ECBOT 10 Year T-Note Future March 2019
| Trading Metrics calculated at close of trading on 26-Feb-2019 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Feb-2019 |
26-Feb-2019 |
Change |
Change % |
Previous Week |
| Open |
122-015 |
122-030 |
0-015 |
0.0% |
122-015 |
| High |
122-040 |
122-115 |
0-075 |
0.2% |
122-120 |
| Low |
121-295 |
122-020 |
0-045 |
0.1% |
121-255 |
| Close |
122-010 |
122-105 |
0-095 |
0.2% |
122-045 |
| Range |
0-065 |
0-095 |
0-030 |
46.2% |
0-185 |
| ATR |
0-130 |
0-128 |
-0-002 |
-1.4% |
0-000 |
| Volume |
3,161,503 |
3,194,291 |
32,788 |
1.0% |
7,246,967 |
|
| Daily Pivots for day following 26-Feb-2019 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
123-045 |
123-010 |
122-157 |
|
| R3 |
122-270 |
122-235 |
122-131 |
|
| R2 |
122-175 |
122-175 |
122-122 |
|
| R1 |
122-140 |
122-140 |
122-114 |
122-158 |
| PP |
122-080 |
122-080 |
122-080 |
122-089 |
| S1 |
122-045 |
122-045 |
122-096 |
122-062 |
| S2 |
121-305 |
121-305 |
122-088 |
|
| S3 |
121-210 |
121-270 |
122-079 |
|
| S4 |
121-115 |
121-175 |
122-053 |
|
|
| 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% |
0-104 |
0.3% |
92% |
False |
False |
2,457,903 |
| 10 |
122-120 |
121-210 |
0-230 |
0.6% |
0-114 |
0.3% |
93% |
False |
False |
1,888,277 |
| 20 |
122-190 |
121-145 |
1-045 |
0.9% |
0-125 |
0.3% |
77% |
False |
False |
1,612,077 |
| 40 |
123-080 |
121-020 |
2-060 |
1.8% |
0-147 |
0.4% |
58% |
False |
False |
1,526,652 |
| 60 |
123-080 |
119-030 |
4-050 |
3.4% |
0-148 |
0.4% |
78% |
False |
False |
1,525,853 |
| 80 |
123-080 |
117-150 |
5-250 |
4.7% |
0-140 |
0.4% |
84% |
False |
False |
1,233,386 |
| 100 |
123-080 |
117-055 |
6-025 |
5.0% |
0-140 |
0.4% |
85% |
False |
False |
987,728 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
123-199 |
|
2.618 |
123-044 |
|
1.618 |
122-269 |
|
1.000 |
122-210 |
|
0.618 |
122-174 |
|
HIGH |
122-115 |
|
0.618 |
122-079 |
|
0.500 |
122-068 |
|
0.382 |
122-056 |
|
LOW |
122-020 |
|
0.618 |
121-281 |
|
1.000 |
121-245 |
|
1.618 |
121-186 |
|
2.618 |
121-091 |
|
4.250 |
120-256 |
|
|
| Fisher Pivots for day following 26-Feb-2019 |
| Pivot |
1 day |
3 day |
| R1 |
122-092 |
122-081 |
| PP |
122-080 |
122-057 |
| S1 |
122-068 |
122-033 |
|