ECBOT 10 Year T-Note Future March 2019
| Trading Metrics calculated at close of trading on 31-Jan-2019 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Jan-2019 |
31-Jan-2019 |
Change |
Change % |
Previous Week |
| Open |
121-240 |
122-035 |
0-115 |
0.3% |
121-055 |
| High |
122-045 |
122-190 |
0-145 |
0.4% |
121-270 |
| Low |
121-160 |
122-020 |
0-180 |
0.5% |
121-050 |
| Close |
122-000 |
122-150 |
0-150 |
0.4% |
121-130 |
| Range |
0-205 |
0-170 |
-0-035 |
-17.1% |
0-220 |
| ATR |
0-155 |
0-158 |
0-002 |
1.6% |
0-000 |
| Volume |
1,711,957 |
1,941,362 |
229,405 |
13.4% |
5,792,431 |
|
| Daily Pivots for day following 31-Jan-2019 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
123-310 |
123-240 |
122-244 |
|
| R3 |
123-140 |
123-070 |
122-197 |
|
| R2 |
122-290 |
122-290 |
122-181 |
|
| R1 |
122-220 |
122-220 |
122-166 |
122-255 |
| PP |
122-120 |
122-120 |
122-120 |
122-138 |
| S1 |
122-050 |
122-050 |
122-134 |
122-085 |
| S2 |
121-270 |
121-270 |
122-119 |
|
| S3 |
121-100 |
121-200 |
122-103 |
|
| S4 |
120-250 |
121-030 |
122-057 |
|
|
| 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 |
122-190 |
121-085 |
1-105 |
1.1% |
0-150 |
0.4% |
91% |
True |
False |
1,498,225 |
| 10 |
122-190 |
121-020 |
1-170 |
1.3% |
0-149 |
0.4% |
92% |
True |
False |
1,488,237 |
| 20 |
123-080 |
121-020 |
2-060 |
1.8% |
0-165 |
0.4% |
64% |
False |
False |
1,501,116 |
| 40 |
123-080 |
119-220 |
3-180 |
2.9% |
0-160 |
0.4% |
78% |
False |
False |
1,473,687 |
| 60 |
123-080 |
117-150 |
5-250 |
4.7% |
0-146 |
0.4% |
86% |
False |
False |
1,186,611 |
| 80 |
123-080 |
117-055 |
6-025 |
5.0% |
0-142 |
0.4% |
87% |
False |
False |
892,059 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
124-273 |
|
2.618 |
123-315 |
|
1.618 |
123-145 |
|
1.000 |
123-040 |
|
0.618 |
122-295 |
|
HIGH |
122-190 |
|
0.618 |
122-125 |
|
0.500 |
122-105 |
|
0.382 |
122-085 |
|
LOW |
122-020 |
|
0.618 |
121-235 |
|
1.000 |
121-170 |
|
1.618 |
121-065 |
|
2.618 |
120-215 |
|
4.250 |
119-257 |
|
|
| Fisher Pivots for day following 31-Jan-2019 |
| Pivot |
1 day |
3 day |
| R1 |
122-135 |
122-103 |
| PP |
122-120 |
122-055 |
| S1 |
122-105 |
122-008 |
|