ECBOT 10 Year T-Note Future March 2019
| Trading Metrics calculated at close of trading on 27-Dec-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Dec-2018 |
27-Dec-2018 |
Change |
Change % |
Previous Week |
| Open |
121-170 |
120-310 |
-0-180 |
-0.5% |
120-125 |
| High |
121-205 |
121-190 |
-0-015 |
0.0% |
121-135 |
| Low |
120-280 |
120-305 |
0-025 |
0.1% |
120-105 |
| Close |
121-010 |
121-170 |
0-160 |
0.4% |
121-010 |
| Range |
0-245 |
0-205 |
-0-040 |
-16.3% |
1-030 |
| ATR |
0-143 |
0-147 |
0-004 |
3.1% |
0-000 |
| Volume |
881,047 |
1,465,439 |
584,392 |
66.3% |
8,390,420 |
|
| Daily Pivots for day following 27-Dec-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
123-090 |
123-015 |
121-283 |
|
| R3 |
122-205 |
122-130 |
121-226 |
|
| R2 |
122-000 |
122-000 |
121-208 |
|
| R1 |
121-245 |
121-245 |
121-189 |
121-283 |
| PP |
121-115 |
121-115 |
121-115 |
121-134 |
| S1 |
121-040 |
121-040 |
121-151 |
121-078 |
| S2 |
120-230 |
120-230 |
121-132 |
|
| S3 |
120-025 |
120-155 |
121-114 |
|
| S4 |
119-140 |
119-270 |
121-057 |
|
|
| 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 |
120-280 |
0-245 |
0.6% |
0-170 |
0.4% |
86% |
False |
False |
1,290,010 |
| 10 |
121-205 |
120-045 |
1-160 |
1.2% |
0-151 |
0.4% |
93% |
False |
False |
1,403,301 |
| 20 |
121-205 |
119-030 |
2-175 |
2.1% |
0-150 |
0.4% |
96% |
False |
False |
1,524,256 |
| 40 |
121-205 |
117-150 |
4-055 |
3.4% |
0-133 |
0.3% |
97% |
False |
False |
940,120 |
| 60 |
121-205 |
117-055 |
4-150 |
3.7% |
0-135 |
0.3% |
98% |
False |
False |
628,445 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
124-101 |
|
2.618 |
123-087 |
|
1.618 |
122-202 |
|
1.000 |
122-075 |
|
0.618 |
121-317 |
|
HIGH |
121-190 |
|
0.618 |
121-112 |
|
0.500 |
121-088 |
|
0.382 |
121-063 |
|
LOW |
120-305 |
|
0.618 |
120-178 |
|
1.000 |
120-100 |
|
1.618 |
119-293 |
|
2.618 |
119-088 |
|
4.250 |
118-074 |
|
|
| Fisher Pivots for day following 27-Dec-2018 |
| Pivot |
1 day |
3 day |
| R1 |
121-143 |
121-141 |
| PP |
121-115 |
121-112 |
| S1 |
121-088 |
121-082 |
|