ECBOT 10 Year T-Note Future June 2019
| Trading Metrics calculated at close of trading on 29-Mar-2019 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Mar-2019 |
29-Mar-2019 |
Change |
Change % |
Previous Week |
| Open |
124-225 |
124-130 |
-0-095 |
-0.2% |
124-020 |
| High |
124-305 |
124-145 |
-0-160 |
-0.4% |
124-310 |
| Low |
124-105 |
124-025 |
-0-080 |
-0.2% |
123-280 |
| Close |
124-160 |
124-070 |
-0-090 |
-0.2% |
124-070 |
| Range |
0-200 |
0-120 |
-0-080 |
-40.0% |
1-030 |
| ATR |
0-160 |
0-158 |
-0-002 |
-1.1% |
0-000 |
| Volume |
1,775,988 |
1,962,022 |
186,034 |
10.5% |
10,057,349 |
|
| Daily Pivots for day following 29-Mar-2019 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
125-120 |
125-055 |
124-136 |
|
| R3 |
125-000 |
124-255 |
124-103 |
|
| R2 |
124-200 |
124-200 |
124-092 |
|
| R1 |
124-135 |
124-135 |
124-081 |
124-108 |
| PP |
124-080 |
124-080 |
124-080 |
124-066 |
| S1 |
124-015 |
124-015 |
124-059 |
123-308 |
| S2 |
123-280 |
123-280 |
124-048 |
|
| S3 |
123-160 |
123-215 |
124-037 |
|
| S4 |
123-040 |
123-095 |
124-004 |
|
|
| Weekly Pivots for week ending 29-Mar-2019 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
127-203 |
127-007 |
124-263 |
|
| R3 |
126-173 |
125-297 |
124-166 |
|
| R2 |
125-143 |
125-143 |
124-134 |
|
| R1 |
124-267 |
124-267 |
124-102 |
125-045 |
| PP |
124-113 |
124-113 |
124-113 |
124-163 |
| S1 |
123-237 |
123-237 |
124-038 |
124-015 |
| S2 |
123-083 |
123-083 |
124-006 |
|
| S3 |
122-053 |
122-207 |
123-294 |
|
| S4 |
121-023 |
121-177 |
123-198 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
124-310 |
123-280 |
1-030 |
0.9% |
0-189 |
0.5% |
31% |
False |
False |
2,011,469 |
| 10 |
124-310 |
122-200 |
2-110 |
1.9% |
0-181 |
0.5% |
68% |
False |
False |
1,782,197 |
| 20 |
124-310 |
121-155 |
3-155 |
2.8% |
0-153 |
0.4% |
78% |
False |
False |
1,611,542 |
| 40 |
124-310 |
121-155 |
3-155 |
2.8% |
0-139 |
0.3% |
78% |
False |
False |
1,161,511 |
| 60 |
124-310 |
121-100 |
3-210 |
2.9% |
0-146 |
0.4% |
79% |
False |
False |
777,056 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
126-015 |
|
2.618 |
125-139 |
|
1.618 |
125-019 |
|
1.000 |
124-265 |
|
0.618 |
124-219 |
|
HIGH |
124-145 |
|
0.618 |
124-099 |
|
0.500 |
124-085 |
|
0.382 |
124-071 |
|
LOW |
124-025 |
|
0.618 |
123-271 |
|
1.000 |
123-225 |
|
1.618 |
123-151 |
|
2.618 |
123-031 |
|
4.250 |
122-155 |
|
|
| Fisher Pivots for day following 29-Mar-2019 |
| Pivot |
1 day |
3 day |
| R1 |
124-085 |
124-168 |
| PP |
124-080 |
124-135 |
| S1 |
124-075 |
124-103 |
|