ECBOT 5 Year T-Note Future March 2019
| Trading Metrics calculated at close of trading on 10-Jan-2019 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Jan-2019 |
10-Jan-2019 |
Change |
Change % |
Previous Week |
| Open |
114-095 |
114-138 |
0-042 |
0.1% |
114-150 |
| High |
114-153 |
114-207 |
0-055 |
0.2% |
115-122 |
| Low |
114-067 |
114-102 |
0-035 |
0.1% |
114-125 |
| Close |
114-122 |
114-125 |
0-002 |
0.0% |
114-242 |
| Range |
0-085 |
0-105 |
0-020 |
23.5% |
0-318 |
| ATR |
0-113 |
0-113 |
-0-001 |
-0.5% |
0-000 |
| Volume |
980,524 |
989,422 |
8,898 |
0.9% |
4,843,977 |
|
| Daily Pivots for day following 10-Jan-2019 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
115-140 |
115-077 |
114-183 |
|
| R3 |
115-035 |
114-292 |
114-154 |
|
| R2 |
114-250 |
114-250 |
114-144 |
|
| R1 |
114-187 |
114-187 |
114-135 |
114-166 |
| PP |
114-145 |
114-145 |
114-145 |
114-134 |
| S1 |
114-082 |
114-082 |
114-115 |
114-061 |
| S2 |
114-040 |
114-040 |
114-106 |
|
| S3 |
113-255 |
113-298 |
114-096 |
|
| S4 |
113-150 |
113-193 |
114-067 |
|
|
| 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 |
115-115 |
114-067 |
1-048 |
1.0% |
0-128 |
0.3% |
16% |
False |
False |
1,042,652 |
| 10 |
115-122 |
113-315 |
1-127 |
1.2% |
0-133 |
0.4% |
29% |
False |
False |
1,027,679 |
| 20 |
115-122 |
113-113 |
2-010 |
1.8% |
0-112 |
0.3% |
51% |
False |
False |
980,772 |
| 40 |
115-122 |
112-042 |
3-080 |
2.8% |
0-097 |
0.3% |
69% |
False |
False |
924,467 |
| 60 |
115-122 |
111-242 |
3-200 |
3.2% |
0-091 |
0.2% |
73% |
False |
False |
623,618 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
116-014 |
|
2.618 |
115-162 |
|
1.618 |
115-057 |
|
1.000 |
114-312 |
|
0.618 |
114-272 |
|
HIGH |
114-207 |
|
0.618 |
114-167 |
|
0.500 |
114-155 |
|
0.382 |
114-143 |
|
LOW |
114-102 |
|
0.618 |
114-038 |
|
1.000 |
113-318 |
|
1.618 |
113-253 |
|
2.618 |
113-148 |
|
4.250 |
112-296 |
|
|
| Fisher Pivots for day following 10-Jan-2019 |
| Pivot |
1 day |
3 day |
| R1 |
114-155 |
114-137 |
| PP |
114-145 |
114-133 |
| S1 |
114-135 |
114-129 |
|