ECBOT 5 Year T-Note Future March 2019
| Trading Metrics calculated at close of trading on 11-Jan-2019 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Jan-2019 |
11-Jan-2019 |
Change |
Change % |
Previous Week |
| Open |
114-138 |
114-110 |
-0-027 |
-0.1% |
114-215 |
| High |
114-207 |
114-200 |
-0-007 |
0.0% |
114-280 |
| Low |
114-102 |
114-105 |
0-002 |
0.0% |
114-067 |
| Close |
114-125 |
114-170 |
0-045 |
0.1% |
114-170 |
| Range |
0-105 |
0-095 |
-0-010 |
-9.5% |
0-213 |
| ATR |
0-113 |
0-112 |
-0-001 |
-1.1% |
0-000 |
| Volume |
989,422 |
823,814 |
-165,608 |
-16.7% |
4,572,850 |
|
| Daily Pivots for day following 11-Jan-2019 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
115-123 |
115-082 |
114-222 |
|
| R3 |
115-028 |
114-307 |
114-196 |
|
| R2 |
114-253 |
114-253 |
114-187 |
|
| R1 |
114-212 |
114-212 |
114-179 |
114-233 |
| PP |
114-158 |
114-158 |
114-158 |
114-169 |
| S1 |
114-117 |
114-117 |
114-161 |
114-138 |
| S2 |
114-063 |
114-063 |
114-153 |
|
| S3 |
113-288 |
114-022 |
114-144 |
|
| S4 |
113-193 |
113-247 |
114-118 |
|
|
| Weekly Pivots for week ending 11-Jan-2019 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
116-170 |
116-063 |
114-287 |
|
| R3 |
115-278 |
115-170 |
114-228 |
|
| R2 |
115-065 |
115-065 |
114-209 |
|
| R1 |
114-278 |
114-278 |
114-189 |
114-225 |
| PP |
114-173 |
114-173 |
114-173 |
114-146 |
| S1 |
114-065 |
114-065 |
114-151 |
114-012 |
| S2 |
113-280 |
113-280 |
114-131 |
|
| S3 |
113-067 |
113-172 |
114-112 |
|
| S4 |
112-175 |
112-280 |
114-053 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
114-280 |
114-067 |
0-213 |
0.6% |
0-101 |
0.3% |
48% |
False |
False |
914,570 |
| 10 |
115-122 |
114-060 |
1-062 |
1.0% |
0-130 |
0.4% |
29% |
False |
False |
1,020,723 |
| 20 |
115-122 |
113-113 |
2-010 |
1.8% |
0-114 |
0.3% |
58% |
False |
False |
977,492 |
| 40 |
115-122 |
112-067 |
3-055 |
2.8% |
0-098 |
0.3% |
73% |
False |
False |
943,540 |
| 60 |
115-122 |
111-242 |
3-200 |
3.2% |
0-092 |
0.3% |
77% |
False |
False |
637,295 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
115-284 |
|
2.618 |
115-129 |
|
1.618 |
115-034 |
|
1.000 |
114-295 |
|
0.618 |
114-259 |
|
HIGH |
114-200 |
|
0.618 |
114-164 |
|
0.500 |
114-152 |
|
0.382 |
114-141 |
|
LOW |
114-105 |
|
0.618 |
114-046 |
|
1.000 |
114-010 |
|
1.618 |
113-271 |
|
2.618 |
113-176 |
|
4.250 |
113-021 |
|
|
| Fisher Pivots for day following 11-Jan-2019 |
| Pivot |
1 day |
3 day |
| R1 |
114-164 |
114-159 |
| PP |
114-158 |
114-148 |
| S1 |
114-152 |
114-137 |
|