ECBOT 5 Year T-Note Future March 2019
| Trading Metrics calculated at close of trading on 09-Jan-2019 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Jan-2019 |
09-Jan-2019 |
Change |
Change % |
Previous Week |
| Open |
114-160 |
114-095 |
-0-065 |
-0.2% |
114-150 |
| High |
114-180 |
114-153 |
-0-027 |
-0.1% |
115-122 |
| Low |
114-085 |
114-067 |
-0-018 |
0.0% |
114-125 |
| Close |
114-107 |
114-122 |
0-015 |
0.0% |
114-242 |
| Range |
0-095 |
0-085 |
-0-010 |
-10.5% |
0-318 |
| ATR |
0-116 |
0-113 |
-0-002 |
-1.9% |
0-000 |
| Volume |
822,403 |
980,524 |
158,121 |
19.2% |
4,843,977 |
|
| Daily Pivots for day following 09-Jan-2019 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
115-049 |
115-011 |
114-169 |
|
| R3 |
114-284 |
114-246 |
114-146 |
|
| R2 |
114-199 |
114-199 |
114-138 |
|
| R1 |
114-161 |
114-161 |
114-130 |
114-180 |
| PP |
114-114 |
114-114 |
114-114 |
114-124 |
| S1 |
114-076 |
114-076 |
114-115 |
114-095 |
| S2 |
114-029 |
114-029 |
114-107 |
|
| S3 |
113-264 |
113-311 |
114-099 |
|
| S4 |
113-179 |
113-226 |
114-076 |
|
|
| 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 |
114-067 |
1-055 |
1.0% |
0-150 |
0.4% |
15% |
False |
True |
1,200,441 |
| 10 |
115-122 |
113-305 |
1-138 |
1.2% |
0-138 |
0.4% |
30% |
False |
False |
1,001,858 |
| 20 |
115-122 |
113-113 |
2-010 |
1.8% |
0-111 |
0.3% |
51% |
False |
False |
991,249 |
| 40 |
115-122 |
112-013 |
3-110 |
2.9% |
0-096 |
0.3% |
70% |
False |
False |
899,938 |
| 60 |
115-122 |
111-242 |
3-200 |
3.2% |
0-089 |
0.2% |
72% |
False |
False |
607,272 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
115-194 |
|
2.618 |
115-055 |
|
1.618 |
114-290 |
|
1.000 |
114-238 |
|
0.618 |
114-205 |
|
HIGH |
114-153 |
|
0.618 |
114-120 |
|
0.500 |
114-110 |
|
0.382 |
114-100 |
|
LOW |
114-067 |
|
0.618 |
114-015 |
|
1.000 |
113-302 |
|
1.618 |
113-250 |
|
2.618 |
113-165 |
|
4.250 |
113-026 |
|
|
| Fisher Pivots for day following 09-Jan-2019 |
| Pivot |
1 day |
3 day |
| R1 |
114-118 |
114-174 |
| PP |
114-114 |
114-157 |
| S1 |
114-110 |
114-140 |
|