ECBOT 10 Year T-Note Future March 2019
| Trading Metrics calculated at close of trading on 17-Dec-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Dec-2018 |
17-Dec-2018 |
Change |
Change % |
Previous Week |
| Open |
120-070 |
120-125 |
0-055 |
0.1% |
120-250 |
| High |
120-190 |
120-235 |
0-045 |
0.1% |
120-300 |
| Low |
120-070 |
120-105 |
0-035 |
0.1% |
120-045 |
| Close |
120-125 |
120-210 |
0-085 |
0.2% |
120-125 |
| Range |
0-120 |
0-130 |
0-010 |
8.3% |
0-255 |
| ATR |
0-129 |
0-130 |
0-000 |
0.0% |
0-000 |
| Volume |
1,398,432 |
1,152,134 |
-246,298 |
-17.6% |
8,335,709 |
|
| Daily Pivots for day following 17-Dec-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
121-253 |
121-202 |
120-282 |
|
| R3 |
121-123 |
121-072 |
120-246 |
|
| R2 |
120-313 |
120-313 |
120-234 |
|
| R1 |
120-262 |
120-262 |
120-222 |
120-288 |
| PP |
120-183 |
120-183 |
120-183 |
120-196 |
| S1 |
120-132 |
120-132 |
120-198 |
120-158 |
| S2 |
120-053 |
120-053 |
120-186 |
|
| S3 |
119-243 |
120-002 |
120-174 |
|
| S4 |
119-113 |
119-192 |
120-139 |
|
|
| Weekly Pivots for week ending 14-Dec-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
122-282 |
122-138 |
120-265 |
|
| R3 |
122-027 |
121-203 |
120-195 |
|
| R2 |
121-092 |
121-092 |
120-172 |
|
| R1 |
120-268 |
120-268 |
120-148 |
120-212 |
| PP |
120-157 |
120-157 |
120-157 |
120-129 |
| S1 |
120-013 |
120-013 |
120-102 |
119-277 |
| S2 |
119-222 |
119-222 |
120-078 |
|
| S3 |
118-287 |
119-078 |
120-055 |
|
| S4 |
118-032 |
118-143 |
119-305 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
120-245 |
120-045 |
0-200 |
0.5% |
0-113 |
0.3% |
83% |
False |
False |
1,466,225 |
| 10 |
120-300 |
119-220 |
1-080 |
1.0% |
0-133 |
0.3% |
78% |
False |
False |
1,517,979 |
| 20 |
120-300 |
118-270 |
2-030 |
1.7% |
0-122 |
0.3% |
87% |
False |
False |
1,355,998 |
| 40 |
120-300 |
117-150 |
3-150 |
2.9% |
0-128 |
0.3% |
92% |
False |
False |
689,128 |
| 60 |
120-300 |
117-055 |
3-245 |
3.1% |
0-123 |
0.3% |
93% |
False |
False |
460,205 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
122-148 |
|
2.618 |
121-255 |
|
1.618 |
121-125 |
|
1.000 |
121-045 |
|
0.618 |
120-315 |
|
HIGH |
120-235 |
|
0.618 |
120-185 |
|
0.500 |
120-170 |
|
0.382 |
120-155 |
|
LOW |
120-105 |
|
0.618 |
120-025 |
|
1.000 |
119-295 |
|
1.618 |
119-215 |
|
2.618 |
119-085 |
|
4.250 |
118-192 |
|
|
| Fisher Pivots for day following 17-Dec-2018 |
| Pivot |
1 day |
3 day |
| R1 |
120-197 |
120-187 |
| PP |
120-183 |
120-163 |
| S1 |
120-170 |
120-140 |
|