ECBOT 10 Year T-Note Future June 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 |
122-270 |
122-240 |
-0-030 |
-0.1% |
122-220 |
High |
122-305 |
123-170 |
0-185 |
0.5% |
123-035 |
Low |
122-200 |
122-230 |
0-030 |
0.1% |
122-120 |
Close |
122-245 |
123-130 |
0-205 |
0.5% |
122-310 |
Range |
0-105 |
0-260 |
0-155 |
147.6% |
0-235 |
ATR |
0-123 |
0-133 |
0-010 |
7.9% |
0-000 |
Volume |
1,174,806 |
1,540,615 |
365,809 |
31.1% |
6,528,230 |
|
Daily Pivots for day following 20-Mar-2019 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
125-210 |
125-110 |
123-273 |
|
R3 |
124-270 |
124-170 |
123-202 |
|
R2 |
124-010 |
124-010 |
123-178 |
|
R1 |
123-230 |
123-230 |
123-154 |
123-280 |
PP |
123-070 |
123-070 |
123-070 |
123-095 |
S1 |
122-290 |
122-290 |
123-106 |
123-020 |
S2 |
122-130 |
122-130 |
123-082 |
|
S3 |
121-190 |
122-030 |
123-059 |
|
S4 |
120-250 |
121-090 |
122-307 |
|
|
Weekly Pivots for week ending 15-Mar-2019 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
125-007 |
124-233 |
123-119 |
|
R3 |
124-092 |
123-318 |
123-055 |
|
R2 |
123-177 |
123-177 |
123-033 |
|
R1 |
123-083 |
123-083 |
123-012 |
123-130 |
PP |
122-262 |
122-262 |
122-262 |
122-285 |
S1 |
122-168 |
122-168 |
122-288 |
122-215 |
S2 |
122-027 |
122-027 |
122-267 |
|
S3 |
121-112 |
121-253 |
122-245 |
|
S4 |
120-197 |
121-018 |
122-181 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
123-170 |
122-185 |
0-305 |
0.8% |
0-134 |
0.3% |
87% |
True |
False |
1,265,394 |
10 |
123-170 |
122-040 |
1-130 |
1.1% |
0-132 |
0.3% |
91% |
True |
False |
1,384,857 |
20 |
123-170 |
121-155 |
2-015 |
1.7% |
0-132 |
0.3% |
94% |
True |
False |
1,571,258 |
40 |
123-170 |
121-150 |
2-020 |
1.7% |
0-127 |
0.3% |
94% |
True |
False |
810,968 |
60 |
123-175 |
120-315 |
2-180 |
2.1% |
0-141 |
0.4% |
95% |
False |
False |
541,370 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
126-315 |
2.618 |
125-211 |
1.618 |
124-271 |
1.000 |
124-110 |
0.618 |
124-011 |
HIGH |
123-170 |
0.618 |
123-071 |
0.500 |
123-040 |
0.382 |
123-009 |
LOW |
122-230 |
0.618 |
122-069 |
1.000 |
121-290 |
1.618 |
121-129 |
2.618 |
120-189 |
4.250 |
119-085 |
|
|
Fisher Pivots for day following 20-Mar-2019 |
Pivot |
1 day |
3 day |
R1 |
123-100 |
123-095 |
PP |
123-070 |
123-060 |
S1 |
123-040 |
123-025 |
|