |
| Pivot |
1 day |
3 day |
| R1 |
119-092 |
119-085 |
| PP |
119-092 |
119-080 |
| S1 |
119-091 |
119-075 |
|