ECBOT 5 Year T-Note Future March 2019
| Trading Metrics calculated at close of trading on 28-Dec-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Dec-2018 |
28-Dec-2018 |
Change |
Change % |
Previous Week |
| Open |
114-000 |
114-082 |
0-082 |
0.2% |
114-013 |
| High |
114-127 |
114-170 |
0-043 |
0.1% |
114-170 |
| Low |
113-315 |
114-060 |
0-065 |
0.2% |
113-305 |
| Close |
114-118 |
114-140 |
0-022 |
0.1% |
114-140 |
| Range |
0-132 |
0-110 |
-0-022 |
-17.0% |
0-185 |
| ATR |
0-094 |
0-095 |
0-001 |
1.2% |
0-000 |
| Volume |
893,369 |
790,408 |
-102,961 |
-11.5% |
2,825,969 |
|
| Daily Pivots for day following 28-Dec-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
115-133 |
115-087 |
114-201 |
|
| R3 |
115-023 |
114-297 |
114-170 |
|
| R2 |
114-233 |
114-233 |
114-160 |
|
| R1 |
114-187 |
114-187 |
114-150 |
114-210 |
| PP |
114-123 |
114-123 |
114-123 |
114-135 |
| S1 |
114-077 |
114-077 |
114-130 |
114-100 |
| S2 |
114-013 |
114-013 |
114-120 |
|
| S3 |
113-223 |
113-287 |
114-110 |
|
| S4 |
113-113 |
113-177 |
114-079 |
|
|
| Weekly Pivots for week ending 28-Dec-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
116-013 |
115-262 |
114-242 |
|
| R3 |
115-148 |
115-077 |
114-191 |
|
| R2 |
114-283 |
114-283 |
114-174 |
|
| R1 |
114-212 |
114-212 |
114-157 |
114-248 |
| PP |
114-098 |
114-098 |
114-098 |
114-116 |
| S1 |
114-027 |
114-027 |
114-123 |
114-062 |
| S2 |
113-233 |
113-233 |
114-106 |
|
| S3 |
113-048 |
113-162 |
114-089 |
|
| S4 |
112-183 |
112-297 |
114-038 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
114-170 |
113-250 |
0-240 |
0.7% |
0-118 |
0.3% |
87% |
True |
False |
752,853 |
| 10 |
114-170 |
113-135 |
1-035 |
1.0% |
0-105 |
0.3% |
92% |
True |
False |
922,517 |
| 20 |
114-170 |
112-245 |
1-245 |
1.5% |
0-094 |
0.3% |
95% |
True |
False |
954,206 |
| 40 |
114-170 |
111-242 |
2-248 |
2.4% |
0-085 |
0.2% |
97% |
True |
False |
716,030 |
| 60 |
114-170 |
111-210 |
2-280 |
2.5% |
0-081 |
0.2% |
97% |
True |
False |
480,737 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
115-318 |
|
2.618 |
115-138 |
|
1.618 |
115-028 |
|
1.000 |
114-280 |
|
0.618 |
114-238 |
|
HIGH |
114-170 |
|
0.618 |
114-128 |
|
0.500 |
114-115 |
|
0.382 |
114-102 |
|
LOW |
114-060 |
|
0.618 |
113-312 |
|
1.000 |
113-270 |
|
1.618 |
113-202 |
|
2.618 |
113-092 |
|
4.250 |
112-232 |
|
|
| Fisher Pivots for day following 28-Dec-2018 |
| Pivot |
1 day |
3 day |
| R1 |
114-132 |
114-119 |
| PP |
114-123 |
114-098 |
| S1 |
114-115 |
114-078 |
|