ECBOT 10 Year T-Note Future March 2019
| Trading Metrics calculated at close of trading on 26-Dec-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Dec-2018 |
26-Dec-2018 |
Change |
Change % |
Previous Week |
| Open |
121-025 |
121-170 |
0-145 |
0.4% |
120-125 |
| High |
121-180 |
121-205 |
0-025 |
0.1% |
121-135 |
| Low |
121-000 |
120-280 |
-0-040 |
-0.1% |
120-105 |
| Close |
121-130 |
121-010 |
-0-120 |
-0.3% |
121-010 |
| Range |
0-180 |
0-245 |
0-065 |
36.1% |
1-030 |
| ATR |
0-135 |
0-143 |
0-008 |
5.8% |
0-000 |
| Volume |
513,369 |
881,047 |
367,678 |
71.6% |
8,390,420 |
|
| Daily Pivots for day following 26-Dec-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
123-153 |
123-007 |
121-145 |
|
| R3 |
122-228 |
122-082 |
121-077 |
|
| R2 |
121-303 |
121-303 |
121-055 |
|
| R1 |
121-157 |
121-157 |
121-032 |
121-108 |
| PP |
121-058 |
121-058 |
121-058 |
121-034 |
| S1 |
120-232 |
120-232 |
120-308 |
120-183 |
| S2 |
120-133 |
120-133 |
120-285 |
|
| S3 |
119-208 |
119-307 |
120-263 |
|
| S4 |
118-283 |
119-062 |
120-195 |
|
|
| 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 |
121-205 |
120-220 |
0-305 |
0.8% |
0-176 |
0.5% |
36% |
True |
False |
1,399,190 |
| 10 |
121-205 |
120-045 |
1-160 |
1.2% |
0-142 |
0.4% |
59% |
True |
False |
1,408,154 |
| 20 |
121-205 |
118-305 |
2-220 |
2.2% |
0-145 |
0.4% |
77% |
True |
False |
1,566,425 |
| 40 |
121-205 |
117-150 |
4-055 |
3.4% |
0-131 |
0.3% |
85% |
True |
False |
903,598 |
| 60 |
121-205 |
117-055 |
4-150 |
3.7% |
0-133 |
0.3% |
86% |
True |
False |
604,026 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
124-286 |
|
2.618 |
123-206 |
|
1.618 |
122-281 |
|
1.000 |
122-130 |
|
0.618 |
122-036 |
|
HIGH |
121-205 |
|
0.618 |
121-111 |
|
0.500 |
121-082 |
|
0.382 |
121-054 |
|
LOW |
120-280 |
|
0.618 |
120-129 |
|
1.000 |
120-035 |
|
1.618 |
119-204 |
|
2.618 |
118-279 |
|
4.250 |
117-199 |
|
|
| Fisher Pivots for day following 26-Dec-2018 |
| Pivot |
1 day |
3 day |
| R1 |
121-082 |
121-082 |
| PP |
121-058 |
121-058 |
| S1 |
121-034 |
121-034 |
|