ECBOT 5 Year T-Note Future March 2019
| Trading Metrics calculated at close of trading on 02-Jan-2019 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
31-Dec-2018 |
02-Jan-2019 |
Change |
Change % |
Previous Week |
| Open |
114-150 |
114-173 |
0-022 |
0.1% |
114-013 |
| High |
114-240 |
114-290 |
0-050 |
0.1% |
114-170 |
| Low |
114-125 |
114-170 |
0-045 |
0.1% |
113-305 |
| Close |
114-220 |
114-220 |
0-000 |
0.0% |
114-140 |
| Range |
0-115 |
0-120 |
0-005 |
4.3% |
0-185 |
| ATR |
0-097 |
0-098 |
0-002 |
1.7% |
0-000 |
| Volume |
637,468 |
963,916 |
326,448 |
51.2% |
2,825,969 |
|
| Daily Pivots for day following 02-Jan-2019 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
115-267 |
115-203 |
114-286 |
|
| R3 |
115-147 |
115-083 |
114-253 |
|
| R2 |
115-027 |
115-027 |
114-242 |
|
| R1 |
114-283 |
114-283 |
114-231 |
114-315 |
| PP |
114-227 |
114-227 |
114-227 |
114-243 |
| S1 |
114-163 |
114-163 |
114-209 |
114-195 |
| S2 |
114-107 |
114-107 |
114-198 |
|
| S3 |
113-307 |
114-043 |
114-187 |
|
| S4 |
113-187 |
113-243 |
114-154 |
|
|
| 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 |
114-290 |
113-305 |
0-305 |
0.8% |
0-126 |
0.3% |
77% |
True |
False |
803,275 |
| 10 |
114-290 |
113-220 |
1-070 |
1.1% |
0-111 |
0.3% |
82% |
True |
False |
930,687 |
| 20 |
114-290 |
112-318 |
1-293 |
1.7% |
0-098 |
0.3% |
89% |
True |
False |
930,477 |
| 40 |
114-290 |
111-242 |
3-048 |
2.7% |
0-086 |
0.2% |
93% |
True |
False |
755,065 |
| 60 |
114-290 |
111-210 |
3-080 |
2.8% |
0-083 |
0.2% |
93% |
True |
False |
507,377 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
116-160 |
|
2.618 |
115-284 |
|
1.618 |
115-164 |
|
1.000 |
115-090 |
|
0.618 |
115-044 |
|
HIGH |
114-290 |
|
0.618 |
114-244 |
|
0.500 |
114-230 |
|
0.382 |
114-216 |
|
LOW |
114-170 |
|
0.618 |
114-096 |
|
1.000 |
114-050 |
|
1.618 |
113-296 |
|
2.618 |
113-176 |
|
4.250 |
112-300 |
|
|
| Fisher Pivots for day following 02-Jan-2019 |
| Pivot |
1 day |
3 day |
| R1 |
114-230 |
114-205 |
| PP |
114-227 |
114-190 |
| S1 |
114-223 |
114-175 |
|