ECBOT 10 Year T-Note Future June 2019
| Trading Metrics calculated at close of trading on 28-Mar-2019 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Mar-2019 |
28-Mar-2019 |
Change |
Change % |
Previous Week |
| Open |
124-100 |
124-225 |
0-125 |
0.3% |
122-305 |
| High |
124-310 |
124-305 |
-0-005 |
0.0% |
124-085 |
| Low |
124-085 |
124-105 |
0-020 |
0.1% |
122-200 |
| Close |
124-220 |
124-160 |
-0-060 |
-0.2% |
124-010 |
| Range |
0-225 |
0-200 |
-0-025 |
-11.1% |
1-205 |
| ATR |
0-157 |
0-160 |
0-003 |
1.9% |
0-000 |
| Volume |
2,172,081 |
1,775,988 |
-396,093 |
-18.2% |
7,764,622 |
|
| Daily Pivots for day following 28-Mar-2019 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
126-150 |
126-035 |
124-270 |
|
| R3 |
125-270 |
125-155 |
124-215 |
|
| R2 |
125-070 |
125-070 |
124-197 |
|
| R1 |
124-275 |
124-275 |
124-178 |
124-232 |
| PP |
124-190 |
124-190 |
124-190 |
124-169 |
| S1 |
124-075 |
124-075 |
124-142 |
124-032 |
| S2 |
123-310 |
123-310 |
124-123 |
|
| S3 |
123-110 |
123-195 |
124-105 |
|
| S4 |
122-230 |
122-315 |
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 |
124-310 |
123-105 |
1-205 |
1.3% |
0-225 |
0.6% |
71% |
False |
False |
2,123,451 |
| 10 |
124-310 |
122-200 |
2-110 |
1.9% |
0-184 |
0.5% |
80% |
False |
False |
1,721,205 |
| 20 |
124-310 |
121-155 |
3-155 |
2.8% |
0-154 |
0.4% |
87% |
False |
False |
1,607,444 |
| 40 |
124-310 |
121-155 |
3-155 |
2.8% |
0-140 |
0.4% |
87% |
False |
False |
1,113,240 |
| 60 |
124-310 |
121-100 |
3-210 |
2.9% |
0-146 |
0.4% |
87% |
False |
False |
744,356 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
127-195 |
|
2.618 |
126-189 |
|
1.618 |
125-309 |
|
1.000 |
125-185 |
|
0.618 |
125-109 |
|
HIGH |
124-305 |
|
0.618 |
124-229 |
|
0.500 |
124-205 |
|
0.382 |
124-181 |
|
LOW |
124-105 |
|
0.618 |
123-301 |
|
1.000 |
123-225 |
|
1.618 |
123-101 |
|
2.618 |
122-221 |
|
4.250 |
121-215 |
|
|
| Fisher Pivots for day following 28-Mar-2019 |
| Pivot |
1 day |
3 day |
| R1 |
124-205 |
124-165 |
| PP |
124-190 |
124-163 |
| S1 |
124-175 |
124-162 |
|