ECBOT 10 Year T-Note Future June 2019
| Trading Metrics calculated at close of trading on 22-Mar-2019 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Mar-2019 |
22-Mar-2019 |
Change |
Change % |
Previous Week |
| Open |
123-140 |
123-115 |
-0-025 |
-0.1% |
122-305 |
| High |
123-220 |
124-085 |
0-185 |
0.5% |
124-085 |
| Low |
123-090 |
123-105 |
0-015 |
0.0% |
122-200 |
| Close |
123-115 |
124-010 |
0-215 |
0.5% |
124-010 |
| Range |
0-130 |
0-300 |
0-170 |
130.8% |
1-205 |
| ATR |
0-133 |
0-145 |
0-012 |
9.0% |
0-000 |
| Volume |
1,563,387 |
2,521,931 |
958,544 |
61.3% |
7,764,622 |
|
| Daily Pivots for day following 22-Mar-2019 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
126-220 |
126-095 |
124-175 |
|
| R3 |
125-240 |
125-115 |
124-093 |
|
| R2 |
124-260 |
124-260 |
124-065 |
|
| R1 |
124-135 |
124-135 |
124-038 |
124-198 |
| PP |
123-280 |
123-280 |
123-280 |
123-311 |
| S1 |
123-155 |
123-155 |
123-303 |
123-218 |
| S2 |
122-300 |
122-300 |
123-275 |
|
| S3 |
122-000 |
122-175 |
123-248 |
|
| S4 |
121-020 |
121-195 |
123-165 |
|
|
| Weekly Pivots for week ending 22-Mar-2019 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
128-180 |
127-300 |
124-299 |
|
| R3 |
126-295 |
126-095 |
124-154 |
|
| R2 |
125-090 |
125-090 |
124-106 |
|
| R1 |
124-210 |
124-210 |
124-058 |
124-310 |
| PP |
123-205 |
123-205 |
123-205 |
123-255 |
| S1 |
123-005 |
123-005 |
123-282 |
123-105 |
| S2 |
122-000 |
122-000 |
123-234 |
|
| S3 |
120-115 |
121-120 |
123-186 |
|
| S4 |
118-230 |
119-235 |
123-041 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
124-085 |
122-200 |
1-205 |
1.3% |
0-173 |
0.4% |
86% |
True |
False |
1,552,924 |
| 10 |
124-085 |
122-120 |
1-285 |
1.5% |
0-144 |
0.4% |
88% |
True |
False |
1,429,285 |
| 20 |
124-085 |
121-155 |
2-250 |
2.2% |
0-139 |
0.4% |
92% |
True |
False |
1,670,756 |
| 40 |
124-085 |
121-155 |
2-250 |
2.2% |
0-132 |
0.3% |
92% |
True |
False |
911,754 |
| 60 |
124-085 |
121-000 |
3-085 |
2.6% |
0-145 |
0.4% |
93% |
True |
False |
609,458 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
128-080 |
|
2.618 |
126-230 |
|
1.618 |
125-250 |
|
1.000 |
125-065 |
|
0.618 |
124-270 |
|
HIGH |
124-085 |
|
0.618 |
123-290 |
|
0.500 |
123-255 |
|
0.382 |
123-220 |
|
LOW |
123-105 |
|
0.618 |
122-240 |
|
1.000 |
122-125 |
|
1.618 |
121-260 |
|
2.618 |
120-280 |
|
4.250 |
119-110 |
|
|
| Fisher Pivots for day following 22-Mar-2019 |
| Pivot |
1 day |
3 day |
| R1 |
123-305 |
123-273 |
| PP |
123-280 |
123-215 |
| S1 |
123-255 |
123-158 |
|