ECBOT 10 Year T-Note Future March 2019
| Trading Metrics calculated at close of trading on 10-Jan-2019 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Jan-2019 |
10-Jan-2019 |
Change |
Change % |
Previous Week |
| Open |
121-210 |
121-255 |
0-045 |
0.1% |
121-215 |
| High |
121-275 |
122-035 |
0-080 |
0.2% |
123-080 |
| Low |
121-160 |
121-185 |
0-025 |
0.1% |
121-180 |
| Close |
121-230 |
121-230 |
0-000 |
0.0% |
122-095 |
| Range |
0-115 |
0-170 |
0-055 |
47.8% |
1-220 |
| ATR |
0-175 |
0-175 |
0-000 |
-0.2% |
0-000 |
| Volume |
1,428,110 |
1,426,743 |
-1,367 |
-0.1% |
7,105,104 |
|
| Daily Pivots for day following 10-Jan-2019 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
123-127 |
123-028 |
122-004 |
|
| R3 |
122-277 |
122-178 |
121-277 |
|
| R2 |
122-107 |
122-107 |
121-261 |
|
| R1 |
122-008 |
122-008 |
121-246 |
121-293 |
| PP |
121-257 |
121-257 |
121-257 |
121-239 |
| S1 |
121-158 |
121-158 |
121-214 |
121-122 |
| S2 |
121-087 |
121-087 |
121-199 |
|
| S3 |
120-237 |
120-308 |
121-183 |
|
| S4 |
120-067 |
120-138 |
121-137 |
|
|
| 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 |
123-075 |
121-160 |
1-235 |
1.4% |
0-192 |
0.5% |
13% |
False |
False |
1,499,560 |
| 10 |
123-080 |
120-305 |
2-095 |
1.9% |
0-207 |
0.5% |
33% |
False |
False |
1,524,803 |
| 20 |
123-080 |
120-045 |
3-035 |
2.6% |
0-174 |
0.4% |
51% |
False |
False |
1,466,478 |
| 40 |
123-080 |
118-005 |
5-075 |
4.3% |
0-152 |
0.4% |
71% |
False |
False |
1,279,351 |
| 60 |
123-080 |
117-150 |
5-250 |
4.7% |
0-144 |
0.4% |
74% |
False |
False |
857,614 |
| 80 |
123-080 |
117-055 |
6-025 |
5.0% |
0-133 |
0.3% |
75% |
False |
False |
643,665 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
124-118 |
|
2.618 |
123-160 |
|
1.618 |
122-310 |
|
1.000 |
122-205 |
|
0.618 |
122-140 |
|
HIGH |
122-035 |
|
0.618 |
121-290 |
|
0.500 |
121-270 |
|
0.382 |
121-250 |
|
LOW |
121-185 |
|
0.618 |
121-080 |
|
1.000 |
121-015 |
|
1.618 |
120-230 |
|
2.618 |
120-060 |
|
4.250 |
119-102 |
|
|
| Fisher Pivots for day following 10-Jan-2019 |
| Pivot |
1 day |
3 day |
| R1 |
121-270 |
121-258 |
| PP |
121-257 |
121-248 |
| S1 |
121-243 |
121-239 |
|