ECBOT 10 Year T-Note Future March 2019
| Trading Metrics calculated at close of trading on 03-Jan-2019 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Jan-2019 |
03-Jan-2019 |
Change |
Change % |
Previous Week |
| Open |
121-260 |
122-190 |
0-250 |
0.6% |
121-025 |
| High |
122-165 |
123-080 |
0-235 |
0.6% |
121-260 |
| Low |
121-260 |
122-070 |
0-130 |
0.3% |
120-280 |
| Close |
122-060 |
123-050 |
0-310 |
0.8% |
121-200 |
| Range |
0-225 |
1-010 |
0-105 |
46.7% |
0-300 |
| ATR |
0-157 |
0-170 |
0-013 |
8.4% |
0-000 |
| Volume |
1,537,272 |
2,637,572 |
1,100,300 |
71.6% |
4,172,513 |
|
| Daily Pivots for day following 03-Jan-2019 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
125-310 |
125-190 |
123-232 |
|
| R3 |
124-300 |
124-180 |
123-141 |
|
| R2 |
123-290 |
123-290 |
123-111 |
|
| R1 |
123-170 |
123-170 |
123-080 |
123-230 |
| PP |
122-280 |
122-280 |
122-280 |
122-310 |
| S1 |
122-160 |
122-160 |
123-020 |
122-220 |
| S2 |
121-270 |
121-270 |
122-310 |
|
| S3 |
120-260 |
121-150 |
122-279 |
|
| S4 |
119-250 |
120-140 |
122-189 |
|
|
| 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 |
123-080 |
120-305 |
2-095 |
1.9% |
0-222 |
0.6% |
96% |
True |
False |
1,550,045 |
| 10 |
123-080 |
120-220 |
2-180 |
2.1% |
0-199 |
0.5% |
96% |
True |
False |
1,474,618 |
| 20 |
123-080 |
120-000 |
3-080 |
2.6% |
0-162 |
0.4% |
97% |
True |
False |
1,577,603 |
| 40 |
123-080 |
117-150 |
5-250 |
4.7% |
0-144 |
0.4% |
98% |
True |
False |
1,094,694 |
| 60 |
123-080 |
117-060 |
6-020 |
4.9% |
0-138 |
0.4% |
98% |
True |
False |
732,999 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
127-202 |
|
2.618 |
125-304 |
|
1.618 |
124-294 |
|
1.000 |
124-090 |
|
0.618 |
123-284 |
|
HIGH |
123-080 |
|
0.618 |
122-274 |
|
0.500 |
122-235 |
|
0.382 |
122-196 |
|
LOW |
122-070 |
|
0.618 |
121-186 |
|
1.000 |
121-060 |
|
1.618 |
120-176 |
|
2.618 |
119-166 |
|
4.250 |
117-268 |
|
|
| Fisher Pivots for day following 03-Jan-2019 |
| Pivot |
1 day |
3 day |
| R1 |
123-005 |
122-290 |
| PP |
122-280 |
122-210 |
| S1 |
122-235 |
122-130 |
|