ECBOT 10 Year T-Note Future March 2019
Trading Metrics calculated at close of trading on 20-Mar-2019 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Mar-2019 |
20-Mar-2019 |
Change |
Change % |
Previous Week |
Open |
122-200 |
122-180 |
-0-020 |
-0.1% |
122-150 |
High |
122-225 |
122-235 |
0-010 |
0.0% |
122-270 |
Low |
122-125 |
122-165 |
0-040 |
0.1% |
122-050 |
Close |
122-160 |
122-220 |
0-060 |
0.2% |
122-225 |
Range |
0-100 |
0-070 |
-0-030 |
-30.0% |
0-220 |
ATR |
0-117 |
0-114 |
-0-003 |
-2.6% |
0-000 |
Volume |
7,481 |
2,695 |
-4,786 |
-64.0% |
56,405 |
|
Daily Pivots for day following 20-Mar-2019 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
123-097 |
123-068 |
122-259 |
|
R3 |
123-027 |
122-318 |
122-239 |
|
R2 |
122-277 |
122-277 |
122-233 |
|
R1 |
122-248 |
122-248 |
122-226 |
122-263 |
PP |
122-207 |
122-207 |
122-207 |
122-214 |
S1 |
122-178 |
122-178 |
122-214 |
122-192 |
S2 |
122-137 |
122-137 |
122-207 |
|
S3 |
122-067 |
122-108 |
122-201 |
|
S4 |
121-317 |
122-038 |
122-181 |
|
|
Weekly Pivots for week ending 15-Mar-2019 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
124-202 |
124-113 |
123-026 |
|
R3 |
123-302 |
123-213 |
122-285 |
|
R2 |
123-082 |
123-082 |
122-265 |
|
R1 |
122-313 |
122-313 |
122-245 |
123-038 |
PP |
122-182 |
122-182 |
122-182 |
122-204 |
S1 |
122-093 |
122-093 |
122-205 |
122-138 |
S2 |
121-282 |
121-282 |
122-185 |
|
S3 |
121-062 |
121-193 |
122-164 |
|
S4 |
120-162 |
120-293 |
122-104 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
122-270 |
122-110 |
0-160 |
0.4% |
0-090 |
0.2% |
69% |
False |
False |
11,486 |
10 |
122-270 |
121-305 |
0-285 |
0.7% |
0-103 |
0.3% |
82% |
False |
False |
11,989 |
20 |
122-270 |
121-100 |
1-170 |
1.2% |
0-113 |
0.3% |
90% |
False |
False |
658,494 |
40 |
122-270 |
121-070 |
1-200 |
1.3% |
0-121 |
0.3% |
90% |
False |
False |
998,160 |
60 |
123-080 |
120-280 |
2-120 |
1.9% |
0-140 |
0.4% |
76% |
False |
False |
1,127,373 |
80 |
123-080 |
118-295 |
4-105 |
3.5% |
0-138 |
0.4% |
87% |
False |
False |
1,250,577 |
100 |
123-080 |
117-150 |
5-250 |
4.7% |
0-136 |
0.3% |
90% |
False |
False |
1,009,920 |
120 |
123-080 |
117-055 |
6-025 |
5.0% |
0-134 |
0.3% |
91% |
False |
False |
842,287 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
123-213 |
2.618 |
123-098 |
1.618 |
123-028 |
1.000 |
122-305 |
0.618 |
122-278 |
HIGH |
122-235 |
0.618 |
122-208 |
0.500 |
122-200 |
0.382 |
122-192 |
LOW |
122-165 |
0.618 |
122-122 |
1.000 |
122-095 |
1.618 |
122-052 |
2.618 |
121-302 |
4.250 |
121-187 |
|
|
Fisher Pivots for day following 20-Mar-2019 |
Pivot |
1 day |
3 day |
R1 |
122-213 |
122-208 |
PP |
122-207 |
122-197 |
S1 |
122-200 |
122-185 |
|