ECBOT 5 Year T-Note Future March 2019
| Trading Metrics calculated at close of trading on 14-Jan-2019 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Jan-2019 |
14-Jan-2019 |
Change |
Change % |
Previous Week |
| Open |
114-110 |
114-165 |
0-055 |
0.2% |
114-215 |
| High |
114-200 |
114-238 |
0-038 |
0.1% |
114-280 |
| Low |
114-105 |
114-158 |
0-053 |
0.1% |
114-067 |
| Close |
114-170 |
114-165 |
-0-005 |
0.0% |
114-170 |
| Range |
0-095 |
0-080 |
-0-015 |
-15.8% |
0-213 |
| ATR |
0-112 |
0-109 |
-0-002 |
-2.0% |
0-000 |
| Volume |
823,814 |
728,741 |
-95,073 |
-11.5% |
4,572,850 |
|
| Daily Pivots for day following 14-Jan-2019 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
115-107 |
115-056 |
114-209 |
|
| R3 |
115-027 |
114-296 |
114-187 |
|
| R2 |
114-267 |
114-267 |
114-180 |
|
| R1 |
114-216 |
114-216 |
114-172 |
114-205 |
| PP |
114-187 |
114-187 |
114-187 |
114-181 |
| S1 |
114-136 |
114-136 |
114-158 |
114-125 |
| S2 |
114-107 |
114-107 |
114-150 |
|
| S3 |
114-027 |
114-056 |
114-143 |
|
| S4 |
113-267 |
113-296 |
114-121 |
|
|
| 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 |
114-238 |
114-067 |
0-170 |
0.5% |
0-092 |
0.3% |
57% |
True |
False |
868,980 |
| 10 |
115-122 |
114-067 |
1-055 |
1.0% |
0-127 |
0.3% |
26% |
False |
False |
1,014,556 |
| 20 |
115-122 |
113-135 |
1-307 |
1.7% |
0-116 |
0.3% |
56% |
False |
False |
968,537 |
| 40 |
115-122 |
112-122 |
3-000 |
2.6% |
0-097 |
0.3% |
71% |
False |
False |
959,264 |
| 60 |
115-122 |
111-242 |
3-200 |
3.2% |
0-092 |
0.3% |
76% |
False |
False |
649,295 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
115-258 |
|
2.618 |
115-127 |
|
1.618 |
115-047 |
|
1.000 |
114-318 |
|
0.618 |
114-287 |
|
HIGH |
114-238 |
|
0.618 |
114-207 |
|
0.500 |
114-198 |
|
0.382 |
114-188 |
|
LOW |
114-158 |
|
0.618 |
114-108 |
|
1.000 |
114-078 |
|
1.618 |
114-028 |
|
2.618 |
113-268 |
|
4.250 |
113-138 |
|
|
| Fisher Pivots for day following 14-Jan-2019 |
| Pivot |
1 day |
3 day |
| R1 |
114-198 |
114-170 |
| PP |
114-187 |
114-168 |
| S1 |
114-176 |
114-167 |
|