ECBOT 10 Year T-Note Future March 2019
| Trading Metrics calculated at close of trading on 20-Dec-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Dec-2018 |
20-Dec-2018 |
Change |
Change % |
Previous Week |
| Open |
120-300 |
121-085 |
0-105 |
0.3% |
120-250 |
| High |
121-135 |
121-105 |
-0-030 |
-0.1% |
120-300 |
| Low |
120-220 |
120-285 |
0-065 |
0.2% |
120-045 |
| Close |
121-055 |
121-020 |
-0-035 |
-0.1% |
120-125 |
| Range |
0-235 |
0-140 |
-0-095 |
-40.4% |
0-255 |
| ATR |
0-135 |
0-136 |
0-000 |
0.2% |
0-000 |
| Volume |
2,011,340 |
2,172,584 |
161,244 |
8.0% |
8,335,709 |
|
| Daily Pivots for day following 20-Dec-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
122-130 |
122-055 |
121-097 |
|
| R3 |
121-310 |
121-235 |
121-058 |
|
| R2 |
121-170 |
121-170 |
121-046 |
|
| R1 |
121-095 |
121-095 |
121-033 |
121-062 |
| PP |
121-030 |
121-030 |
121-030 |
121-014 |
| S1 |
120-275 |
120-275 |
121-007 |
120-242 |
| S2 |
120-210 |
120-210 |
120-314 |
|
| S3 |
120-070 |
120-135 |
120-302 |
|
| S4 |
119-250 |
119-315 |
120-263 |
|
|
| 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 |
120-070 |
1-065 |
1.0% |
0-146 |
0.4% |
70% |
False |
False |
1,674,247 |
| 10 |
121-135 |
120-045 |
1-090 |
1.1% |
0-134 |
0.3% |
72% |
False |
False |
1,753,372 |
| 20 |
121-135 |
118-295 |
2-160 |
2.1% |
0-132 |
0.3% |
86% |
False |
False |
1,620,188 |
| 40 |
121-135 |
117-150 |
3-305 |
3.3% |
0-129 |
0.3% |
91% |
False |
False |
833,739 |
| 60 |
121-135 |
117-055 |
4-080 |
3.5% |
0-128 |
0.3% |
92% |
False |
False |
557,200 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
123-060 |
|
2.618 |
122-152 |
|
1.618 |
122-012 |
|
1.000 |
121-245 |
|
0.618 |
121-192 |
|
HIGH |
121-105 |
|
0.618 |
121-052 |
|
0.500 |
121-035 |
|
0.382 |
121-018 |
|
LOW |
120-285 |
|
0.618 |
120-198 |
|
1.000 |
120-145 |
|
1.618 |
120-058 |
|
2.618 |
119-238 |
|
4.250 |
119-010 |
|
|
| Fisher Pivots for day following 20-Dec-2018 |
| Pivot |
1 day |
3 day |
| R1 |
121-035 |
121-015 |
| PP |
121-030 |
121-010 |
| S1 |
121-025 |
121-005 |
|