ECBOT 10 Year T-Note Future March 2019
| Trading Metrics calculated at close of trading on 28-Dec-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Dec-2018 |
28-Dec-2018 |
Change |
Change % |
Previous Week |
| Open |
120-310 |
121-125 |
0-135 |
0.3% |
121-025 |
| High |
121-190 |
121-260 |
0-070 |
0.2% |
121-260 |
| Low |
120-305 |
121-090 |
0-105 |
0.3% |
120-280 |
| Close |
121-170 |
121-200 |
0-030 |
0.1% |
121-200 |
| Range |
0-205 |
0-170 |
-0-035 |
-17.1% |
0-300 |
| ATR |
0-147 |
0-149 |
0-002 |
1.1% |
0-000 |
| Volume |
1,465,439 |
1,312,658 |
-152,781 |
-10.4% |
4,172,513 |
|
| Daily Pivots for day following 28-Dec-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
123-053 |
122-297 |
121-293 |
|
| R3 |
122-203 |
122-127 |
121-247 |
|
| R2 |
122-033 |
122-033 |
121-231 |
|
| R1 |
121-277 |
121-277 |
121-216 |
121-315 |
| PP |
121-183 |
121-183 |
121-183 |
121-203 |
| S1 |
121-107 |
121-107 |
121-184 |
121-145 |
| S2 |
121-013 |
121-013 |
121-169 |
|
| S3 |
120-163 |
120-257 |
121-153 |
|
| S4 |
119-313 |
120-087 |
121-107 |
|
|
| Weekly Pivots for week ending 28-Dec-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
124-080 |
123-280 |
122-045 |
|
| R3 |
123-100 |
122-300 |
121-282 |
|
| R2 |
122-120 |
122-120 |
121-255 |
|
| R1 |
122-000 |
122-000 |
121-228 |
122-060 |
| PP |
121-140 |
121-140 |
121-140 |
121-170 |
| S1 |
121-020 |
121-020 |
121-172 |
121-080 |
| S2 |
120-160 |
120-160 |
121-145 |
|
| S3 |
119-180 |
120-040 |
121-118 |
|
| S4 |
118-200 |
119-060 |
121-035 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
121-260 |
120-280 |
0-300 |
0.8% |
0-176 |
0.5% |
80% |
True |
False |
1,118,025 |
| 10 |
121-260 |
120-070 |
1-190 |
1.3% |
0-161 |
0.4% |
88% |
True |
False |
1,396,136 |
| 20 |
121-260 |
119-045 |
2-215 |
2.2% |
0-150 |
0.4% |
93% |
True |
False |
1,491,120 |
| 40 |
121-260 |
117-150 |
4-110 |
3.6% |
0-135 |
0.3% |
96% |
True |
False |
972,480 |
| 60 |
121-260 |
117-055 |
4-205 |
3.8% |
0-132 |
0.3% |
96% |
True |
False |
650,315 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
124-022 |
|
2.618 |
123-065 |
|
1.618 |
122-215 |
|
1.000 |
122-110 |
|
0.618 |
122-045 |
|
HIGH |
121-260 |
|
0.618 |
121-195 |
|
0.500 |
121-175 |
|
0.382 |
121-155 |
|
LOW |
121-090 |
|
0.618 |
120-305 |
|
1.000 |
120-240 |
|
1.618 |
120-135 |
|
2.618 |
119-285 |
|
4.250 |
119-008 |
|
|
| Fisher Pivots for day following 28-Dec-2018 |
| Pivot |
1 day |
3 day |
| R1 |
121-192 |
121-170 |
| PP |
121-183 |
121-140 |
| S1 |
121-175 |
121-110 |
|