ECBOT 10 Year T-Note Future June 2019
| Trading Metrics calculated at close of trading on 25-Mar-2019 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Mar-2019 |
25-Mar-2019 |
Change |
Change % |
Previous Week |
| Open |
123-115 |
124-020 |
0-225 |
0.6% |
122-305 |
| High |
124-085 |
124-215 |
0-130 |
0.3% |
124-085 |
| Low |
123-105 |
123-280 |
0-175 |
0.4% |
122-200 |
| Close |
124-010 |
124-105 |
0-095 |
0.2% |
124-010 |
| Range |
0-300 |
0-255 |
-0-045 |
-15.0% |
1-205 |
| ATR |
0-145 |
0-153 |
0-008 |
5.5% |
0-000 |
| Volume |
2,521,931 |
2,186,358 |
-335,573 |
-13.3% |
7,764,622 |
|
| Daily Pivots for day following 25-Mar-2019 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
126-218 |
126-097 |
124-245 |
|
| R3 |
125-283 |
125-162 |
124-175 |
|
| R2 |
125-028 |
125-028 |
124-152 |
|
| R1 |
124-227 |
124-227 |
124-128 |
124-288 |
| PP |
124-093 |
124-093 |
124-093 |
124-124 |
| S1 |
123-292 |
123-292 |
124-082 |
124-032 |
| S2 |
123-158 |
123-158 |
124-058 |
|
| S3 |
122-223 |
123-037 |
124-035 |
|
| S4 |
121-288 |
122-102 |
123-285 |
|
|
| Weekly Pivots for week ending 22-Mar-2019 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
128-180 |
127-300 |
124-299 |
|
| R3 |
126-295 |
126-095 |
124-154 |
|
| R2 |
125-090 |
125-090 |
124-106 |
|
| R1 |
124-210 |
124-210 |
124-058 |
124-310 |
| PP |
123-205 |
123-205 |
123-205 |
123-255 |
| S1 |
123-005 |
123-005 |
123-282 |
123-105 |
| S2 |
122-000 |
122-000 |
123-234 |
|
| S3 |
120-115 |
121-120 |
123-186 |
|
| S4 |
118-230 |
119-235 |
123-041 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
124-215 |
122-200 |
2-015 |
1.6% |
0-210 |
0.5% |
83% |
True |
False |
1,797,419 |
| 10 |
124-215 |
122-120 |
2-095 |
1.8% |
0-162 |
0.4% |
85% |
True |
False |
1,545,567 |
| 20 |
124-215 |
121-155 |
3-060 |
2.6% |
0-149 |
0.4% |
89% |
True |
False |
1,659,293 |
| 40 |
124-215 |
121-155 |
3-060 |
2.6% |
0-135 |
0.3% |
89% |
True |
False |
966,221 |
| 60 |
124-215 |
121-015 |
3-200 |
2.9% |
0-145 |
0.4% |
91% |
True |
False |
645,898 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
128-019 |
|
2.618 |
126-243 |
|
1.618 |
125-308 |
|
1.000 |
125-150 |
|
0.618 |
125-053 |
|
HIGH |
124-215 |
|
0.618 |
124-118 |
|
0.500 |
124-088 |
|
0.382 |
124-057 |
|
LOW |
123-280 |
|
0.618 |
123-122 |
|
1.000 |
123-025 |
|
1.618 |
122-187 |
|
2.618 |
121-252 |
|
4.250 |
120-156 |
|
|
| Fisher Pivots for day following 25-Mar-2019 |
| Pivot |
1 day |
3 day |
| R1 |
124-099 |
124-067 |
| PP |
124-093 |
124-030 |
| S1 |
124-088 |
123-313 |
|