ECBOT 10 Year T-Note Future March 2019
| Trading Metrics calculated at close of trading on 19-Dec-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Dec-2018 |
19-Dec-2018 |
Change |
Change % |
Previous Week |
| Open |
120-205 |
120-300 |
0-095 |
0.2% |
120-250 |
| High |
120-300 |
121-135 |
0-155 |
0.4% |
120-300 |
| Low |
120-195 |
120-220 |
0-025 |
0.1% |
120-045 |
| Close |
120-275 |
121-055 |
0-100 |
0.3% |
120-125 |
| Range |
0-105 |
0-235 |
0-130 |
123.8% |
0-255 |
| ATR |
0-128 |
0-135 |
0-008 |
6.0% |
0-000 |
| Volume |
1,636,749 |
2,011,340 |
374,591 |
22.9% |
8,335,709 |
|
| Daily Pivots for day following 19-Dec-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
123-095 |
122-310 |
121-184 |
|
| R3 |
122-180 |
122-075 |
121-120 |
|
| R2 |
121-265 |
121-265 |
121-098 |
|
| R1 |
121-160 |
121-160 |
121-077 |
121-213 |
| PP |
121-030 |
121-030 |
121-030 |
121-056 |
| S1 |
120-245 |
120-245 |
121-033 |
120-298 |
| S2 |
120-115 |
120-115 |
121-012 |
|
| S3 |
119-200 |
120-010 |
120-310 |
|
| S4 |
118-285 |
119-095 |
120-246 |
|
|
| 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 |
121-135 |
120-045 |
1-090 |
1.1% |
0-132 |
0.3% |
80% |
True |
False |
1,516,593 |
| 10 |
121-135 |
120-000 |
1-135 |
1.2% |
0-148 |
0.4% |
82% |
True |
False |
1,880,657 |
| 20 |
121-135 |
118-270 |
2-185 |
2.1% |
0-129 |
0.3% |
90% |
True |
False |
1,525,216 |
| 40 |
121-135 |
117-150 |
3-305 |
3.3% |
0-130 |
0.3% |
94% |
True |
False |
779,787 |
| 60 |
121-135 |
117-055 |
4-080 |
3.5% |
0-128 |
0.3% |
94% |
True |
False |
521,006 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
124-174 |
|
2.618 |
123-110 |
|
1.618 |
122-195 |
|
1.000 |
122-050 |
|
0.618 |
121-280 |
|
HIGH |
121-135 |
|
0.618 |
121-045 |
|
0.500 |
121-018 |
|
0.382 |
120-310 |
|
LOW |
120-220 |
|
0.618 |
120-075 |
|
1.000 |
119-305 |
|
1.618 |
119-160 |
|
2.618 |
118-245 |
|
4.250 |
117-181 |
|
|
| Fisher Pivots for day following 19-Dec-2018 |
| Pivot |
1 day |
3 day |
| R1 |
121-043 |
121-023 |
| PP |
121-030 |
120-312 |
| S1 |
121-018 |
120-280 |
|