ECBOT 10 Year T-Note Future June 2019
Trading Metrics calculated at close of trading on 21-Mar-2019 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Mar-2019 |
21-Mar-2019 |
Change |
Change % |
Previous Week |
Open |
122-240 |
123-140 |
0-220 |
0.6% |
122-220 |
High |
123-170 |
123-220 |
0-050 |
0.1% |
123-035 |
Low |
122-230 |
123-090 |
0-180 |
0.5% |
122-120 |
Close |
123-130 |
123-115 |
-0-015 |
0.0% |
122-310 |
Range |
0-260 |
0-130 |
-0-130 |
-50.0% |
0-235 |
ATR |
0-133 |
0-133 |
0-000 |
-0.2% |
0-000 |
Volume |
1,540,615 |
1,563,387 |
22,772 |
1.5% |
6,528,230 |
|
Daily Pivots for day following 21-Mar-2019 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
124-212 |
124-133 |
123-186 |
|
R3 |
124-082 |
124-003 |
123-151 |
|
R2 |
123-272 |
123-272 |
123-139 |
|
R1 |
123-193 |
123-193 |
123-127 |
123-168 |
PP |
123-142 |
123-142 |
123-142 |
123-129 |
S1 |
123-063 |
123-063 |
123-103 |
123-038 |
S2 |
123-012 |
123-012 |
123-091 |
|
S3 |
122-202 |
122-253 |
123-079 |
|
S4 |
122-072 |
122-123 |
123-044 |
|
|
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 |
123-220 |
122-200 |
1-020 |
0.9% |
0-143 |
0.4% |
69% |
True |
False |
1,318,959 |
10 |
123-220 |
122-120 |
1-100 |
1.1% |
0-128 |
0.3% |
75% |
True |
False |
1,365,478 |
20 |
123-220 |
121-155 |
2-065 |
1.8% |
0-132 |
0.3% |
85% |
True |
False |
1,590,317 |
40 |
123-220 |
121-155 |
2-065 |
1.8% |
0-128 |
0.3% |
85% |
True |
False |
849,997 |
60 |
123-220 |
121-000 |
2-220 |
2.2% |
0-142 |
0.4% |
88% |
True |
False |
567,426 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
125-132 |
2.618 |
124-240 |
1.618 |
124-110 |
1.000 |
124-030 |
0.618 |
123-300 |
HIGH |
123-220 |
0.618 |
123-170 |
0.500 |
123-155 |
0.382 |
123-140 |
LOW |
123-090 |
0.618 |
123-010 |
1.000 |
122-280 |
1.618 |
122-200 |
2.618 |
122-070 |
4.250 |
121-178 |
|
|
Fisher Pivots for day following 21-Mar-2019 |
Pivot |
1 day |
3 day |
R1 |
123-155 |
123-093 |
PP |
123-142 |
123-072 |
S1 |
123-128 |
123-050 |
|