ECBOT 10 Year T-Note Future June 2019
| Trading Metrics calculated at close of trading on 01-Apr-2019 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Mar-2019 |
01-Apr-2019 |
Change |
Change % |
Previous Week |
| Open |
124-130 |
124-050 |
-0-080 |
-0.2% |
124-020 |
| High |
124-145 |
124-055 |
-0-090 |
-0.2% |
124-310 |
| Low |
124-025 |
123-165 |
-0-180 |
-0.5% |
123-280 |
| Close |
124-070 |
123-195 |
-0-195 |
-0.5% |
124-070 |
| Range |
0-120 |
0-210 |
0-090 |
75.0% |
1-030 |
| ATR |
0-158 |
0-163 |
0-005 |
3.0% |
0-000 |
| Volume |
1,962,022 |
1,644,240 |
-317,782 |
-16.2% |
10,057,349 |
|
| Daily Pivots for day following 01-Apr-2019 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
125-235 |
125-105 |
123-311 |
|
| R3 |
125-025 |
124-215 |
123-253 |
|
| R2 |
124-135 |
124-135 |
123-234 |
|
| R1 |
124-005 |
124-005 |
123-214 |
123-285 |
| PP |
123-245 |
123-245 |
123-245 |
123-225 |
| S1 |
123-115 |
123-115 |
123-176 |
123-075 |
| S2 |
123-035 |
123-035 |
123-157 |
|
| S3 |
122-145 |
122-225 |
123-137 |
|
| S4 |
121-255 |
122-015 |
123-079 |
|
|
| 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 |
123-165 |
1-145 |
1.2% |
0-180 |
0.5% |
6% |
False |
True |
1,903,046 |
| 10 |
124-310 |
122-200 |
2-110 |
1.9% |
0-195 |
0.5% |
42% |
False |
False |
1,850,232 |
| 20 |
124-310 |
121-200 |
3-110 |
2.7% |
0-156 |
0.4% |
59% |
False |
False |
1,625,751 |
| 40 |
124-310 |
121-155 |
3-155 |
2.8% |
0-139 |
0.4% |
61% |
False |
False |
1,202,364 |
| 60 |
124-310 |
121-100 |
3-210 |
3.0% |
0-143 |
0.4% |
63% |
False |
False |
804,444 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
126-308 |
|
2.618 |
125-285 |
|
1.618 |
125-075 |
|
1.000 |
124-265 |
|
0.618 |
124-185 |
|
HIGH |
124-055 |
|
0.618 |
123-295 |
|
0.500 |
123-270 |
|
0.382 |
123-245 |
|
LOW |
123-165 |
|
0.618 |
123-035 |
|
1.000 |
122-275 |
|
1.618 |
122-145 |
|
2.618 |
121-255 |
|
4.250 |
120-232 |
|
|
| Fisher Pivots for day following 01-Apr-2019 |
| Pivot |
1 day |
3 day |
| R1 |
123-270 |
124-075 |
| PP |
123-245 |
124-008 |
| S1 |
123-220 |
123-262 |
|