ECBOT 10 Year T-Note Future December 2018
Trading Metrics calculated at close of trading on 27-Nov-2018 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Nov-2018 |
27-Nov-2018 |
Change |
Change % |
Previous Week |
Open |
119-105 |
119-080 |
-0-025 |
-0.1% |
119-080 |
High |
119-115 |
119-105 |
-0-010 |
0.0% |
119-145 |
Low |
119-020 |
119-035 |
0-015 |
0.0% |
119-005 |
Close |
119-045 |
119-080 |
0-035 |
0.1% |
119-090 |
Range |
0-095 |
0-070 |
-0-025 |
-26.3% |
0-140 |
ATR |
0-127 |
0-123 |
-0-004 |
-3.2% |
0-000 |
Volume |
2,513,332 |
3,153,782 |
640,450 |
25.5% |
6,963,685 |
|
Daily Pivots for day following 27-Nov-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
119-283 |
119-252 |
119-118 |
|
R3 |
119-213 |
119-182 |
119-099 |
|
R2 |
119-143 |
119-143 |
119-093 |
|
R1 |
119-112 |
119-112 |
119-086 |
119-115 |
PP |
119-073 |
119-073 |
119-073 |
119-075 |
S1 |
119-042 |
119-042 |
119-074 |
119-045 |
S2 |
119-003 |
119-003 |
119-067 |
|
S3 |
118-253 |
118-292 |
119-061 |
|
S4 |
118-183 |
118-222 |
119-042 |
|
|
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 |
119-005 |
0-140 |
0.4% |
0-086 |
0.2% |
54% |
False |
False |
2,192,807 |
10 |
119-145 |
118-075 |
1-070 |
1.0% |
0-116 |
0.3% |
83% |
False |
False |
2,091,775 |
20 |
119-145 |
117-225 |
1-240 |
1.5% |
0-120 |
0.3% |
88% |
False |
False |
1,864,740 |
40 |
119-145 |
117-135 |
2-010 |
1.7% |
0-133 |
0.3% |
90% |
False |
False |
2,001,570 |
60 |
120-095 |
117-135 |
2-280 |
2.4% |
0-123 |
0.3% |
64% |
False |
False |
1,811,174 |
80 |
120-200 |
117-135 |
3-065 |
2.7% |
0-118 |
0.3% |
57% |
False |
False |
1,482,817 |
100 |
120-200 |
117-135 |
3-065 |
2.7% |
0-113 |
0.3% |
57% |
False |
False |
1,186,579 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
120-082 |
2.618 |
119-288 |
1.618 |
119-218 |
1.000 |
119-175 |
0.618 |
119-148 |
HIGH |
119-105 |
0.618 |
119-078 |
0.500 |
119-070 |
0.382 |
119-062 |
LOW |
119-035 |
0.618 |
118-312 |
1.000 |
118-285 |
1.618 |
118-242 |
2.618 |
118-172 |
4.250 |
118-058 |
|
|
Fisher Pivots for day following 27-Nov-2018 |
Pivot |
1 day |
3 day |
R1 |
119-077 |
119-082 |
PP |
119-073 |
119-082 |
S1 |
119-070 |
119-081 |
|