ECBOT 5 Year T-Note Future March 2019
| Trading Metrics calculated at close of trading on 04-Jan-2019 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Jan-2019 |
04-Jan-2019 |
Change |
Change % |
Previous Week |
| Open |
114-302 |
115-107 |
0-125 |
0.3% |
114-150 |
| High |
115-122 |
115-115 |
-0-007 |
0.0% |
115-122 |
| Low |
114-227 |
114-205 |
-0-022 |
-0.1% |
114-125 |
| Close |
115-098 |
114-242 |
-0-175 |
-0.5% |
114-242 |
| Range |
0-215 |
0-230 |
0-015 |
7.0% |
0-318 |
| ATR |
0-107 |
0-116 |
0-009 |
8.2% |
0-000 |
| Volume |
1,778,369 |
1,464,224 |
-314,145 |
-17.7% |
4,843,977 |
|
| Daily Pivots for day following 04-Jan-2019 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
117-024 |
116-203 |
115-049 |
|
| R3 |
116-114 |
115-293 |
114-306 |
|
| R2 |
115-204 |
115-204 |
114-285 |
|
| R1 |
115-063 |
115-063 |
114-264 |
115-019 |
| PP |
114-294 |
114-294 |
114-294 |
114-272 |
| S1 |
114-153 |
114-153 |
114-221 |
114-109 |
| S2 |
114-064 |
114-064 |
114-200 |
|
| S3 |
113-154 |
113-243 |
114-179 |
|
| S4 |
112-244 |
113-013 |
114-116 |
|
|
| Weekly Pivots for week ending 04-Jan-2019 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
117-263 |
117-090 |
115-097 |
|
| R3 |
116-265 |
116-093 |
115-010 |
|
| R2 |
115-267 |
115-267 |
114-301 |
|
| R1 |
115-095 |
115-095 |
114-272 |
115-181 |
| PP |
114-270 |
114-270 |
114-270 |
114-313 |
| S1 |
114-097 |
114-097 |
114-213 |
114-184 |
| S2 |
113-272 |
113-272 |
114-184 |
|
| S3 |
112-275 |
113-100 |
114-155 |
|
| S4 |
111-277 |
112-102 |
114-068 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
115-122 |
114-060 |
1-062 |
1.0% |
0-158 |
0.4% |
48% |
False |
False |
1,126,877 |
| 10 |
115-122 |
113-250 |
1-192 |
1.4% |
0-134 |
0.4% |
61% |
False |
False |
1,004,122 |
| 20 |
115-122 |
113-045 |
2-078 |
2.0% |
0-115 |
0.3% |
72% |
False |
False |
1,092,393 |
| 40 |
115-122 |
111-242 |
3-200 |
3.2% |
0-095 |
0.3% |
83% |
False |
False |
834,899 |
| 60 |
115-122 |
111-230 |
3-212 |
3.2% |
0-089 |
0.2% |
83% |
False |
False |
561,294 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
118-133 |
|
2.618 |
117-077 |
|
1.618 |
116-167 |
|
1.000 |
116-025 |
|
0.618 |
115-257 |
|
HIGH |
115-115 |
|
0.618 |
115-027 |
|
0.500 |
115-000 |
|
0.382 |
114-293 |
|
LOW |
114-205 |
|
0.618 |
114-063 |
|
1.000 |
113-295 |
|
1.618 |
113-153 |
|
2.618 |
112-243 |
|
4.250 |
111-187 |
|
|
| Fisher Pivots for day following 04-Jan-2019 |
| Pivot |
1 day |
3 day |
| R1 |
115-000 |
114-306 |
| PP |
114-294 |
114-285 |
| S1 |
114-268 |
114-264 |
|