ECBOT 10 Year T-Note Future June 2019
| Trading Metrics calculated at close of trading on 11-Mar-2019 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Mar-2019 |
11-Mar-2019 |
Change |
Change % |
Previous Week |
| Open |
122-190 |
122-220 |
0-030 |
0.1% |
121-170 |
| High |
122-305 |
122-250 |
-0-055 |
-0.1% |
122-305 |
| Low |
122-170 |
122-170 |
0-000 |
0.0% |
121-155 |
| Close |
122-245 |
122-205 |
-0-040 |
-0.1% |
122-245 |
| Range |
0-135 |
0-080 |
-0-055 |
-40.7% |
1-150 |
| ATR |
0-134 |
0-130 |
-0-004 |
-2.9% |
0-000 |
| Volume |
1,883,865 |
1,023,534 |
-860,331 |
-45.7% |
7,880,650 |
|
| Daily Pivots for day following 11-Mar-2019 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
123-128 |
123-087 |
122-249 |
|
| R3 |
123-048 |
123-007 |
122-227 |
|
| R2 |
122-288 |
122-288 |
122-220 |
|
| R1 |
122-247 |
122-247 |
122-212 |
122-228 |
| PP |
122-208 |
122-208 |
122-208 |
122-199 |
| S1 |
122-167 |
122-167 |
122-198 |
122-148 |
| S2 |
122-128 |
122-128 |
122-190 |
|
| S3 |
122-048 |
122-087 |
122-183 |
|
| S4 |
121-288 |
122-007 |
122-161 |
|
|
| Weekly Pivots for week ending 08-Mar-2019 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
126-258 |
126-082 |
123-183 |
|
| R3 |
125-108 |
124-252 |
123-054 |
|
| R2 |
123-278 |
123-278 |
123-011 |
|
| R1 |
123-102 |
123-102 |
122-288 |
123-190 |
| PP |
122-128 |
122-128 |
122-128 |
122-172 |
| S1 |
121-272 |
121-272 |
122-202 |
122-040 |
| S2 |
120-298 |
120-298 |
122-159 |
|
| S3 |
119-148 |
120-122 |
122-116 |
|
| S4 |
117-318 |
118-292 |
121-307 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
122-305 |
121-200 |
1-105 |
1.1% |
0-121 |
0.3% |
76% |
False |
False |
1,508,825 |
| 10 |
122-305 |
121-155 |
1-150 |
1.2% |
0-135 |
0.3% |
79% |
False |
False |
1,773,018 |
| 20 |
122-305 |
121-155 |
1-150 |
1.2% |
0-125 |
0.3% |
79% |
False |
False |
1,152,108 |
| 40 |
122-305 |
121-100 |
1-205 |
1.3% |
0-128 |
0.3% |
81% |
False |
False |
582,083 |
| 60 |
123-175 |
120-020 |
3-155 |
2.8% |
0-135 |
0.3% |
74% |
False |
False |
388,323 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
123-270 |
|
2.618 |
123-139 |
|
1.618 |
123-059 |
|
1.000 |
123-010 |
|
0.618 |
122-299 |
|
HIGH |
122-250 |
|
0.618 |
122-219 |
|
0.500 |
122-210 |
|
0.382 |
122-201 |
|
LOW |
122-170 |
|
0.618 |
122-121 |
|
1.000 |
122-090 |
|
1.618 |
122-041 |
|
2.618 |
121-281 |
|
4.250 |
121-150 |
|
|
| Fisher Pivots for day following 11-Mar-2019 |
| Pivot |
1 day |
3 day |
| R1 |
122-210 |
122-194 |
| PP |
122-208 |
122-183 |
| S1 |
122-207 |
122-172 |
|