ECBOT 10 Year T-Note Future March 2019
| Trading Metrics calculated at close of trading on 11-Dec-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Dec-2018 |
11-Dec-2018 |
Change |
Change % |
Previous Week |
| Open |
120-250 |
120-200 |
-0-050 |
-0.1% |
119-090 |
| High |
120-300 |
120-245 |
-0-055 |
-0.1% |
120-275 |
| Low |
120-180 |
120-110 |
-0-070 |
-0.2% |
119-045 |
| Close |
120-210 |
120-135 |
-0-075 |
-0.2% |
120-230 |
| Range |
0-120 |
0-135 |
0-015 |
12.5% |
1-230 |
| ATR |
0-137 |
0-137 |
0-000 |
-0.1% |
0-000 |
| Volume |
2,156,718 |
1,882,278 |
-274,440 |
-12.7% |
7,360,738 |
|
| Daily Pivots for day following 11-Dec-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
121-248 |
121-167 |
120-209 |
|
| R3 |
121-113 |
121-032 |
120-172 |
|
| R2 |
120-298 |
120-298 |
120-160 |
|
| R1 |
120-217 |
120-217 |
120-147 |
120-190 |
| PP |
120-163 |
120-163 |
120-163 |
120-150 |
| S1 |
120-082 |
120-082 |
120-123 |
120-055 |
| S2 |
120-028 |
120-028 |
120-110 |
|
| S3 |
119-213 |
119-267 |
120-098 |
|
| S4 |
119-078 |
119-132 |
120-061 |
|
|
| Weekly Pivots for week ending 07-Dec-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
125-127 |
124-248 |
121-213 |
|
| R3 |
123-217 |
123-018 |
121-061 |
|
| R2 |
121-307 |
121-307 |
121-011 |
|
| R1 |
121-108 |
121-108 |
120-280 |
121-208 |
| PP |
120-077 |
120-077 |
120-077 |
120-126 |
| S1 |
119-198 |
119-198 |
120-180 |
119-298 |
| S2 |
118-167 |
118-167 |
120-129 |
|
| S3 |
116-257 |
117-288 |
120-079 |
|
| S4 |
115-027 |
116-058 |
119-248 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
120-300 |
120-000 |
0-300 |
0.8% |
0-141 |
0.4% |
45% |
False |
False |
1,944,058 |
| 10 |
120-300 |
118-305 |
1-315 |
1.6% |
0-148 |
0.4% |
74% |
False |
False |
1,724,695 |
| 20 |
120-300 |
118-005 |
2-295 |
2.4% |
0-130 |
0.3% |
82% |
False |
False |
1,092,224 |
| 40 |
120-300 |
117-150 |
3-150 |
2.9% |
0-128 |
0.3% |
85% |
False |
False |
553,182 |
| 60 |
120-300 |
117-055 |
3-245 |
3.1% |
0-120 |
0.3% |
86% |
False |
False |
369,394 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
122-179 |
|
2.618 |
121-278 |
|
1.618 |
121-143 |
|
1.000 |
121-060 |
|
0.618 |
121-008 |
|
HIGH |
120-245 |
|
0.618 |
120-193 |
|
0.500 |
120-178 |
|
0.382 |
120-162 |
|
LOW |
120-110 |
|
0.618 |
120-027 |
|
1.000 |
119-295 |
|
1.618 |
119-212 |
|
2.618 |
119-077 |
|
4.250 |
118-176 |
|
|
| Fisher Pivots for day following 11-Dec-2018 |
| Pivot |
1 day |
3 day |
| R1 |
120-178 |
120-180 |
| PP |
120-163 |
120-165 |
| S1 |
120-149 |
120-150 |
|