ECBOT 10 Year T-Note Future March 2019
| Trading Metrics calculated at close of trading on 18-Dec-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Dec-2018 |
18-Dec-2018 |
Change |
Change % |
Previous Week |
| Open |
120-125 |
120-205 |
0-080 |
0.2% |
120-250 |
| High |
120-235 |
120-300 |
0-065 |
0.2% |
120-300 |
| Low |
120-105 |
120-195 |
0-090 |
0.2% |
120-045 |
| Close |
120-210 |
120-275 |
0-065 |
0.2% |
120-125 |
| Range |
0-130 |
0-105 |
-0-025 |
-19.2% |
0-255 |
| ATR |
0-130 |
0-128 |
-0-002 |
-1.4% |
0-000 |
| Volume |
1,152,134 |
1,636,749 |
484,615 |
42.1% |
8,335,709 |
|
| Daily Pivots for day following 18-Dec-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
121-252 |
121-208 |
121-013 |
|
| R3 |
121-147 |
121-103 |
120-304 |
|
| R2 |
121-042 |
121-042 |
120-294 |
|
| R1 |
120-318 |
120-318 |
120-285 |
121-020 |
| PP |
120-257 |
120-257 |
120-257 |
120-268 |
| S1 |
120-213 |
120-213 |
120-265 |
120-235 |
| S2 |
120-152 |
120-152 |
120-256 |
|
| S3 |
120-047 |
120-108 |
120-246 |
|
| S4 |
119-262 |
120-003 |
120-217 |
|
|
| Weekly Pivots for week ending 14-Dec-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
122-282 |
122-138 |
120-265 |
|
| R3 |
122-027 |
121-203 |
120-195 |
|
| R2 |
121-092 |
121-092 |
120-172 |
|
| R1 |
120-268 |
120-268 |
120-148 |
120-212 |
| PP |
120-157 |
120-157 |
120-157 |
120-129 |
| S1 |
120-013 |
120-013 |
120-102 |
119-277 |
| S2 |
119-222 |
119-222 |
120-078 |
|
| S3 |
118-287 |
119-078 |
120-055 |
|
| S4 |
118-032 |
118-143 |
119-305 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
120-300 |
120-045 |
0-255 |
0.7% |
0-107 |
0.3% |
90% |
True |
False |
1,417,119 |
| 10 |
120-300 |
120-000 |
0-300 |
0.8% |
0-124 |
0.3% |
92% |
True |
False |
1,680,589 |
| 20 |
120-300 |
118-270 |
2-030 |
1.7% |
0-121 |
0.3% |
96% |
True |
False |
1,433,080 |
| 40 |
120-300 |
117-150 |
3-150 |
2.9% |
0-129 |
0.3% |
98% |
True |
False |
729,829 |
| 60 |
120-300 |
117-055 |
3-245 |
3.1% |
0-124 |
0.3% |
98% |
True |
False |
487,484 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
122-106 |
|
2.618 |
121-255 |
|
1.618 |
121-150 |
|
1.000 |
121-085 |
|
0.618 |
121-045 |
|
HIGH |
120-300 |
|
0.618 |
120-260 |
|
0.500 |
120-248 |
|
0.382 |
120-235 |
|
LOW |
120-195 |
|
0.618 |
120-130 |
|
1.000 |
120-090 |
|
1.618 |
120-025 |
|
2.618 |
119-240 |
|
4.250 |
119-069 |
|
|
| Fisher Pivots for day following 18-Dec-2018 |
| Pivot |
1 day |
3 day |
| R1 |
120-266 |
120-245 |
| PP |
120-257 |
120-215 |
| S1 |
120-248 |
120-185 |
|