ECBOT 5 Year T-Note Future March 2019
| Trading Metrics calculated at close of trading on 16-Jan-2019 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Jan-2019 |
16-Jan-2019 |
Change |
Change % |
Previous Week |
| Open |
114-170 |
114-158 |
-0-013 |
0.0% |
114-215 |
| High |
114-225 |
114-170 |
-0-055 |
-0.1% |
114-280 |
| Low |
114-145 |
114-113 |
-0-032 |
-0.1% |
114-067 |
| Close |
114-170 |
114-140 |
-0-030 |
-0.1% |
114-170 |
| Range |
0-080 |
0-058 |
-0-022 |
-28.1% |
0-213 |
| ATR |
0-107 |
0-104 |
-0-004 |
-3.3% |
0-000 |
| Volume |
1,104,649 |
784,958 |
-319,691 |
-28.9% |
4,572,850 |
|
| Daily Pivots for day following 16-Jan-2019 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
114-313 |
114-284 |
114-172 |
|
| R3 |
114-256 |
114-227 |
114-156 |
|
| R2 |
114-198 |
114-198 |
114-151 |
|
| R1 |
114-169 |
114-169 |
114-145 |
114-155 |
| PP |
114-141 |
114-141 |
114-141 |
114-134 |
| S1 |
114-112 |
114-112 |
114-135 |
114-098 |
| S2 |
114-083 |
114-083 |
114-129 |
|
| S3 |
114-026 |
114-054 |
114-124 |
|
| S4 |
113-288 |
113-317 |
114-108 |
|
|
| 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 |
114-102 |
0-135 |
0.4% |
0-084 |
0.2% |
28% |
False |
False |
886,316 |
| 10 |
115-122 |
114-067 |
1-055 |
1.0% |
0-117 |
0.3% |
19% |
False |
False |
1,043,379 |
| 20 |
115-122 |
113-220 |
1-222 |
1.5% |
0-114 |
0.3% |
44% |
False |
False |
987,033 |
| 40 |
115-122 |
112-200 |
2-242 |
2.4% |
0-095 |
0.3% |
66% |
False |
False |
1,002,011 |
| 60 |
115-122 |
111-242 |
3-200 |
3.2% |
0-092 |
0.3% |
74% |
False |
False |
680,505 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
115-094 |
|
2.618 |
115-001 |
|
1.618 |
114-263 |
|
1.000 |
114-228 |
|
0.618 |
114-206 |
|
HIGH |
114-170 |
|
0.618 |
114-148 |
|
0.500 |
114-141 |
|
0.382 |
114-134 |
|
LOW |
114-113 |
|
0.618 |
114-077 |
|
1.000 |
114-055 |
|
1.618 |
114-019 |
|
2.618 |
113-282 |
|
4.250 |
113-188 |
|
|
| Fisher Pivots for day following 16-Jan-2019 |
| Pivot |
1 day |
3 day |
| R1 |
114-141 |
114-175 |
| PP |
114-141 |
114-163 |
| S1 |
114-140 |
114-152 |
|