ECBOT 10 Year T-Note Future March 2019
| Trading Metrics calculated at close of trading on 25-Feb-2019 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Feb-2019 |
25-Feb-2019 |
Change |
Change % |
Previous Week |
| Open |
121-270 |
122-015 |
0-065 |
0.2% |
122-015 |
| High |
122-090 |
122-040 |
-0-050 |
-0.1% |
122-120 |
| Low |
121-270 |
121-295 |
0-025 |
0.1% |
121-255 |
| Close |
122-045 |
122-010 |
-0-035 |
-0.1% |
122-045 |
| Range |
0-140 |
0-065 |
-0-075 |
-53.6% |
0-185 |
| ATR |
0-135 |
0-130 |
-0-005 |
-3.4% |
0-000 |
| Volume |
1,879,806 |
3,161,503 |
1,281,697 |
68.2% |
7,246,967 |
|
| Daily Pivots for day following 25-Feb-2019 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
122-203 |
122-172 |
122-046 |
|
| R3 |
122-138 |
122-107 |
122-028 |
|
| R2 |
122-073 |
122-073 |
122-022 |
|
| R1 |
122-042 |
122-042 |
122-016 |
122-025 |
| PP |
122-008 |
122-008 |
122-008 |
122-000 |
| S1 |
121-297 |
121-297 |
122-004 |
121-280 |
| S2 |
121-263 |
121-263 |
121-318 |
|
| S3 |
121-198 |
121-232 |
121-312 |
|
| S4 |
121-133 |
121-167 |
121-294 |
|
|
| Weekly Pivots for week ending 22-Feb-2019 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
123-268 |
123-182 |
122-147 |
|
| R3 |
123-083 |
122-317 |
122-096 |
|
| R2 |
122-218 |
122-218 |
122-079 |
|
| R1 |
122-132 |
122-132 |
122-062 |
122-175 |
| PP |
122-033 |
122-033 |
122-033 |
122-055 |
| S1 |
121-267 |
121-267 |
122-028 |
121-310 |
| S2 |
121-168 |
121-168 |
122-011 |
|
| S3 |
120-303 |
121-082 |
121-314 |
|
| S4 |
120-118 |
120-217 |
121-263 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
122-120 |
121-255 |
0-185 |
0.5% |
0-109 |
0.3% |
41% |
False |
False |
2,081,694 |
| 10 |
122-130 |
121-210 |
0-240 |
0.6% |
0-116 |
0.3% |
50% |
False |
False |
1,665,168 |
| 20 |
122-190 |
121-085 |
1-105 |
1.1% |
0-126 |
0.3% |
58% |
False |
False |
1,518,708 |
| 40 |
123-080 |
120-305 |
2-095 |
1.9% |
0-150 |
0.4% |
47% |
False |
False |
1,483,431 |
| 60 |
123-080 |
118-305 |
4-095 |
3.5% |
0-148 |
0.4% |
72% |
False |
False |
1,511,095 |
| 80 |
123-080 |
117-150 |
5-250 |
4.7% |
0-140 |
0.4% |
79% |
False |
False |
1,193,514 |
| 100 |
123-080 |
117-055 |
6-025 |
5.0% |
0-140 |
0.4% |
80% |
False |
False |
955,788 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
122-316 |
|
2.618 |
122-210 |
|
1.618 |
122-145 |
|
1.000 |
122-105 |
|
0.618 |
122-080 |
|
HIGH |
122-040 |
|
0.618 |
122-015 |
|
0.500 |
122-008 |
|
0.382 |
122-000 |
|
LOW |
121-295 |
|
0.618 |
121-255 |
|
1.000 |
121-230 |
|
1.618 |
121-190 |
|
2.618 |
121-125 |
|
4.250 |
121-019 |
|
|
| Fisher Pivots for day following 25-Feb-2019 |
| Pivot |
1 day |
3 day |
| R1 |
122-009 |
122-013 |
| PP |
122-008 |
122-012 |
| S1 |
122-008 |
122-011 |
|