ECBOT 10 Year T-Note Future March 2019
| Trading Metrics calculated at close of trading on 21-Dec-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Dec-2018 |
21-Dec-2018 |
Change |
Change % |
Previous Week |
| Open |
121-085 |
120-300 |
-0-105 |
-0.3% |
120-125 |
| High |
121-105 |
121-045 |
-0-060 |
-0.2% |
121-135 |
| Low |
120-285 |
120-285 |
0-000 |
0.0% |
120-105 |
| Close |
121-020 |
121-010 |
-0-010 |
0.0% |
121-010 |
| Range |
0-140 |
0-080 |
-0-060 |
-42.9% |
1-030 |
| ATR |
0-136 |
0-132 |
-0-004 |
-2.9% |
0-000 |
| Volume |
2,172,584 |
1,417,613 |
-754,971 |
-34.7% |
8,390,420 |
|
| Daily Pivots for day following 21-Dec-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
121-247 |
121-208 |
121-054 |
|
| R3 |
121-167 |
121-128 |
121-032 |
|
| R2 |
121-087 |
121-087 |
121-025 |
|
| R1 |
121-048 |
121-048 |
121-017 |
121-068 |
| PP |
121-007 |
121-007 |
121-007 |
121-016 |
| S1 |
120-288 |
120-288 |
121-003 |
120-308 |
| S2 |
120-247 |
120-247 |
120-315 |
|
| S3 |
120-167 |
120-208 |
120-308 |
|
| S4 |
120-087 |
120-128 |
120-286 |
|
|
| Weekly Pivots for week ending 21-Dec-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
124-067 |
123-228 |
121-203 |
|
| R3 |
123-037 |
122-198 |
121-106 |
|
| R2 |
122-007 |
122-007 |
121-074 |
|
| R1 |
121-168 |
121-168 |
121-042 |
121-248 |
| PP |
120-297 |
120-297 |
120-297 |
121-016 |
| S1 |
120-138 |
120-138 |
120-298 |
120-218 |
| S2 |
119-267 |
119-267 |
120-266 |
|
| S3 |
118-237 |
119-108 |
120-234 |
|
| S4 |
117-207 |
118-078 |
120-138 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
121-135 |
120-105 |
1-030 |
0.9% |
0-138 |
0.4% |
64% |
False |
False |
1,678,084 |
| 10 |
121-135 |
120-045 |
1-090 |
1.1% |
0-125 |
0.3% |
70% |
False |
False |
1,672,612 |
| 20 |
121-135 |
118-295 |
2-160 |
2.1% |
0-131 |
0.3% |
84% |
False |
False |
1,675,731 |
| 40 |
121-135 |
117-150 |
3-305 |
3.3% |
0-127 |
0.3% |
90% |
False |
False |
868,998 |
| 60 |
121-135 |
117-055 |
4-080 |
3.5% |
0-128 |
0.3% |
91% |
False |
False |
580,812 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
122-065 |
|
2.618 |
121-254 |
|
1.618 |
121-174 |
|
1.000 |
121-125 |
|
0.618 |
121-094 |
|
HIGH |
121-045 |
|
0.618 |
121-014 |
|
0.500 |
121-005 |
|
0.382 |
120-316 |
|
LOW |
120-285 |
|
0.618 |
120-236 |
|
1.000 |
120-205 |
|
1.618 |
120-156 |
|
2.618 |
120-076 |
|
4.250 |
119-265 |
|
|
| Fisher Pivots for day following 21-Dec-2018 |
| Pivot |
1 day |
3 day |
| R1 |
121-008 |
121-018 |
| PP |
121-007 |
121-015 |
| S1 |
121-005 |
121-013 |
|