ECBOT 10 Year T-Note Future March 2019
Trading Metrics calculated at close of trading on 11-Mar-2019 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Mar-2019 |
11-Mar-2019 |
Change |
Change % |
Previous Week |
Open |
122-125 |
122-150 |
0-025 |
0.1% |
121-115 |
High |
122-225 |
122-165 |
-0-060 |
-0.2% |
122-225 |
Low |
122-105 |
122-090 |
-0-015 |
0.0% |
121-100 |
Close |
122-165 |
122-130 |
-0-035 |
-0.1% |
122-165 |
Range |
0-120 |
0-075 |
-0-045 |
-37.5% |
1-125 |
ATR |
0-130 |
0-126 |
-0-004 |
-3.0% |
0-000 |
Volume |
20,808 |
5,093 |
-15,715 |
-75.5% |
204,592 |
|
Daily Pivots for day following 11-Mar-2019 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
123-033 |
122-317 |
122-171 |
|
R3 |
122-278 |
122-242 |
122-151 |
|
R2 |
122-203 |
122-203 |
122-144 |
|
R1 |
122-167 |
122-167 |
122-137 |
122-148 |
PP |
122-128 |
122-128 |
122-128 |
122-119 |
S1 |
122-092 |
122-092 |
122-123 |
122-073 |
S2 |
122-053 |
122-053 |
122-116 |
|
S3 |
121-298 |
122-017 |
122-109 |
|
S4 |
121-223 |
121-262 |
122-089 |
|
|
Weekly Pivots for week ending 08-Mar-2019 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
126-112 |
125-263 |
123-090 |
|
R3 |
124-307 |
124-138 |
122-287 |
|
R2 |
123-182 |
123-182 |
122-247 |
|
R1 |
123-013 |
123-013 |
122-206 |
123-097 |
PP |
122-057 |
122-057 |
122-057 |
122-099 |
S1 |
121-208 |
121-208 |
122-124 |
121-292 |
S2 |
120-252 |
120-252 |
122-083 |
|
S3 |
119-127 |
120-083 |
122-043 |
|
S4 |
118-002 |
118-278 |
121-240 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
122-225 |
121-150 |
1-075 |
1.0% |
0-108 |
0.3% |
76% |
False |
False |
29,899 |
10 |
122-225 |
121-100 |
1-125 |
1.1% |
0-124 |
0.3% |
79% |
False |
False |
541,548 |
20 |
122-225 |
121-100 |
1-125 |
1.1% |
0-120 |
0.3% |
79% |
False |
False |
1,103,358 |
40 |
122-225 |
121-020 |
1-205 |
1.3% |
0-129 |
0.3% |
82% |
False |
False |
1,237,617 |
60 |
123-080 |
120-045 |
3-035 |
2.5% |
0-144 |
0.4% |
73% |
False |
False |
1,313,904 |
80 |
123-080 |
118-005 |
5-075 |
4.3% |
0-141 |
0.4% |
84% |
False |
False |
1,258,484 |
100 |
123-080 |
117-150 |
5-250 |
4.7% |
0-138 |
0.4% |
85% |
False |
False |
1,009,615 |
120 |
123-080 |
117-055 |
6-025 |
5.0% |
0-132 |
0.3% |
86% |
False |
False |
841,649 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
123-164 |
2.618 |
123-041 |
1.618 |
122-286 |
1.000 |
122-240 |
0.618 |
122-211 |
HIGH |
122-165 |
0.618 |
122-136 |
0.500 |
122-128 |
0.382 |
122-119 |
LOW |
122-090 |
0.618 |
122-044 |
1.000 |
122-015 |
1.618 |
121-289 |
2.618 |
121-214 |
4.250 |
121-091 |
|
|
Fisher Pivots for day following 11-Mar-2019 |
Pivot |
1 day |
3 day |
R1 |
122-129 |
122-122 |
PP |
122-128 |
122-113 |
S1 |
122-128 |
122-105 |
|