ECBOT 10 Year T-Note Future March 2019
| Trading Metrics calculated at close of trading on 31-Dec-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Dec-2018 |
31-Dec-2018 |
Change |
Change % |
Previous Week |
| Open |
121-125 |
121-215 |
0-090 |
0.2% |
121-025 |
| High |
121-260 |
122-040 |
0-100 |
0.3% |
121-260 |
| Low |
121-090 |
121-180 |
0-090 |
0.2% |
120-280 |
| Close |
121-200 |
122-005 |
0-125 |
0.3% |
121-200 |
| Range |
0-170 |
0-180 |
0-010 |
5.9% |
0-300 |
| ATR |
0-149 |
0-151 |
0-002 |
1.5% |
0-000 |
| Volume |
1,312,658 |
797,287 |
-515,371 |
-39.3% |
4,172,513 |
|
| Daily Pivots for day following 31-Dec-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
123-188 |
123-117 |
122-104 |
|
| R3 |
123-008 |
122-257 |
122-054 |
|
| R2 |
122-148 |
122-148 |
122-038 |
|
| R1 |
122-077 |
122-077 |
122-021 |
122-112 |
| PP |
121-288 |
121-288 |
121-288 |
121-306 |
| S1 |
121-217 |
121-217 |
121-308 |
121-252 |
| S2 |
121-108 |
121-108 |
121-292 |
|
| S3 |
120-248 |
121-037 |
121-275 |
|
| S4 |
120-068 |
120-177 |
121-226 |
|
|
| Weekly Pivots for week ending 28-Dec-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
124-080 |
123-280 |
122-045 |
|
| R3 |
123-100 |
122-300 |
121-282 |
|
| R2 |
122-120 |
122-120 |
121-255 |
|
| R1 |
122-000 |
122-000 |
121-228 |
122-060 |
| PP |
121-140 |
121-140 |
121-140 |
121-170 |
| S1 |
121-020 |
121-020 |
121-172 |
121-080 |
| S2 |
120-160 |
120-160 |
121-145 |
|
| S3 |
119-180 |
120-040 |
121-118 |
|
| S4 |
118-200 |
119-060 |
121-035 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
122-040 |
120-280 |
1-080 |
1.0% |
0-196 |
0.5% |
91% |
True |
False |
993,960 |
| 10 |
122-040 |
120-105 |
1-255 |
1.5% |
0-167 |
0.4% |
94% |
True |
False |
1,336,022 |
| 20 |
122-040 |
119-045 |
2-315 |
2.4% |
0-154 |
0.4% |
96% |
True |
False |
1,452,833 |
| 40 |
122-040 |
117-150 |
4-210 |
3.8% |
0-137 |
0.4% |
98% |
True |
False |
992,150 |
| 60 |
122-040 |
117-055 |
4-305 |
4.1% |
0-133 |
0.3% |
98% |
True |
False |
663,482 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
124-165 |
|
2.618 |
123-191 |
|
1.618 |
123-011 |
|
1.000 |
122-220 |
|
0.618 |
122-151 |
|
HIGH |
122-040 |
|
0.618 |
121-291 |
|
0.500 |
121-270 |
|
0.382 |
121-249 |
|
LOW |
121-180 |
|
0.618 |
121-069 |
|
1.000 |
121-000 |
|
1.618 |
120-209 |
|
2.618 |
120-029 |
|
4.250 |
119-055 |
|
|
| Fisher Pivots for day following 31-Dec-2018 |
| Pivot |
1 day |
3 day |
| R1 |
121-307 |
121-274 |
| PP |
121-288 |
121-223 |
| S1 |
121-270 |
121-172 |
|