ECBOT 10 Year T-Note Future March 2019
| Trading Metrics calculated at close of trading on 11-Jan-2019 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Jan-2019 |
11-Jan-2019 |
Change |
Change % |
Previous Week |
| Open |
121-255 |
121-200 |
-0-055 |
-0.1% |
122-060 |
| High |
122-035 |
122-035 |
0-000 |
0.0% |
122-150 |
| Low |
121-185 |
121-195 |
0-010 |
0.0% |
121-160 |
| Close |
121-230 |
121-305 |
0-075 |
0.2% |
121-305 |
| Range |
0-170 |
0-160 |
-0-010 |
-5.9% |
0-310 |
| ATR |
0-175 |
0-174 |
-0-001 |
-0.6% |
0-000 |
| Volume |
1,426,743 |
1,209,547 |
-217,196 |
-15.2% |
6,574,376 |
|
| Daily Pivots for day following 11-Jan-2019 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
123-125 |
123-055 |
122-073 |
|
| R3 |
122-285 |
122-215 |
122-029 |
|
| R2 |
122-125 |
122-125 |
122-014 |
|
| R1 |
122-055 |
122-055 |
122-000 |
122-090 |
| PP |
121-285 |
121-285 |
121-285 |
121-303 |
| S1 |
121-215 |
121-215 |
121-290 |
121-250 |
| S2 |
121-125 |
121-125 |
121-276 |
|
| S3 |
120-285 |
121-055 |
121-261 |
|
| S4 |
120-125 |
120-215 |
121-217 |
|
|
| Weekly Pivots for week ending 11-Jan-2019 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
124-282 |
124-123 |
122-156 |
|
| R3 |
123-292 |
123-133 |
122-070 |
|
| R2 |
122-302 |
122-302 |
122-042 |
|
| R1 |
122-143 |
122-143 |
122-013 |
122-068 |
| PP |
121-312 |
121-312 |
121-312 |
121-274 |
| S1 |
121-153 |
121-153 |
121-277 |
121-077 |
| S2 |
121-002 |
121-002 |
121-248 |
|
| S3 |
120-012 |
120-163 |
121-220 |
|
| S4 |
119-022 |
119-173 |
121-134 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
122-150 |
121-160 |
0-310 |
0.8% |
0-153 |
0.4% |
47% |
False |
False |
1,314,875 |
| 10 |
123-080 |
121-090 |
1-310 |
1.6% |
0-202 |
0.5% |
34% |
False |
False |
1,499,213 |
| 20 |
123-080 |
120-045 |
3-035 |
2.5% |
0-177 |
0.5% |
58% |
False |
False |
1,451,257 |
| 40 |
123-080 |
118-050 |
5-030 |
4.2% |
0-153 |
0.4% |
75% |
False |
False |
1,308,989 |
| 60 |
123-080 |
117-150 |
5-250 |
4.7% |
0-145 |
0.4% |
78% |
False |
False |
877,744 |
| 80 |
123-080 |
117-055 |
6-025 |
5.0% |
0-134 |
0.3% |
79% |
False |
False |
658,784 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
124-075 |
|
2.618 |
123-134 |
|
1.618 |
122-294 |
|
1.000 |
122-195 |
|
0.618 |
122-134 |
|
HIGH |
122-035 |
|
0.618 |
121-294 |
|
0.500 |
121-275 |
|
0.382 |
121-256 |
|
LOW |
121-195 |
|
0.618 |
121-096 |
|
1.000 |
121-035 |
|
1.618 |
120-256 |
|
2.618 |
120-096 |
|
4.250 |
119-155 |
|
|
| Fisher Pivots for day following 11-Jan-2019 |
| Pivot |
1 day |
3 day |
| R1 |
121-295 |
121-289 |
| PP |
121-285 |
121-273 |
| S1 |
121-275 |
121-258 |
|