ECBOT 5 Year T-Note Future March 2019
| Trading Metrics calculated at close of trading on 17-Jan-2019 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Jan-2019 |
17-Jan-2019 |
Change |
Change % |
Previous Week |
| Open |
114-158 |
114-147 |
-0-010 |
0.0% |
114-215 |
| High |
114-170 |
114-185 |
0-015 |
0.0% |
114-280 |
| Low |
114-113 |
114-073 |
-0-040 |
-0.1% |
114-067 |
| Close |
114-140 |
114-095 |
-0-045 |
-0.1% |
114-170 |
| Range |
0-058 |
0-112 |
0-055 |
95.6% |
0-213 |
| ATR |
0-104 |
0-104 |
0-001 |
0.6% |
0-000 |
| Volume |
784,958 |
898,426 |
113,468 |
14.5% |
4,572,850 |
|
| Daily Pivots for day following 17-Jan-2019 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
115-135 |
115-067 |
114-157 |
|
| R3 |
115-022 |
114-275 |
114-126 |
|
| R2 |
114-230 |
114-230 |
114-116 |
|
| R1 |
114-162 |
114-162 |
114-105 |
114-140 |
| PP |
114-118 |
114-118 |
114-118 |
114-106 |
| S1 |
114-050 |
114-050 |
114-085 |
114-028 |
| S2 |
114-005 |
114-005 |
114-074 |
|
| S3 |
113-213 |
113-258 |
114-064 |
|
| S4 |
113-100 |
113-145 |
114-033 |
|
|
| 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 |
114-073 |
0-165 |
0.5% |
0-085 |
0.2% |
14% |
False |
True |
868,117 |
| 10 |
115-115 |
114-067 |
1-048 |
1.0% |
0-107 |
0.3% |
7% |
False |
False |
955,384 |
| 20 |
115-122 |
113-222 |
1-220 |
1.5% |
0-116 |
0.3% |
36% |
False |
False |
980,143 |
| 40 |
115-122 |
112-200 |
2-242 |
2.4% |
0-096 |
0.3% |
61% |
False |
False |
1,020,198 |
| 60 |
115-122 |
111-242 |
3-200 |
3.2% |
0-093 |
0.3% |
70% |
False |
False |
695,411 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
116-023 |
|
2.618 |
115-159 |
|
1.618 |
115-047 |
|
1.000 |
114-297 |
|
0.618 |
114-255 |
|
HIGH |
114-185 |
|
0.618 |
114-142 |
|
0.500 |
114-129 |
|
0.382 |
114-115 |
|
LOW |
114-073 |
|
0.618 |
114-003 |
|
1.000 |
113-280 |
|
1.618 |
113-211 |
|
2.618 |
113-098 |
|
4.250 |
112-234 |
|
|
| Fisher Pivots for day following 17-Jan-2019 |
| Pivot |
1 day |
3 day |
| R1 |
114-129 |
114-149 |
| PP |
114-118 |
114-131 |
| S1 |
114-106 |
114-113 |
|