ECBOT 10 Year T-Note Future June 2019
| Trading Metrics calculated at close of trading on 26-Mar-2019 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Mar-2019 |
26-Mar-2019 |
Change |
Change % |
Previous Week |
| Open |
124-020 |
124-155 |
0-135 |
0.3% |
122-305 |
| High |
124-215 |
124-165 |
-0-050 |
-0.1% |
124-085 |
| Low |
123-280 |
124-020 |
0-060 |
0.2% |
122-200 |
| Close |
124-105 |
124-130 |
0-025 |
0.1% |
124-010 |
| Range |
0-255 |
0-145 |
-0-110 |
-43.1% |
1-205 |
| ATR |
0-153 |
0-152 |
-0-001 |
-0.4% |
0-000 |
| Volume |
2,186,358 |
1,960,900 |
-225,458 |
-10.3% |
7,764,622 |
|
| Daily Pivots for day following 26-Mar-2019 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
125-220 |
125-160 |
124-210 |
|
| R3 |
125-075 |
125-015 |
124-170 |
|
| R2 |
124-250 |
124-250 |
124-157 |
|
| R1 |
124-190 |
124-190 |
124-143 |
124-148 |
| PP |
124-105 |
124-105 |
124-105 |
124-084 |
| S1 |
124-045 |
124-045 |
124-117 |
124-003 |
| S2 |
123-280 |
123-280 |
124-103 |
|
| S3 |
123-135 |
123-220 |
124-090 |
|
| S4 |
122-310 |
123-075 |
124-050 |
|
|
| 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 |
122-230 |
1-305 |
1.6% |
0-218 |
0.5% |
86% |
False |
False |
1,954,638 |
| 10 |
124-215 |
122-185 |
2-030 |
1.7% |
0-157 |
0.4% |
87% |
False |
False |
1,565,780 |
| 20 |
124-215 |
121-155 |
3-060 |
2.6% |
0-151 |
0.4% |
92% |
False |
False |
1,627,736 |
| 40 |
124-215 |
121-155 |
3-060 |
2.6% |
0-136 |
0.3% |
92% |
False |
False |
1,015,082 |
| 60 |
124-215 |
121-100 |
3-115 |
2.7% |
0-145 |
0.4% |
92% |
False |
False |
678,579 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
126-141 |
|
2.618 |
125-225 |
|
1.618 |
125-080 |
|
1.000 |
124-310 |
|
0.618 |
124-255 |
|
HIGH |
124-165 |
|
0.618 |
124-110 |
|
0.500 |
124-092 |
|
0.382 |
124-075 |
|
LOW |
124-020 |
|
0.618 |
123-250 |
|
1.000 |
123-195 |
|
1.618 |
123-105 |
|
2.618 |
122-280 |
|
4.250 |
122-044 |
|
|
| Fisher Pivots for day following 26-Mar-2019 |
| Pivot |
1 day |
3 day |
| R1 |
124-118 |
124-087 |
| PP |
124-105 |
124-043 |
| S1 |
124-092 |
124-000 |
|