ECBOT 5 Year T-Note Future March 2019
| Trading Metrics calculated at close of trading on 27-Dec-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Dec-2018 |
27-Dec-2018 |
Change |
Change % |
Previous Week |
| Open |
114-113 |
114-000 |
-0-113 |
-0.3% |
113-178 |
| High |
114-135 |
114-127 |
-0-008 |
0.0% |
114-047 |
| Low |
113-305 |
113-315 |
0-010 |
0.0% |
113-160 |
| Close |
114-018 |
114-118 |
0-100 |
0.3% |
113-313 |
| Range |
0-150 |
0-132 |
-0-018 |
-11.7% |
0-207 |
| ATR |
0-091 |
0-094 |
0-003 |
3.2% |
0-000 |
| Volume |
731,216 |
893,369 |
162,153 |
22.2% |
5,584,842 |
|
| Daily Pivots for day following 27-Dec-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
115-157 |
115-110 |
114-190 |
|
| R3 |
115-025 |
114-297 |
114-154 |
|
| R2 |
114-212 |
114-212 |
114-142 |
|
| R1 |
114-165 |
114-165 |
114-130 |
114-189 |
| PP |
114-080 |
114-080 |
114-080 |
114-092 |
| S1 |
114-033 |
114-033 |
114-105 |
114-056 |
| S2 |
113-268 |
113-268 |
114-093 |
|
| S3 |
113-135 |
113-220 |
114-081 |
|
| S4 |
113-003 |
113-088 |
114-045 |
|
|
| 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 |
113-250 |
0-205 |
0.6% |
0-110 |
0.3% |
91% |
False |
False |
881,367 |
| 10 |
114-135 |
113-113 |
1-022 |
0.9% |
0-098 |
0.3% |
95% |
False |
False |
934,261 |
| 20 |
114-135 |
112-245 |
1-210 |
1.4% |
0-093 |
0.3% |
97% |
False |
False |
1,004,356 |
| 40 |
114-135 |
111-242 |
2-213 |
2.3% |
0-084 |
0.2% |
98% |
False |
False |
696,846 |
| 60 |
114-135 |
111-210 |
2-245 |
2.4% |
0-082 |
0.2% |
98% |
False |
False |
467,564 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
116-051 |
|
2.618 |
115-154 |
|
1.618 |
115-022 |
|
1.000 |
114-260 |
|
0.618 |
114-209 |
|
HIGH |
114-127 |
|
0.618 |
114-077 |
|
0.500 |
114-061 |
|
0.382 |
114-046 |
|
LOW |
113-315 |
|
0.618 |
113-233 |
|
1.000 |
113-183 |
|
1.618 |
113-101 |
|
2.618 |
112-288 |
|
4.250 |
112-072 |
|
|
| Fisher Pivots for day following 27-Dec-2018 |
| Pivot |
1 day |
3 day |
| R1 |
114-099 |
114-098 |
| PP |
114-080 |
114-079 |
| S1 |
114-061 |
114-060 |
|