ECBOT 10 Year T-Note Future March 2019
| Trading Metrics calculated at close of trading on 12-Dec-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Dec-2018 |
12-Dec-2018 |
Change |
Change % |
Previous Week |
| Open |
120-200 |
120-140 |
-0-060 |
-0.2% |
119-090 |
| High |
120-245 |
120-155 |
-0-090 |
-0.2% |
120-275 |
| Low |
120-110 |
120-045 |
-0-065 |
-0.2% |
119-045 |
| Close |
120-135 |
120-075 |
-0-060 |
-0.2% |
120-230 |
| Range |
0-135 |
0-110 |
-0-025 |
-18.5% |
1-230 |
| ATR |
0-137 |
0-135 |
-0-002 |
-1.4% |
0-000 |
| Volume |
1,882,278 |
1,513,971 |
-368,307 |
-19.6% |
7,360,738 |
|
| Daily Pivots for day following 12-Dec-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
121-102 |
121-038 |
120-136 |
|
| R3 |
120-312 |
120-248 |
120-105 |
|
| R2 |
120-202 |
120-202 |
120-095 |
|
| R1 |
120-138 |
120-138 |
120-085 |
120-115 |
| PP |
120-092 |
120-092 |
120-092 |
120-080 |
| S1 |
120-028 |
120-028 |
120-065 |
120-005 |
| S2 |
119-302 |
119-302 |
120-055 |
|
| S3 |
119-192 |
119-238 |
120-045 |
|
| S4 |
119-082 |
119-128 |
120-014 |
|
|
| 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% |
0-163 |
0.4% |
25% |
False |
False |
2,244,722 |
| 10 |
120-300 |
119-030 |
1-270 |
1.5% |
0-148 |
0.4% |
62% |
False |
False |
1,645,210 |
| 20 |
120-300 |
118-050 |
2-250 |
2.3% |
0-130 |
0.3% |
75% |
False |
False |
1,166,721 |
| 40 |
120-300 |
117-150 |
3-150 |
2.9% |
0-130 |
0.3% |
80% |
False |
False |
590,988 |
| 60 |
120-300 |
117-055 |
3-245 |
3.1% |
0-120 |
0.3% |
81% |
False |
False |
394,627 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
121-303 |
|
2.618 |
121-123 |
|
1.618 |
121-013 |
|
1.000 |
120-265 |
|
0.618 |
120-223 |
|
HIGH |
120-155 |
|
0.618 |
120-113 |
|
0.500 |
120-100 |
|
0.382 |
120-087 |
|
LOW |
120-045 |
|
0.618 |
119-297 |
|
1.000 |
119-255 |
|
1.618 |
119-187 |
|
2.618 |
119-077 |
|
4.250 |
118-217 |
|
|
| Fisher Pivots for day following 12-Dec-2018 |
| Pivot |
1 day |
3 day |
| R1 |
120-100 |
120-172 |
| PP |
120-092 |
120-140 |
| S1 |
120-083 |
120-108 |
|