ECBOT 10 Year T-Note Future December 2018
Trading Metrics calculated at close of trading on 03-Dec-2018 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Nov-2018 |
03-Dec-2018 |
Change |
Change % |
Previous Week |
Open |
119-150 |
119-120 |
-0-030 |
-0.1% |
119-105 |
High |
119-245 |
119-275 |
0-030 |
0.1% |
119-245 |
Low |
119-145 |
119-085 |
-0-060 |
-0.2% |
119-020 |
Close |
119-175 |
119-220 |
0-045 |
0.1% |
119-175 |
Range |
0-100 |
0-190 |
0-090 |
90.0% |
0-225 |
ATR |
0-124 |
0-128 |
0-005 |
3.8% |
0-000 |
Volume |
312,021 |
116,128 |
-195,893 |
-62.8% |
11,001,078 |
|
Daily Pivots for day following 03-Dec-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
121-123 |
121-042 |
120-005 |
|
R3 |
120-253 |
120-172 |
119-272 |
|
R2 |
120-063 |
120-063 |
119-255 |
|
R1 |
119-302 |
119-302 |
119-237 |
120-023 |
PP |
119-193 |
119-193 |
119-193 |
119-214 |
S1 |
119-112 |
119-112 |
119-203 |
119-152 |
S2 |
119-003 |
119-003 |
119-185 |
|
S3 |
118-133 |
118-242 |
119-168 |
|
S4 |
117-263 |
118-052 |
119-115 |
|
|
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 |
119-275 |
119-025 |
0-250 |
0.7% |
0-125 |
0.3% |
78% |
True |
False |
1,720,774 |
10 |
119-275 |
119-005 |
0-270 |
0.7% |
0-110 |
0.3% |
80% |
True |
False |
1,808,089 |
20 |
119-275 |
117-225 |
2-050 |
1.8% |
0-122 |
0.3% |
92% |
True |
False |
1,736,549 |
40 |
119-275 |
117-135 |
2-140 |
2.0% |
0-130 |
0.3% |
93% |
True |
False |
1,900,526 |
60 |
119-275 |
117-135 |
2-140 |
2.0% |
0-124 |
0.3% |
93% |
True |
False |
1,799,514 |
80 |
120-200 |
117-135 |
3-065 |
2.7% |
0-120 |
0.3% |
71% |
False |
False |
1,550,666 |
100 |
120-200 |
117-135 |
3-065 |
2.7% |
0-116 |
0.3% |
71% |
False |
False |
1,241,077 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
122-123 |
2.618 |
121-132 |
1.618 |
120-262 |
1.000 |
120-145 |
0.618 |
120-072 |
HIGH |
119-275 |
0.618 |
119-202 |
0.500 |
119-180 |
0.382 |
119-158 |
LOW |
119-085 |
0.618 |
118-288 |
1.000 |
118-215 |
1.618 |
118-098 |
2.618 |
117-228 |
4.250 |
116-237 |
|
|
Fisher Pivots for day following 03-Dec-2018 |
Pivot |
1 day |
3 day |
R1 |
119-207 |
119-205 |
PP |
119-193 |
119-190 |
S1 |
119-180 |
119-175 |
|