ECBOT 10 Year T-Note Future June 2019
| Trading Metrics calculated at close of trading on 27-Mar-2019 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Mar-2019 |
27-Mar-2019 |
Change |
Change % |
Previous Week |
| Open |
124-155 |
124-100 |
-0-055 |
-0.1% |
122-305 |
| High |
124-165 |
124-310 |
0-145 |
0.4% |
124-085 |
| Low |
124-020 |
124-085 |
0-065 |
0.2% |
122-200 |
| Close |
124-130 |
124-220 |
0-090 |
0.2% |
124-010 |
| Range |
0-145 |
0-225 |
0-080 |
55.2% |
1-205 |
| ATR |
0-152 |
0-157 |
0-005 |
3.4% |
0-000 |
| Volume |
1,960,900 |
2,172,081 |
211,181 |
10.8% |
7,764,622 |
|
| Daily Pivots for day following 27-Mar-2019 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
126-240 |
126-135 |
125-024 |
|
| R3 |
126-015 |
125-230 |
124-282 |
|
| R2 |
125-110 |
125-110 |
124-261 |
|
| R1 |
125-005 |
125-005 |
124-241 |
125-058 |
| PP |
124-205 |
124-205 |
124-205 |
124-231 |
| S1 |
124-100 |
124-100 |
124-199 |
124-152 |
| S2 |
123-300 |
123-300 |
124-179 |
|
| S3 |
123-075 |
123-195 |
124-158 |
|
| S4 |
122-170 |
122-290 |
124-096 |
|
|
| 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 |
124-310 |
123-090 |
1-220 |
1.4% |
0-211 |
0.5% |
83% |
True |
False |
2,080,931 |
| 10 |
124-310 |
122-185 |
2-125 |
1.9% |
0-173 |
0.4% |
88% |
True |
False |
1,673,163 |
| 20 |
124-310 |
121-155 |
3-155 |
2.8% |
0-154 |
0.4% |
92% |
True |
False |
1,643,458 |
| 40 |
124-310 |
121-155 |
3-155 |
2.8% |
0-140 |
0.3% |
92% |
True |
False |
1,069,040 |
| 60 |
124-310 |
121-100 |
3-210 |
2.9% |
0-145 |
0.4% |
92% |
True |
False |
714,759 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
127-306 |
|
2.618 |
126-259 |
|
1.618 |
126-034 |
|
1.000 |
125-215 |
|
0.618 |
125-129 |
|
HIGH |
124-310 |
|
0.618 |
124-224 |
|
0.500 |
124-198 |
|
0.382 |
124-171 |
|
LOW |
124-085 |
|
0.618 |
123-266 |
|
1.000 |
123-180 |
|
1.618 |
123-041 |
|
2.618 |
122-136 |
|
4.250 |
121-089 |
|
|
| Fisher Pivots for day following 27-Mar-2019 |
| Pivot |
1 day |
3 day |
| R1 |
124-213 |
124-192 |
| PP |
124-205 |
124-163 |
| S1 |
124-198 |
124-135 |
|