ECBOT 10 Year T-Note Future March 2019
| Trading Metrics calculated at close of trading on 04-Jan-2019 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Jan-2019 |
04-Jan-2019 |
Change |
Change % |
Previous Week |
| Open |
122-190 |
123-050 |
0-180 |
0.5% |
121-215 |
| High |
123-080 |
123-075 |
-0-005 |
0.0% |
123-080 |
| Low |
122-070 |
122-040 |
-0-030 |
-0.1% |
121-180 |
| Close |
123-050 |
122-095 |
-0-275 |
-0.7% |
122-095 |
| Range |
1-010 |
1-035 |
0-025 |
7.6% |
1-220 |
| ATR |
0-170 |
0-183 |
0-013 |
7.8% |
0-000 |
| Volume |
2,637,572 |
2,132,973 |
-504,599 |
-19.1% |
7,105,104 |
|
| Daily Pivots for day following 04-Jan-2019 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
125-282 |
125-063 |
122-290 |
|
| R3 |
124-247 |
124-028 |
122-193 |
|
| R2 |
123-212 |
123-212 |
122-160 |
|
| R1 |
122-313 |
122-313 |
122-128 |
122-245 |
| PP |
122-177 |
122-177 |
122-177 |
122-143 |
| S1 |
121-278 |
121-278 |
122-062 |
121-210 |
| S2 |
121-142 |
121-142 |
122-030 |
|
| S3 |
120-107 |
120-243 |
121-317 |
|
| S4 |
119-072 |
119-208 |
121-220 |
|
|
| Weekly Pivots for week ending 04-Jan-2019 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
127-138 |
126-177 |
123-072 |
|
| R3 |
125-238 |
124-277 |
122-244 |
|
| R2 |
124-018 |
124-018 |
122-194 |
|
| R1 |
123-057 |
123-057 |
122-145 |
123-198 |
| PP |
122-118 |
122-118 |
122-118 |
122-189 |
| S1 |
121-157 |
121-157 |
122-046 |
121-298 |
| S2 |
120-218 |
120-218 |
121-316 |
|
| S3 |
118-318 |
119-257 |
121-267 |
|
| S4 |
117-098 |
118-037 |
121-118 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
123-080 |
121-090 |
1-310 |
1.6% |
0-252 |
0.6% |
52% |
False |
False |
1,683,552 |
| 10 |
123-080 |
120-280 |
2-120 |
1.9% |
0-211 |
0.5% |
60% |
False |
False |
1,486,781 |
| 20 |
123-080 |
120-000 |
3-080 |
2.7% |
0-179 |
0.5% |
71% |
False |
False |
1,683,719 |
| 40 |
123-080 |
117-150 |
5-250 |
4.7% |
0-150 |
0.4% |
84% |
False |
False |
1,147,662 |
| 60 |
123-080 |
117-090 |
5-310 |
4.9% |
0-142 |
0.4% |
84% |
False |
False |
768,462 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
127-304 |
|
2.618 |
126-044 |
|
1.618 |
125-009 |
|
1.000 |
124-110 |
|
0.618 |
123-294 |
|
HIGH |
123-075 |
|
0.618 |
122-259 |
|
0.500 |
122-218 |
|
0.382 |
122-176 |
|
LOW |
122-040 |
|
0.618 |
121-141 |
|
1.000 |
121-005 |
|
1.618 |
120-106 |
|
2.618 |
119-071 |
|
4.250 |
117-131 |
|
|
| Fisher Pivots for day following 04-Jan-2019 |
| Pivot |
1 day |
3 day |
| R1 |
122-218 |
122-170 |
| PP |
122-177 |
122-145 |
| S1 |
122-136 |
122-120 |
|