ECBOT 10 Year T-Note Future March 2019
| Trading Metrics calculated at close of trading on 14-Jan-2019 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Jan-2019 |
14-Jan-2019 |
Change |
Change % |
Previous Week |
| Open |
121-200 |
121-295 |
0-095 |
0.2% |
122-060 |
| High |
122-035 |
122-090 |
0-055 |
0.1% |
122-150 |
| Low |
121-195 |
121-280 |
0-085 |
0.2% |
121-160 |
| Close |
121-305 |
121-290 |
-0-015 |
0.0% |
121-305 |
| Range |
0-160 |
0-130 |
-0-030 |
-18.7% |
0-310 |
| ATR |
0-174 |
0-171 |
-0-003 |
-1.8% |
0-000 |
| Volume |
1,209,547 |
1,058,706 |
-150,841 |
-12.5% |
6,574,376 |
|
| Daily Pivots for day following 14-Jan-2019 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
123-077 |
122-313 |
122-042 |
|
| R3 |
122-267 |
122-183 |
122-006 |
|
| R2 |
122-137 |
122-137 |
121-314 |
|
| R1 |
122-053 |
122-053 |
121-302 |
122-030 |
| PP |
122-007 |
122-007 |
122-007 |
121-315 |
| S1 |
121-243 |
121-243 |
121-278 |
121-220 |
| S2 |
121-197 |
121-197 |
121-266 |
|
| S3 |
121-067 |
121-113 |
121-254 |
|
| S4 |
120-257 |
120-303 |
121-219 |
|
|
| 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 |
122-090 |
121-160 |
0-250 |
0.6% |
0-143 |
0.4% |
52% |
True |
False |
1,259,444 |
| 10 |
123-080 |
121-160 |
1-240 |
1.4% |
0-199 |
0.5% |
23% |
False |
False |
1,473,818 |
| 20 |
123-080 |
120-070 |
3-010 |
2.5% |
0-180 |
0.5% |
56% |
False |
False |
1,434,977 |
| 40 |
123-080 |
118-135 |
4-265 |
4.0% |
0-152 |
0.4% |
72% |
False |
False |
1,334,210 |
| 60 |
123-080 |
117-150 |
5-250 |
4.7% |
0-145 |
0.4% |
77% |
False |
False |
895,345 |
| 80 |
123-080 |
117-055 |
6-025 |
5.0% |
0-135 |
0.3% |
78% |
False |
False |
672,018 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
124-003 |
|
2.618 |
123-110 |
|
1.618 |
122-300 |
|
1.000 |
122-220 |
|
0.618 |
122-170 |
|
HIGH |
122-090 |
|
0.618 |
122-040 |
|
0.500 |
122-025 |
|
0.382 |
122-010 |
|
LOW |
121-280 |
|
0.618 |
121-200 |
|
1.000 |
121-150 |
|
1.618 |
121-070 |
|
2.618 |
120-260 |
|
4.250 |
120-047 |
|
|
| Fisher Pivots for day following 14-Jan-2019 |
| Pivot |
1 day |
3 day |
| R1 |
122-025 |
121-298 |
| PP |
122-007 |
121-295 |
| S1 |
121-308 |
121-293 |
|