ECBOT 10 Year T-Note Future June 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 |
122-220 |
122-195 |
-0-025 |
-0.1% |
121-170 |
| High |
122-250 |
122-310 |
0-060 |
0.2% |
122-305 |
| Low |
122-170 |
122-120 |
-0-050 |
-0.1% |
121-155 |
| Close |
122-205 |
122-280 |
0-075 |
0.2% |
122-245 |
| Range |
0-080 |
0-190 |
0-110 |
137.5% |
1-150 |
| ATR |
0-130 |
0-135 |
0-004 |
3.3% |
0-000 |
| Volume |
1,023,534 |
1,758,776 |
735,242 |
71.8% |
7,880,650 |
|
| Daily Pivots for day following 12-Mar-2019 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
124-167 |
124-093 |
123-065 |
|
| R3 |
123-297 |
123-223 |
123-012 |
|
| R2 |
123-107 |
123-107 |
122-315 |
|
| R1 |
123-033 |
123-033 |
122-297 |
123-070 |
| PP |
122-237 |
122-237 |
122-237 |
122-255 |
| S1 |
122-163 |
122-163 |
122-263 |
122-200 |
| S2 |
122-047 |
122-047 |
122-245 |
|
| S3 |
121-177 |
121-293 |
122-228 |
|
| S4 |
120-307 |
121-103 |
122-175 |
|
|
| 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 |
122-310 |
121-280 |
1-030 |
0.9% |
0-140 |
0.4% |
91% |
True |
False |
1,604,879 |
| 10 |
122-310 |
121-155 |
1-155 |
1.2% |
0-145 |
0.4% |
94% |
True |
False |
1,689,692 |
| 20 |
122-310 |
121-155 |
1-155 |
1.2% |
0-130 |
0.3% |
94% |
True |
False |
1,238,413 |
| 40 |
122-310 |
121-100 |
1-210 |
1.3% |
0-129 |
0.3% |
94% |
True |
False |
625,925 |
| 60 |
123-175 |
120-040 |
3-135 |
2.8% |
0-138 |
0.4% |
80% |
False |
False |
417,635 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
125-158 |
|
2.618 |
124-167 |
|
1.618 |
123-297 |
|
1.000 |
123-180 |
|
0.618 |
123-107 |
|
HIGH |
122-310 |
|
0.618 |
122-237 |
|
0.500 |
122-215 |
|
0.382 |
122-193 |
|
LOW |
122-120 |
|
0.618 |
122-003 |
|
1.000 |
121-250 |
|
1.618 |
121-133 |
|
2.618 |
120-263 |
|
4.250 |
119-272 |
|
|
| Fisher Pivots for day following 12-Mar-2019 |
| Pivot |
1 day |
3 day |
| R1 |
122-258 |
122-258 |
| PP |
122-237 |
122-237 |
| S1 |
122-215 |
122-215 |
|