ECBOT 10 Year T-Note Future March 2019
| Trading Metrics calculated at close of trading on 13-Dec-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Dec-2018 |
13-Dec-2018 |
Change |
Change % |
Previous Week |
| Open |
120-140 |
120-065 |
-0-075 |
-0.2% |
119-090 |
| High |
120-155 |
120-115 |
-0-040 |
-0.1% |
120-275 |
| Low |
120-045 |
120-045 |
0-000 |
0.0% |
119-045 |
| Close |
120-075 |
120-075 |
0-000 |
0.0% |
120-230 |
| Range |
0-110 |
0-070 |
-0-040 |
-36.4% |
1-230 |
| ATR |
0-135 |
0-130 |
-0-005 |
-3.4% |
0-000 |
| Volume |
1,513,971 |
1,384,310 |
-129,661 |
-8.6% |
7,360,738 |
|
| Daily Pivots for day following 13-Dec-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
120-288 |
120-252 |
120-114 |
|
| R3 |
120-218 |
120-182 |
120-094 |
|
| R2 |
120-148 |
120-148 |
120-088 |
|
| R1 |
120-112 |
120-112 |
120-081 |
120-130 |
| PP |
120-078 |
120-078 |
120-078 |
120-088 |
| S1 |
120-042 |
120-042 |
120-069 |
120-060 |
| S2 |
120-008 |
120-008 |
120-062 |
|
| S3 |
119-258 |
119-292 |
120-056 |
|
| S4 |
119-188 |
119-222 |
120-036 |
|
|
| 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 |
120-045 |
0-255 |
0.7% |
0-122 |
0.3% |
12% |
False |
True |
1,832,497 |
| 10 |
120-300 |
119-045 |
1-255 |
1.5% |
0-138 |
0.4% |
61% |
False |
False |
1,586,104 |
| 20 |
120-300 |
118-135 |
2-165 |
2.1% |
0-124 |
0.3% |
72% |
False |
False |
1,233,443 |
| 40 |
120-300 |
117-150 |
3-150 |
2.9% |
0-128 |
0.3% |
80% |
False |
False |
625,528 |
| 60 |
120-300 |
117-055 |
3-245 |
3.1% |
0-121 |
0.3% |
81% |
False |
False |
417,699 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
121-093 |
|
2.618 |
120-298 |
|
1.618 |
120-228 |
|
1.000 |
120-185 |
|
0.618 |
120-158 |
|
HIGH |
120-115 |
|
0.618 |
120-088 |
|
0.500 |
120-080 |
|
0.382 |
120-072 |
|
LOW |
120-045 |
|
0.618 |
120-002 |
|
1.000 |
119-295 |
|
1.618 |
119-252 |
|
2.618 |
119-182 |
|
4.250 |
119-067 |
|
|
| Fisher Pivots for day following 13-Dec-2018 |
| Pivot |
1 day |
3 day |
| R1 |
120-080 |
120-145 |
| PP |
120-078 |
120-122 |
| S1 |
120-077 |
120-098 |
|