ECBOT 5 Year T-Note Future March 2019
| Trading Metrics calculated at close of trading on 31-Dec-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Dec-2018 |
31-Dec-2018 |
Change |
Change % |
Previous Week |
| Open |
114-082 |
114-150 |
0-068 |
0.2% |
114-013 |
| High |
114-170 |
114-240 |
0-070 |
0.2% |
114-170 |
| Low |
114-060 |
114-125 |
0-065 |
0.2% |
113-305 |
| Close |
114-140 |
114-220 |
0-080 |
0.2% |
114-140 |
| Range |
0-110 |
0-115 |
0-005 |
4.5% |
0-185 |
| ATR |
0-095 |
0-097 |
0-001 |
1.5% |
0-000 |
| Volume |
790,408 |
637,468 |
-152,940 |
-19.3% |
2,825,969 |
|
| Daily Pivots for day following 31-Dec-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
115-220 |
115-175 |
114-283 |
|
| R3 |
115-105 |
115-060 |
114-252 |
|
| R2 |
114-310 |
114-310 |
114-241 |
|
| R1 |
114-265 |
114-265 |
114-231 |
114-288 |
| PP |
114-195 |
114-195 |
114-195 |
114-206 |
| S1 |
114-150 |
114-150 |
114-209 |
114-172 |
| S2 |
114-080 |
114-080 |
114-199 |
|
| S3 |
113-285 |
114-035 |
114-188 |
|
| S4 |
113-170 |
113-240 |
114-157 |
|
|
| 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 |
114-240 |
113-305 |
0-255 |
0.7% |
0-123 |
0.3% |
92% |
True |
False |
692,687 |
| 10 |
114-240 |
113-160 |
1-080 |
1.1% |
0-108 |
0.3% |
95% |
True |
False |
904,827 |
| 20 |
114-240 |
112-245 |
1-315 |
1.7% |
0-097 |
0.3% |
97% |
True |
False |
936,808 |
| 40 |
114-240 |
111-242 |
2-318 |
2.6% |
0-087 |
0.2% |
98% |
True |
False |
731,507 |
| 60 |
114-240 |
111-210 |
3-030 |
2.7% |
0-082 |
0.2% |
98% |
True |
False |
491,361 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
116-089 |
|
2.618 |
115-221 |
|
1.618 |
115-106 |
|
1.000 |
115-035 |
|
0.618 |
114-311 |
|
HIGH |
114-240 |
|
0.618 |
114-196 |
|
0.500 |
114-182 |
|
0.382 |
114-169 |
|
LOW |
114-125 |
|
0.618 |
114-054 |
|
1.000 |
114-010 |
|
1.618 |
113-259 |
|
2.618 |
113-144 |
|
4.250 |
112-276 |
|
|
| Fisher Pivots for day following 31-Dec-2018 |
| Pivot |
1 day |
3 day |
| R1 |
114-207 |
114-186 |
| PP |
114-195 |
114-152 |
| S1 |
114-182 |
114-118 |
|