ECBOT 10 Year T-Note Future December 2018
| Trading Metrics calculated at close of trading on 30-Nov-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Nov-2018 |
30-Nov-2018 |
Change |
Change % |
Previous Week |
| Open |
119-100 |
119-150 |
0-050 |
0.1% |
119-105 |
| High |
119-235 |
119-245 |
0-010 |
0.0% |
119-245 |
| Low |
119-075 |
119-145 |
0-070 |
0.2% |
119-020 |
| Close |
119-135 |
119-175 |
0-040 |
0.1% |
119-175 |
| Range |
0-160 |
0-100 |
-0-060 |
-37.5% |
0-225 |
| ATR |
0-125 |
0-124 |
-0-001 |
-0.8% |
0-000 |
| Volume |
1,940,800 |
312,021 |
-1,628,779 |
-83.9% |
11,001,078 |
|
| Daily Pivots for day following 30-Nov-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
120-168 |
120-112 |
119-230 |
|
| R3 |
120-068 |
120-012 |
119-203 |
|
| R2 |
119-288 |
119-288 |
119-193 |
|
| R1 |
119-232 |
119-232 |
119-184 |
119-260 |
| PP |
119-188 |
119-188 |
119-188 |
119-202 |
| S1 |
119-132 |
119-132 |
119-166 |
119-160 |
| S2 |
119-088 |
119-088 |
119-157 |
|
| S3 |
118-308 |
119-032 |
119-148 |
|
| S4 |
118-208 |
118-252 |
119-120 |
|
|
| Weekly Pivots for week ending 30-Nov-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
121-182 |
121-083 |
119-299 |
|
| R3 |
120-277 |
120-178 |
119-237 |
|
| R2 |
120-052 |
120-052 |
119-216 |
|
| R1 |
119-273 |
119-273 |
119-196 |
120-002 |
| PP |
119-147 |
119-147 |
119-147 |
119-171 |
| S1 |
119-048 |
119-048 |
119-154 |
119-098 |
| S2 |
118-242 |
118-242 |
119-134 |
|
| S3 |
118-017 |
118-143 |
119-113 |
|
| S4 |
117-112 |
117-238 |
119-051 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
119-245 |
119-020 |
0-225 |
0.6% |
0-106 |
0.3% |
69% |
True |
False |
2,200,215 |
| 10 |
119-245 |
118-245 |
1-000 |
0.8% |
0-107 |
0.3% |
78% |
True |
False |
1,979,151 |
| 20 |
119-245 |
117-225 |
2-020 |
1.7% |
0-123 |
0.3% |
89% |
True |
False |
1,851,336 |
| 40 |
119-245 |
117-135 |
2-110 |
2.0% |
0-129 |
0.3% |
91% |
True |
False |
1,956,703 |
| 60 |
120-075 |
117-135 |
2-260 |
2.4% |
0-124 |
0.3% |
76% |
False |
False |
1,832,073 |
| 80 |
120-200 |
117-135 |
3-065 |
2.7% |
0-119 |
0.3% |
66% |
False |
False |
1,549,311 |
| 100 |
120-200 |
117-135 |
3-065 |
2.7% |
0-114 |
0.3% |
66% |
False |
False |
1,239,917 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
121-030 |
|
2.618 |
120-187 |
|
1.618 |
120-087 |
|
1.000 |
120-025 |
|
0.618 |
119-307 |
|
HIGH |
119-245 |
|
0.618 |
119-207 |
|
0.500 |
119-195 |
|
0.382 |
119-183 |
|
LOW |
119-145 |
|
0.618 |
119-083 |
|
1.000 |
119-045 |
|
1.618 |
118-303 |
|
2.618 |
118-203 |
|
4.250 |
118-040 |
|
|
| Fisher Pivots for day following 30-Nov-2018 |
| Pivot |
1 day |
3 day |
| R1 |
119-195 |
119-162 |
| PP |
119-188 |
119-148 |
| S1 |
119-182 |
119-135 |
|