ECBOT 10 Year T-Note Future March 2019
| Trading Metrics calculated at close of trading on 01-Feb-2019 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
31-Jan-2019 |
01-Feb-2019 |
Change |
Change % |
Previous Week |
| Open |
122-035 |
122-145 |
0-110 |
0.3% |
121-110 |
| High |
122-190 |
122-170 |
-0-020 |
-0.1% |
122-190 |
| Low |
122-020 |
121-280 |
-0-060 |
-0.2% |
121-085 |
| Close |
122-150 |
121-300 |
-0-170 |
-0.4% |
121-300 |
| Range |
0-170 |
0-210 |
0-040 |
23.5% |
1-105 |
| ATR |
0-158 |
0-162 |
0-004 |
2.4% |
0-000 |
| Volume |
1,941,362 |
1,757,389 |
-183,973 |
-9.5% |
7,929,302 |
|
| Daily Pivots for day following 01-Feb-2019 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
124-027 |
123-213 |
122-096 |
|
| R3 |
123-137 |
123-003 |
122-038 |
|
| R2 |
122-247 |
122-247 |
122-019 |
|
| R1 |
122-113 |
122-113 |
121-319 |
122-075 |
| PP |
122-037 |
122-037 |
122-037 |
122-018 |
| S1 |
121-223 |
121-223 |
121-281 |
121-185 |
| S2 |
121-147 |
121-147 |
121-261 |
|
| S3 |
120-257 |
121-013 |
121-242 |
|
| S4 |
120-047 |
120-123 |
121-184 |
|
|
| Weekly Pivots for week ending 01-Feb-2019 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
125-293 |
125-082 |
122-214 |
|
| R3 |
124-188 |
123-297 |
122-097 |
|
| R2 |
123-083 |
123-083 |
122-058 |
|
| R1 |
122-192 |
122-192 |
122-019 |
122-298 |
| PP |
121-298 |
121-298 |
121-298 |
122-031 |
| S1 |
121-087 |
121-087 |
121-261 |
121-192 |
| S2 |
120-193 |
120-193 |
121-222 |
|
| S3 |
119-088 |
119-302 |
121-183 |
|
| S4 |
117-303 |
118-197 |
121-066 |
|
|
| 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% |
0-162 |
0.4% |
51% |
False |
False |
1,585,860 |
| 10 |
122-190 |
121-020 |
1-170 |
1.3% |
0-151 |
0.4% |
57% |
False |
False |
1,519,014 |
| 20 |
123-075 |
121-020 |
2-055 |
1.8% |
0-159 |
0.4% |
40% |
False |
False |
1,457,107 |
| 40 |
123-080 |
120-000 |
3-080 |
2.7% |
0-160 |
0.4% |
60% |
False |
False |
1,517,355 |
| 60 |
123-080 |
117-150 |
5-250 |
4.7% |
0-149 |
0.4% |
77% |
False |
False |
1,215,498 |
| 80 |
123-080 |
117-060 |
6-020 |
5.0% |
0-144 |
0.4% |
78% |
False |
False |
914,026 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
125-103 |
|
2.618 |
124-080 |
|
1.618 |
123-190 |
|
1.000 |
123-060 |
|
0.618 |
122-300 |
|
HIGH |
122-170 |
|
0.618 |
122-090 |
|
0.500 |
122-065 |
|
0.382 |
122-040 |
|
LOW |
121-280 |
|
0.618 |
121-150 |
|
1.000 |
121-070 |
|
1.618 |
120-260 |
|
2.618 |
120-050 |
|
4.250 |
119-027 |
|
|
| Fisher Pivots for day following 01-Feb-2019 |
| Pivot |
1 day |
3 day |
| R1 |
122-065 |
122-015 |
| PP |
122-037 |
122-003 |
| S1 |
122-008 |
121-312 |
|