ECBOT 10 Year T-Note Future March 2019
| Trading Metrics calculated at close of trading on 02-Jan-2019 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
31-Dec-2018 |
02-Jan-2019 |
Change |
Change % |
Previous Week |
| Open |
121-215 |
121-260 |
0-045 |
0.1% |
121-025 |
| High |
122-040 |
122-165 |
0-125 |
0.3% |
121-260 |
| Low |
121-180 |
121-260 |
0-080 |
0.2% |
120-280 |
| Close |
122-005 |
122-060 |
0-055 |
0.1% |
121-200 |
| Range |
0-180 |
0-225 |
0-045 |
25.0% |
0-300 |
| ATR |
0-151 |
0-157 |
0-005 |
3.5% |
0-000 |
| Volume |
797,287 |
1,537,272 |
739,985 |
92.8% |
4,172,513 |
|
| Daily Pivots for day following 02-Jan-2019 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
124-090 |
123-300 |
122-184 |
|
| R3 |
123-185 |
123-075 |
122-122 |
|
| R2 |
122-280 |
122-280 |
122-101 |
|
| R1 |
122-170 |
122-170 |
122-081 |
122-225 |
| PP |
122-055 |
122-055 |
122-055 |
122-082 |
| S1 |
121-265 |
121-265 |
122-039 |
122-000 |
| S2 |
121-150 |
121-150 |
122-019 |
|
| S3 |
120-245 |
121-040 |
121-318 |
|
| S4 |
120-020 |
120-135 |
121-256 |
|
|
| 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 |
122-165 |
120-280 |
1-205 |
1.3% |
0-205 |
0.5% |
80% |
True |
False |
1,198,740 |
| 10 |
122-165 |
120-195 |
1-290 |
1.6% |
0-176 |
0.5% |
83% |
True |
False |
1,374,535 |
| 20 |
122-165 |
119-220 |
2-265 |
2.3% |
0-155 |
0.4% |
88% |
True |
False |
1,446,257 |
| 40 |
122-165 |
117-150 |
5-015 |
4.1% |
0-137 |
0.4% |
93% |
True |
False |
1,029,358 |
| 60 |
122-165 |
117-055 |
5-110 |
4.4% |
0-135 |
0.3% |
94% |
True |
False |
689,040 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
125-161 |
|
2.618 |
124-114 |
|
1.618 |
123-209 |
|
1.000 |
123-070 |
|
0.618 |
122-304 |
|
HIGH |
122-165 |
|
0.618 |
122-079 |
|
0.500 |
122-052 |
|
0.382 |
122-026 |
|
LOW |
121-260 |
|
0.618 |
121-121 |
|
1.000 |
121-035 |
|
1.618 |
120-216 |
|
2.618 |
119-311 |
|
4.250 |
118-264 |
|
|
| Fisher Pivots for day following 02-Jan-2019 |
| Pivot |
1 day |
3 day |
| R1 |
122-057 |
122-029 |
| PP |
122-055 |
121-318 |
| S1 |
122-052 |
121-288 |
|