ECBOT 10 Year T-Note Future December 2018
| Trading Metrics calculated at close of trading on 28-Nov-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Nov-2018 |
28-Nov-2018 |
Change |
Change % |
Previous Week |
| Open |
119-080 |
119-075 |
-0-005 |
0.0% |
119-080 |
| High |
119-105 |
119-130 |
0-025 |
0.1% |
119-145 |
| Low |
119-035 |
119-025 |
-0-010 |
0.0% |
119-005 |
| Close |
119-080 |
119-125 |
0-045 |
0.1% |
119-090 |
| Range |
0-070 |
0-105 |
0-035 |
50.1% |
0-140 |
| ATR |
0-123 |
0-122 |
-0-001 |
-1.1% |
0-000 |
| Volume |
3,153,782 |
3,081,143 |
-72,639 |
-2.3% |
6,963,685 |
|
| Daily Pivots for day following 28-Nov-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
120-088 |
120-052 |
119-183 |
|
| R3 |
119-303 |
119-267 |
119-154 |
|
| R2 |
119-198 |
119-198 |
119-144 |
|
| R1 |
119-162 |
119-162 |
119-135 |
119-180 |
| PP |
119-093 |
119-093 |
119-093 |
119-103 |
| S1 |
119-057 |
119-057 |
119-115 |
119-075 |
| S2 |
118-308 |
118-308 |
119-106 |
|
| S3 |
118-203 |
118-272 |
119-096 |
|
| S4 |
118-098 |
118-167 |
119-067 |
|
|
| 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% |
0-091 |
0.2% |
86% |
False |
False |
2,363,986 |
| 10 |
119-145 |
118-120 |
1-025 |
0.9% |
0-116 |
0.3% |
94% |
False |
False |
2,212,046 |
| 20 |
119-145 |
117-225 |
1-240 |
1.5% |
0-120 |
0.3% |
96% |
False |
False |
1,919,258 |
| 40 |
119-145 |
117-135 |
2-010 |
1.7% |
0-133 |
0.3% |
97% |
False |
False |
2,037,306 |
| 60 |
120-075 |
117-135 |
2-260 |
2.4% |
0-123 |
0.3% |
70% |
False |
False |
1,838,488 |
| 80 |
120-200 |
117-135 |
3-065 |
2.7% |
0-118 |
0.3% |
61% |
False |
False |
1,521,264 |
| 100 |
120-200 |
117-135 |
3-065 |
2.7% |
0-113 |
0.3% |
61% |
False |
False |
1,217,390 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
120-256 |
|
2.618 |
120-085 |
|
1.618 |
119-300 |
|
1.000 |
119-235 |
|
0.618 |
119-195 |
|
HIGH |
119-130 |
|
0.618 |
119-090 |
|
0.500 |
119-078 |
|
0.382 |
119-065 |
|
LOW |
119-025 |
|
0.618 |
118-280 |
|
1.000 |
118-240 |
|
1.618 |
118-175 |
|
2.618 |
118-070 |
|
4.250 |
117-219 |
|
|
| Fisher Pivots for day following 28-Nov-2018 |
| Pivot |
1 day |
3 day |
| R1 |
119-109 |
119-108 |
| PP |
119-093 |
119-092 |
| S1 |
119-078 |
119-075 |
|