ECBOT 5 Year T-Note Future March 2019
| Trading Metrics calculated at close of trading on 26-Dec-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Dec-2018 |
26-Dec-2018 |
Change |
Change % |
Previous Week |
| Open |
114-013 |
114-113 |
0-100 |
0.3% |
113-178 |
| High |
114-113 |
114-135 |
0-022 |
0.1% |
114-047 |
| Low |
114-005 |
113-305 |
-0-020 |
-0.1% |
113-160 |
| Close |
114-082 |
114-018 |
-0-065 |
-0.2% |
113-313 |
| Range |
0-108 |
0-150 |
0-042 |
39.5% |
0-207 |
| ATR |
0-087 |
0-091 |
0-005 |
5.2% |
0-000 |
| Volume |
410,976 |
731,216 |
320,240 |
77.9% |
5,584,842 |
|
| Daily Pivots for day following 26-Dec-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
115-176 |
115-087 |
114-100 |
|
| R3 |
115-026 |
114-257 |
114-059 |
|
| R2 |
114-196 |
114-196 |
114-045 |
|
| R1 |
114-107 |
114-107 |
114-031 |
114-076 |
| PP |
114-046 |
114-046 |
114-046 |
114-031 |
| S1 |
113-277 |
113-277 |
114-004 |
113-246 |
| S2 |
113-216 |
113-216 |
113-310 |
|
| S3 |
113-066 |
113-127 |
113-296 |
|
| S4 |
112-236 |
112-297 |
113-255 |
|
|
| Weekly Pivots for week ending 21-Dec-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
115-262 |
115-175 |
114-107 |
|
| R3 |
115-055 |
114-287 |
114-050 |
|
| R2 |
114-167 |
114-167 |
114-031 |
|
| R1 |
114-080 |
114-080 |
114-012 |
114-124 |
| PP |
113-280 |
113-280 |
113-280 |
113-302 |
| S1 |
113-193 |
113-193 |
113-293 |
113-236 |
| S2 |
113-073 |
113-073 |
113-274 |
|
| S3 |
112-185 |
112-305 |
113-255 |
|
| S4 |
111-298 |
112-098 |
113-198 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
114-135 |
113-222 |
0-233 |
0.6% |
0-112 |
0.3% |
49% |
True |
False |
997,097 |
| 10 |
114-135 |
113-113 |
1-022 |
0.9% |
0-091 |
0.2% |
66% |
True |
False |
933,865 |
| 20 |
114-135 |
112-230 |
1-225 |
1.5% |
0-090 |
0.2% |
78% |
True |
False |
1,083,179 |
| 40 |
114-135 |
111-242 |
2-213 |
2.3% |
0-082 |
0.2% |
86% |
True |
False |
674,887 |
| 60 |
114-135 |
111-210 |
2-245 |
2.4% |
0-080 |
0.2% |
87% |
True |
False |
452,696 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
116-133 |
|
2.618 |
115-208 |
|
1.618 |
115-058 |
|
1.000 |
114-285 |
|
0.618 |
114-228 |
|
HIGH |
114-135 |
|
0.618 |
114-078 |
|
0.500 |
114-060 |
|
0.382 |
114-042 |
|
LOW |
113-305 |
|
0.618 |
113-212 |
|
1.000 |
113-155 |
|
1.618 |
113-062 |
|
2.618 |
112-232 |
|
4.250 |
111-307 |
|
|
| Fisher Pivots for day following 26-Dec-2018 |
| Pivot |
1 day |
3 day |
| R1 |
114-060 |
114-033 |
| PP |
114-046 |
114-028 |
| S1 |
114-032 |
114-023 |
|