ECBOT 10 Year T-Note Future March 2019
| Trading Metrics calculated at close of trading on 07-Jan-2019 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Jan-2019 |
07-Jan-2019 |
Change |
Change % |
Previous Week |
| Open |
123-050 |
122-060 |
-0-310 |
-0.8% |
121-215 |
| High |
123-075 |
122-150 |
-0-245 |
-0.6% |
123-080 |
| Low |
122-040 |
121-290 |
-0-070 |
-0.2% |
121-180 |
| Close |
122-095 |
122-015 |
-0-080 |
-0.2% |
122-095 |
| Range |
1-035 |
0-180 |
-0-175 |
-49.3% |
1-220 |
| ATR |
0-183 |
0-183 |
0-000 |
-0.1% |
0-000 |
| Volume |
2,132,973 |
1,335,862 |
-797,111 |
-37.4% |
7,105,104 |
|
| Daily Pivots for day following 07-Jan-2019 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
123-265 |
123-160 |
122-114 |
|
| R3 |
123-085 |
122-300 |
122-065 |
|
| R2 |
122-225 |
122-225 |
122-048 |
|
| R1 |
122-120 |
122-120 |
122-032 |
122-083 |
| PP |
122-045 |
122-045 |
122-045 |
122-026 |
| S1 |
121-260 |
121-260 |
121-319 |
121-223 |
| S2 |
121-185 |
121-185 |
121-302 |
|
| S3 |
121-005 |
121-080 |
121-286 |
|
| S4 |
120-145 |
120-220 |
121-236 |
|
|
| 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 |
121-180 |
1-220 |
1.4% |
0-254 |
0.7% |
29% |
False |
False |
1,688,193 |
| 10 |
123-080 |
120-280 |
2-120 |
1.9% |
0-215 |
0.6% |
49% |
False |
False |
1,403,109 |
| 20 |
123-080 |
120-045 |
3-035 |
2.5% |
0-175 |
0.4% |
61% |
False |
False |
1,578,240 |
| 40 |
123-080 |
117-150 |
5-250 |
4.7% |
0-150 |
0.4% |
79% |
False |
False |
1,179,932 |
| 60 |
123-080 |
117-150 |
5-250 |
4.7% |
0-142 |
0.4% |
79% |
False |
False |
790,704 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
124-275 |
|
2.618 |
123-301 |
|
1.618 |
123-121 |
|
1.000 |
123-010 |
|
0.618 |
122-261 |
|
HIGH |
122-150 |
|
0.618 |
122-081 |
|
0.500 |
122-060 |
|
0.382 |
122-039 |
|
LOW |
121-290 |
|
0.618 |
121-179 |
|
1.000 |
121-110 |
|
1.618 |
120-319 |
|
2.618 |
120-139 |
|
4.250 |
119-165 |
|
|
| Fisher Pivots for day following 07-Jan-2019 |
| Pivot |
1 day |
3 day |
| R1 |
122-060 |
122-185 |
| PP |
122-045 |
122-128 |
| S1 |
122-030 |
122-072 |
|