ECBOT 5 Year T-Note Future March 2019
| Trading Metrics calculated at close of trading on 15-Jan-2019 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Jan-2019 |
15-Jan-2019 |
Change |
Change % |
Previous Week |
| Open |
114-165 |
114-170 |
0-005 |
0.0% |
114-215 |
| High |
114-238 |
114-225 |
-0-013 |
0.0% |
114-280 |
| Low |
114-158 |
114-145 |
-0-013 |
0.0% |
114-067 |
| Close |
114-165 |
114-170 |
0-005 |
0.0% |
114-170 |
| Range |
0-080 |
0-080 |
0-000 |
0.0% |
0-213 |
| ATR |
0-109 |
0-107 |
-0-002 |
-1.9% |
0-000 |
| Volume |
728,741 |
1,104,649 |
375,908 |
51.6% |
4,572,850 |
|
| Daily Pivots for day following 15-Jan-2019 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
115-100 |
115-055 |
114-214 |
|
| R3 |
115-020 |
114-295 |
114-192 |
|
| R2 |
114-260 |
114-260 |
114-185 |
|
| R1 |
114-215 |
114-215 |
114-177 |
114-210 |
| PP |
114-180 |
114-180 |
114-180 |
114-178 |
| S1 |
114-135 |
114-135 |
114-163 |
114-130 |
| S2 |
114-100 |
114-100 |
114-155 |
|
| S3 |
114-020 |
114-055 |
114-148 |
|
| S4 |
113-260 |
113-295 |
114-126 |
|
|
| 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% |
0-089 |
0.2% |
60% |
False |
False |
925,430 |
| 10 |
115-122 |
114-067 |
1-055 |
1.0% |
0-123 |
0.3% |
27% |
False |
False |
1,061,274 |
| 20 |
115-122 |
113-160 |
1-282 |
1.6% |
0-115 |
0.3% |
55% |
False |
False |
983,051 |
| 40 |
115-122 |
112-150 |
2-292 |
2.5% |
0-097 |
0.3% |
71% |
False |
False |
984,925 |
| 60 |
115-122 |
111-242 |
3-200 |
3.2% |
0-092 |
0.3% |
77% |
False |
False |
667,462 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
115-245 |
|
2.618 |
115-114 |
|
1.618 |
115-034 |
|
1.000 |
114-305 |
|
0.618 |
114-274 |
|
HIGH |
114-225 |
|
0.618 |
114-194 |
|
0.500 |
114-185 |
|
0.382 |
114-176 |
|
LOW |
114-145 |
|
0.618 |
114-096 |
|
1.000 |
114-065 |
|
1.618 |
114-016 |
|
2.618 |
113-256 |
|
4.250 |
113-125 |
|
|
| Fisher Pivots for day following 15-Jan-2019 |
| Pivot |
1 day |
3 day |
| R1 |
114-185 |
114-171 |
| PP |
114-180 |
114-171 |
| S1 |
114-175 |
114-170 |
|