ECBOT 10 Year T-Note Future March 2019
| Trading Metrics calculated at close of trading on 29-Jan-2019 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Jan-2019 |
29-Jan-2019 |
Change |
Change % |
Previous Week |
| Open |
121-110 |
121-150 |
0-040 |
0.1% |
121-055 |
| High |
121-195 |
121-260 |
0-065 |
0.2% |
121-270 |
| Low |
121-085 |
121-145 |
0-060 |
0.2% |
121-050 |
| Close |
121-160 |
121-250 |
0-090 |
0.2% |
121-130 |
| Range |
0-110 |
0-115 |
0-005 |
4.5% |
0-220 |
| ATR |
0-155 |
0-152 |
-0-003 |
-1.8% |
0-000 |
| Volume |
1,326,926 |
1,191,668 |
-135,258 |
-10.2% |
5,792,431 |
|
| Daily Pivots for day following 29-Jan-2019 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
122-243 |
122-202 |
121-313 |
|
| R3 |
122-128 |
122-087 |
121-282 |
|
| R2 |
122-013 |
122-013 |
121-271 |
|
| R1 |
121-292 |
121-292 |
121-261 |
121-313 |
| PP |
121-218 |
121-218 |
121-218 |
121-229 |
| S1 |
121-177 |
121-177 |
121-239 |
121-198 |
| S2 |
121-103 |
121-103 |
121-229 |
|
| S3 |
120-308 |
121-062 |
121-218 |
|
| S4 |
120-193 |
120-267 |
121-187 |
|
|
| Weekly Pivots for week ending 25-Jan-2019 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
123-170 |
123-050 |
121-251 |
|
| R3 |
122-270 |
122-150 |
121-191 |
|
| R2 |
122-050 |
122-050 |
121-170 |
|
| R1 |
121-250 |
121-250 |
121-150 |
121-310 |
| PP |
121-150 |
121-150 |
121-150 |
121-180 |
| S1 |
121-030 |
121-030 |
121-110 |
121-090 |
| S2 |
120-250 |
120-250 |
121-090 |
|
| S3 |
120-030 |
120-130 |
121-070 |
|
| S4 |
119-130 |
119-230 |
121-009 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
121-270 |
121-070 |
0-200 |
0.5% |
0-124 |
0.3% |
90% |
False |
False |
1,315,538 |
| 10 |
122-060 |
121-020 |
1-040 |
0.9% |
0-135 |
0.3% |
64% |
False |
False |
1,396,538 |
| 20 |
123-080 |
121-020 |
2-060 |
1.8% |
0-167 |
0.4% |
33% |
False |
False |
1,435,178 |
| 40 |
123-080 |
119-045 |
4-035 |
3.4% |
0-158 |
0.4% |
64% |
False |
False |
1,463,149 |
| 60 |
123-080 |
117-150 |
5-250 |
4.7% |
0-146 |
0.4% |
75% |
False |
False |
1,126,713 |
| 80 |
123-080 |
117-055 |
6-025 |
5.0% |
0-141 |
0.4% |
76% |
False |
False |
846,530 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
123-109 |
|
2.618 |
122-241 |
|
1.618 |
122-126 |
|
1.000 |
122-055 |
|
0.618 |
122-011 |
|
HIGH |
121-260 |
|
0.618 |
121-216 |
|
0.500 |
121-202 |
|
0.382 |
121-189 |
|
LOW |
121-145 |
|
0.618 |
121-074 |
|
1.000 |
121-030 |
|
1.618 |
120-279 |
|
2.618 |
120-164 |
|
4.250 |
119-296 |
|
|
| Fisher Pivots for day following 29-Jan-2019 |
| Pivot |
1 day |
3 day |
| R1 |
121-234 |
121-224 |
| PP |
121-218 |
121-198 |
| S1 |
121-202 |
121-172 |
|