ECBOT 10 Year T-Note Future March 2019
| Trading Metrics calculated at close of trading on 16-Jan-2019 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Jan-2019 |
16-Jan-2019 |
Change |
Change % |
Previous Week |
| Open |
121-300 |
121-270 |
-0-030 |
-0.1% |
122-060 |
| High |
122-060 |
121-300 |
-0-080 |
-0.2% |
122-150 |
| Low |
121-250 |
121-195 |
-0-055 |
-0.1% |
121-160 |
| Close |
121-290 |
121-230 |
-0-060 |
-0.2% |
121-305 |
| Range |
0-130 |
0-105 |
-0-025 |
-19.2% |
0-310 |
| ATR |
0-168 |
0-163 |
-0-004 |
-2.7% |
0-000 |
| Volume |
1,555,787 |
1,180,543 |
-375,244 |
-24.1% |
6,574,376 |
|
| Daily Pivots for day following 16-Jan-2019 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
122-237 |
122-178 |
121-288 |
|
| R3 |
122-132 |
122-073 |
121-259 |
|
| R2 |
122-027 |
122-027 |
121-249 |
|
| R1 |
121-288 |
121-288 |
121-240 |
121-265 |
| PP |
121-242 |
121-242 |
121-242 |
121-230 |
| S1 |
121-183 |
121-183 |
121-220 |
121-160 |
| S2 |
121-137 |
121-137 |
121-211 |
|
| S3 |
121-032 |
121-078 |
121-201 |
|
| S4 |
120-247 |
120-293 |
121-172 |
|
|
| Weekly Pivots for week ending 11-Jan-2019 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
124-282 |
124-123 |
122-156 |
|
| R3 |
123-292 |
123-133 |
122-070 |
|
| R2 |
122-302 |
122-302 |
122-042 |
|
| R1 |
122-143 |
122-143 |
122-013 |
122-068 |
| PP |
121-312 |
121-312 |
121-312 |
121-274 |
| S1 |
121-153 |
121-153 |
121-277 |
121-077 |
| S2 |
121-002 |
121-002 |
121-248 |
|
| S3 |
120-012 |
120-163 |
121-220 |
|
| S4 |
119-022 |
119-173 |
121-134 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
122-090 |
121-185 |
0-225 |
0.6% |
0-139 |
0.4% |
20% |
False |
False |
1,286,265 |
| 10 |
123-080 |
121-160 |
1-240 |
1.4% |
0-182 |
0.5% |
13% |
False |
False |
1,513,995 |
| 20 |
123-080 |
120-195 |
2-205 |
2.2% |
0-179 |
0.5% |
42% |
False |
False |
1,444,265 |
| 40 |
123-080 |
118-270 |
4-130 |
3.6% |
0-150 |
0.4% |
65% |
False |
False |
1,400,131 |
| 60 |
123-080 |
117-150 |
5-250 |
4.7% |
0-145 |
0.4% |
74% |
False |
False |
940,840 |
| 80 |
123-080 |
117-055 |
6-025 |
5.0% |
0-137 |
0.4% |
75% |
False |
False |
706,220 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
123-106 |
|
2.618 |
122-255 |
|
1.618 |
122-150 |
|
1.000 |
122-085 |
|
0.618 |
122-045 |
|
HIGH |
121-300 |
|
0.618 |
121-260 |
|
0.500 |
121-248 |
|
0.382 |
121-235 |
|
LOW |
121-195 |
|
0.618 |
121-130 |
|
1.000 |
121-090 |
|
1.618 |
121-025 |
|
2.618 |
120-240 |
|
4.250 |
120-069 |
|
|
| Fisher Pivots for day following 16-Jan-2019 |
| Pivot |
1 day |
3 day |
| R1 |
121-248 |
121-303 |
| PP |
121-242 |
121-278 |
| S1 |
121-236 |
121-254 |
|