ECBOT 10 Year T-Note Future March 2019
| Trading Metrics calculated at close of trading on 08-Jan-2019 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Jan-2019 |
08-Jan-2019 |
Change |
Change % |
Previous Week |
| Open |
122-060 |
121-305 |
-0-075 |
-0.2% |
121-215 |
| High |
122-150 |
122-015 |
-0-135 |
-0.3% |
123-080 |
| Low |
121-290 |
121-195 |
-0-095 |
-0.2% |
121-180 |
| Close |
122-015 |
121-240 |
-0-095 |
-0.2% |
122-095 |
| Range |
0-180 |
0-140 |
-0-040 |
-22.2% |
1-220 |
| ATR |
0-183 |
0-180 |
-0-003 |
-1.7% |
0-000 |
| Volume |
1,335,862 |
1,174,114 |
-161,748 |
-12.1% |
7,105,104 |
|
| Daily Pivots for day following 08-Jan-2019 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
123-037 |
122-278 |
121-317 |
|
| R3 |
122-217 |
122-138 |
121-278 |
|
| R2 |
122-077 |
122-077 |
121-266 |
|
| R1 |
121-318 |
121-318 |
121-253 |
121-288 |
| PP |
121-257 |
121-257 |
121-257 |
121-241 |
| S1 |
121-178 |
121-178 |
121-227 |
121-148 |
| S2 |
121-117 |
121-117 |
121-214 |
|
| S3 |
120-297 |
121-038 |
121-202 |
|
| S4 |
120-157 |
120-218 |
121-163 |
|
|
| Weekly Pivots for week ending 04-Jan-2019 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
127-138 |
126-177 |
123-072 |
|
| R3 |
125-238 |
124-277 |
122-244 |
|
| R2 |
124-018 |
124-018 |
122-194 |
|
| R1 |
123-057 |
123-057 |
122-145 |
123-198 |
| PP |
122-118 |
122-118 |
122-118 |
122-189 |
| S1 |
121-157 |
121-157 |
122-046 |
121-298 |
| S2 |
120-218 |
120-218 |
121-316 |
|
| S3 |
118-318 |
119-257 |
121-267 |
|
| S4 |
117-098 |
118-037 |
121-118 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
123-080 |
121-195 |
1-205 |
1.3% |
0-246 |
0.6% |
9% |
False |
True |
1,763,558 |
| 10 |
123-080 |
120-280 |
2-120 |
2.0% |
0-221 |
0.6% |
37% |
False |
False |
1,378,759 |
| 20 |
123-080 |
120-045 |
3-035 |
2.6% |
0-173 |
0.4% |
52% |
False |
False |
1,525,686 |
| 40 |
123-080 |
117-165 |
5-235 |
4.7% |
0-152 |
0.4% |
74% |
False |
False |
1,208,750 |
| 60 |
123-080 |
117-150 |
5-250 |
4.7% |
0-142 |
0.4% |
74% |
False |
False |
810,157 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
123-290 |
|
2.618 |
123-062 |
|
1.618 |
122-242 |
|
1.000 |
122-155 |
|
0.618 |
122-102 |
|
HIGH |
122-015 |
|
0.618 |
121-282 |
|
0.500 |
121-265 |
|
0.382 |
121-248 |
|
LOW |
121-195 |
|
0.618 |
121-108 |
|
1.000 |
121-055 |
|
1.618 |
120-288 |
|
2.618 |
120-148 |
|
4.250 |
119-240 |
|
|
| Fisher Pivots for day following 08-Jan-2019 |
| Pivot |
1 day |
3 day |
| R1 |
121-265 |
122-135 |
| PP |
121-257 |
122-063 |
| S1 |
121-248 |
121-312 |
|