ECBOT 10 Year T-Note Future March 2019
| Trading Metrics calculated at close of trading on 12-Mar-2019 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Mar-2019 |
12-Mar-2019 |
Change |
Change % |
Previous Week |
| Open |
122-150 |
122-080 |
-0-070 |
-0.2% |
121-115 |
| High |
122-165 |
122-220 |
0-055 |
0.1% |
122-225 |
| Low |
122-090 |
122-050 |
-0-040 |
-0.1% |
121-100 |
| Close |
122-130 |
122-195 |
0-065 |
0.2% |
122-165 |
| Range |
0-075 |
0-170 |
0-095 |
126.7% |
1-125 |
| ATR |
0-126 |
0-129 |
0-003 |
2.5% |
0-000 |
| Volume |
5,093 |
14,993 |
9,900 |
194.4% |
204,592 |
|
| Daily Pivots for day following 12-Mar-2019 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
124-025 |
123-280 |
122-288 |
|
| R3 |
123-175 |
123-110 |
122-242 |
|
| R2 |
123-005 |
123-005 |
122-226 |
|
| R1 |
122-260 |
122-260 |
122-211 |
122-292 |
| PP |
122-155 |
122-155 |
122-155 |
122-171 |
| S1 |
122-090 |
122-090 |
122-179 |
122-123 |
| S2 |
121-305 |
121-305 |
122-164 |
|
| S3 |
121-135 |
121-240 |
122-148 |
|
| S4 |
120-285 |
121-070 |
122-102 |
|
|
| Weekly Pivots for week ending 08-Mar-2019 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
126-112 |
125-263 |
123-090 |
|
| R3 |
124-307 |
124-138 |
122-287 |
|
| R2 |
123-182 |
123-182 |
122-247 |
|
| R1 |
123-013 |
123-013 |
122-206 |
123-097 |
| PP |
122-057 |
122-057 |
122-057 |
122-099 |
| S1 |
121-208 |
121-208 |
122-124 |
121-292 |
| S2 |
120-252 |
120-252 |
122-083 |
|
| S3 |
119-127 |
120-083 |
122-043 |
|
| S4 |
118-002 |
118-278 |
121-240 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
122-225 |
121-220 |
1-005 |
0.8% |
0-126 |
0.3% |
91% |
False |
False |
20,526 |
| 10 |
122-225 |
121-100 |
1-125 |
1.1% |
0-131 |
0.3% |
93% |
False |
False |
223,619 |
| 20 |
122-225 |
121-100 |
1-125 |
1.1% |
0-123 |
0.3% |
93% |
False |
False |
1,055,948 |
| 40 |
122-225 |
121-020 |
1-205 |
1.3% |
0-129 |
0.3% |
94% |
False |
False |
1,207,753 |
| 60 |
123-080 |
120-045 |
3-035 |
2.5% |
0-145 |
0.4% |
79% |
False |
False |
1,288,921 |
| 80 |
123-080 |
118-050 |
5-030 |
4.2% |
0-141 |
0.4% |
87% |
False |
False |
1,258,371 |
| 100 |
123-080 |
117-150 |
5-250 |
4.7% |
0-139 |
0.4% |
89% |
False |
False |
1,009,748 |
| 120 |
123-080 |
117-055 |
6-025 |
5.0% |
0-132 |
0.3% |
89% |
False |
False |
841,774 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
124-302 |
|
2.618 |
124-025 |
|
1.618 |
123-175 |
|
1.000 |
123-070 |
|
0.618 |
123-005 |
|
HIGH |
122-220 |
|
0.618 |
122-155 |
|
0.500 |
122-135 |
|
0.382 |
122-115 |
|
LOW |
122-050 |
|
0.618 |
121-265 |
|
1.000 |
121-200 |
|
1.618 |
121-095 |
|
2.618 |
120-245 |
|
4.250 |
119-288 |
|
|
| Fisher Pivots for day following 12-Mar-2019 |
| Pivot |
1 day |
3 day |
| R1 |
122-175 |
122-176 |
| PP |
122-155 |
122-157 |
| S1 |
122-135 |
122-138 |
|