ECBOT 10 Year T-Note Future June 2019
| Trading Metrics calculated at close of trading on 08-Mar-2019 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Mar-2019 |
08-Mar-2019 |
Change |
Change % |
Previous Week |
| Open |
122-045 |
122-190 |
0-145 |
0.4% |
121-170 |
| High |
122-215 |
122-305 |
0-090 |
0.2% |
122-305 |
| Low |
122-040 |
122-170 |
0-130 |
0.3% |
121-155 |
| Close |
122-210 |
122-245 |
0-035 |
0.1% |
122-245 |
| Range |
0-175 |
0-135 |
-0-040 |
-22.9% |
1-150 |
| ATR |
0-134 |
0-134 |
0-000 |
0.0% |
0-000 |
| Volume |
1,757,176 |
1,883,865 |
126,689 |
7.2% |
7,880,650 |
|
| Daily Pivots for day following 08-Mar-2019 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
124-005 |
123-260 |
122-319 |
|
| R3 |
123-190 |
123-125 |
122-282 |
|
| R2 |
123-055 |
123-055 |
122-270 |
|
| R1 |
122-310 |
122-310 |
122-257 |
123-022 |
| PP |
122-240 |
122-240 |
122-240 |
122-256 |
| S1 |
122-175 |
122-175 |
122-233 |
122-208 |
| S2 |
122-105 |
122-105 |
122-220 |
|
| S3 |
121-290 |
122-040 |
122-208 |
|
| S4 |
121-155 |
121-225 |
122-171 |
|
|
| Weekly Pivots for week ending 08-Mar-2019 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
126-258 |
126-082 |
123-183 |
|
| R3 |
125-108 |
124-252 |
123-054 |
|
| R2 |
123-278 |
123-278 |
123-011 |
|
| R1 |
123-102 |
123-102 |
122-288 |
123-190 |
| PP |
122-128 |
122-128 |
122-128 |
122-172 |
| S1 |
121-272 |
121-272 |
122-202 |
122-040 |
| S2 |
120-298 |
120-298 |
122-159 |
|
| S3 |
119-148 |
120-122 |
122-116 |
|
| S4 |
117-318 |
118-292 |
121-307 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
122-305 |
121-155 |
1-150 |
1.2% |
0-133 |
0.3% |
87% |
True |
False |
1,576,130 |
| 10 |
122-305 |
121-155 |
1-150 |
1.2% |
0-134 |
0.3% |
87% |
True |
False |
1,912,228 |
| 20 |
122-305 |
121-155 |
1-150 |
1.2% |
0-126 |
0.3% |
87% |
True |
False |
1,101,949 |
| 40 |
122-305 |
121-100 |
1-205 |
1.3% |
0-130 |
0.3% |
89% |
True |
False |
556,600 |
| 60 |
123-175 |
120-020 |
3-155 |
2.8% |
0-134 |
0.3% |
78% |
False |
False |
371,277 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
124-239 |
|
2.618 |
124-018 |
|
1.618 |
123-203 |
|
1.000 |
123-120 |
|
0.618 |
123-068 |
|
HIGH |
122-305 |
|
0.618 |
122-253 |
|
0.500 |
122-238 |
|
0.382 |
122-222 |
|
LOW |
122-170 |
|
0.618 |
122-087 |
|
1.000 |
122-035 |
|
1.618 |
121-272 |
|
2.618 |
121-137 |
|
4.250 |
120-236 |
|
|
| Fisher Pivots for day following 08-Mar-2019 |
| Pivot |
1 day |
3 day |
| R1 |
122-242 |
122-207 |
| PP |
122-240 |
122-170 |
| S1 |
122-238 |
122-132 |
|