ECBOT 10 Year T-Note Future March 2019
| Trading Metrics calculated at close of trading on 24-Dec-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Dec-2018 |
24-Dec-2018 |
Change |
Change % |
Previous Week |
| Open |
120-300 |
121-025 |
0-045 |
0.1% |
120-125 |
| High |
121-045 |
121-180 |
0-135 |
0.3% |
121-135 |
| Low |
120-285 |
121-000 |
0-035 |
0.1% |
120-105 |
| Close |
121-010 |
121-130 |
0-120 |
0.3% |
121-010 |
| Range |
0-080 |
0-180 |
0-100 |
125.0% |
1-030 |
| ATR |
0-132 |
0-135 |
0-003 |
2.6% |
0-000 |
| Volume |
1,417,613 |
513,369 |
-904,244 |
-63.8% |
8,390,420 |
|
| Daily Pivots for day following 24-Dec-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
123-003 |
122-247 |
121-229 |
|
| R3 |
122-143 |
122-067 |
121-180 |
|
| R2 |
121-283 |
121-283 |
121-163 |
|
| R1 |
121-207 |
121-207 |
121-147 |
121-245 |
| PP |
121-103 |
121-103 |
121-103 |
121-123 |
| S1 |
121-027 |
121-027 |
121-114 |
121-065 |
| S2 |
120-243 |
120-243 |
121-097 |
|
| S3 |
120-063 |
120-167 |
121-081 |
|
| S4 |
119-203 |
119-307 |
121-031 |
|
|
| Weekly Pivots for week ending 21-Dec-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
124-067 |
123-228 |
121-203 |
|
| R3 |
123-037 |
122-198 |
121-106 |
|
| R2 |
122-007 |
122-007 |
121-074 |
|
| R1 |
121-168 |
121-168 |
121-042 |
121-248 |
| PP |
120-297 |
120-297 |
120-297 |
121-016 |
| S1 |
120-138 |
120-138 |
120-298 |
120-218 |
| S2 |
119-267 |
119-267 |
120-266 |
|
| S3 |
118-237 |
119-108 |
120-234 |
|
| S4 |
117-207 |
118-078 |
120-138 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
121-180 |
120-195 |
0-305 |
0.8% |
0-148 |
0.4% |
84% |
True |
False |
1,550,331 |
| 10 |
121-180 |
120-045 |
1-135 |
1.2% |
0-131 |
0.3% |
89% |
True |
False |
1,508,278 |
| 20 |
121-180 |
118-305 |
2-195 |
2.1% |
0-136 |
0.3% |
94% |
True |
False |
1,629,423 |
| 40 |
121-180 |
117-150 |
4-030 |
3.4% |
0-128 |
0.3% |
96% |
True |
False |
881,697 |
| 60 |
121-180 |
117-055 |
4-125 |
3.6% |
0-130 |
0.3% |
96% |
True |
False |
589,349 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
123-305 |
|
2.618 |
123-011 |
|
1.618 |
122-151 |
|
1.000 |
122-040 |
|
0.618 |
121-291 |
|
HIGH |
121-180 |
|
0.618 |
121-111 |
|
0.500 |
121-090 |
|
0.382 |
121-069 |
|
LOW |
121-000 |
|
0.618 |
120-209 |
|
1.000 |
120-140 |
|
1.618 |
120-029 |
|
2.618 |
119-169 |
|
4.250 |
118-195 |
|
|
| Fisher Pivots for day following 24-Dec-2018 |
| Pivot |
1 day |
3 day |
| R1 |
121-117 |
121-111 |
| PP |
121-103 |
121-092 |
| S1 |
121-090 |
121-072 |
|