ECBOT 10 Year T-Note Future March 2019
| Trading Metrics calculated at close of trading on 09-Jan-2019 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Jan-2019 |
09-Jan-2019 |
Change |
Change % |
Previous Week |
| Open |
121-305 |
121-210 |
-0-095 |
-0.2% |
121-215 |
| High |
122-015 |
121-275 |
-0-060 |
-0.2% |
123-080 |
| Low |
121-195 |
121-160 |
-0-035 |
-0.1% |
121-180 |
| Close |
121-240 |
121-230 |
-0-010 |
0.0% |
122-095 |
| Range |
0-140 |
0-115 |
-0-025 |
-17.9% |
1-220 |
| ATR |
0-180 |
0-175 |
-0-005 |
-2.6% |
0-000 |
| Volume |
1,174,114 |
1,428,110 |
253,996 |
21.6% |
7,105,104 |
|
| Daily Pivots for day following 09-Jan-2019 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
122-247 |
122-193 |
121-293 |
|
| R3 |
122-132 |
122-078 |
121-262 |
|
| R2 |
122-017 |
122-017 |
121-251 |
|
| R1 |
121-283 |
121-283 |
121-241 |
121-310 |
| PP |
121-222 |
121-222 |
121-222 |
121-235 |
| S1 |
121-168 |
121-168 |
121-219 |
121-195 |
| S2 |
121-107 |
121-107 |
121-209 |
|
| S3 |
120-312 |
121-053 |
121-198 |
|
| S4 |
120-197 |
120-258 |
121-167 |
|
|
| 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 |
121-160 |
1-240 |
1.4% |
0-224 |
0.6% |
13% |
False |
True |
1,741,726 |
| 10 |
123-080 |
120-280 |
2-120 |
2.0% |
0-214 |
0.6% |
36% |
False |
False |
1,470,233 |
| 20 |
123-080 |
120-045 |
3-035 |
2.6% |
0-173 |
0.4% |
51% |
False |
False |
1,489,255 |
| 40 |
123-080 |
117-285 |
5-115 |
4.4% |
0-151 |
0.4% |
71% |
False |
False |
1,243,865 |
| 60 |
123-080 |
117-150 |
5-250 |
4.7% |
0-142 |
0.4% |
74% |
False |
False |
833,900 |
| 80 |
123-080 |
117-055 |
6-025 |
5.0% |
0-132 |
0.3% |
75% |
False |
False |
625,831 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
123-124 |
|
2.618 |
122-256 |
|
1.618 |
122-141 |
|
1.000 |
122-070 |
|
0.618 |
122-026 |
|
HIGH |
121-275 |
|
0.618 |
121-231 |
|
0.500 |
121-218 |
|
0.382 |
121-204 |
|
LOW |
121-160 |
|
0.618 |
121-089 |
|
1.000 |
121-045 |
|
1.618 |
120-294 |
|
2.618 |
120-179 |
|
4.250 |
119-311 |
|
|
| Fisher Pivots for day following 09-Jan-2019 |
| Pivot |
1 day |
3 day |
| R1 |
121-226 |
121-315 |
| PP |
121-222 |
121-287 |
| S1 |
121-218 |
121-258 |
|