ECBOT 5 Year T-Note Future March 2019
| Trading Metrics calculated at close of trading on 18-Jan-2019 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Jan-2019 |
18-Jan-2019 |
Change |
Change % |
Previous Week |
| Open |
114-147 |
114-093 |
-0-055 |
-0.2% |
114-165 |
| High |
114-185 |
114-105 |
-0-080 |
-0.2% |
114-238 |
| Low |
114-073 |
113-315 |
-0-078 |
-0.2% |
113-315 |
| Close |
114-095 |
114-018 |
-0-078 |
-0.2% |
114-018 |
| Range |
0-112 |
0-110 |
-0-002 |
-2.2% |
0-242 |
| ATR |
0-104 |
0-105 |
0-000 |
0.4% |
0-000 |
| Volume |
898,426 |
985,070 |
86,644 |
9.6% |
4,501,844 |
|
| Daily Pivots for day following 18-Jan-2019 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
115-049 |
114-303 |
114-078 |
|
| R3 |
114-259 |
114-193 |
114-048 |
|
| R2 |
114-149 |
114-149 |
114-038 |
|
| R1 |
114-083 |
114-083 |
114-028 |
114-061 |
| PP |
114-039 |
114-039 |
114-039 |
114-028 |
| S1 |
113-293 |
113-293 |
114-007 |
113-271 |
| S2 |
113-249 |
113-249 |
113-317 |
|
| S3 |
113-139 |
113-183 |
113-307 |
|
| S4 |
113-029 |
113-073 |
113-277 |
|
|
| Weekly Pivots for week ending 18-Jan-2019 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
116-171 |
116-017 |
114-151 |
|
| R3 |
115-248 |
115-094 |
114-084 |
|
| R2 |
115-006 |
115-006 |
114-062 |
|
| R1 |
114-172 |
114-172 |
114-040 |
114-128 |
| PP |
114-083 |
114-083 |
114-083 |
114-061 |
| S1 |
113-249 |
113-249 |
113-315 |
113-205 |
| S2 |
113-161 |
113-161 |
113-293 |
|
| S3 |
112-238 |
113-007 |
113-271 |
|
| S4 |
111-316 |
112-084 |
113-204 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
114-238 |
113-315 |
0-242 |
0.7% |
0-088 |
0.2% |
9% |
False |
True |
900,368 |
| 10 |
114-280 |
113-315 |
0-285 |
0.8% |
0-094 |
0.3% |
8% |
False |
True |
907,469 |
| 20 |
115-122 |
113-250 |
1-192 |
1.4% |
0-114 |
0.3% |
17% |
False |
False |
955,795 |
| 40 |
115-122 |
112-200 |
2-242 |
2.4% |
0-097 |
0.3% |
52% |
False |
False |
1,039,478 |
| 60 |
115-122 |
111-242 |
3-200 |
3.2% |
0-093 |
0.3% |
63% |
False |
False |
711,398 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
115-252 |
|
2.618 |
115-073 |
|
1.618 |
114-283 |
|
1.000 |
114-215 |
|
0.618 |
114-173 |
|
HIGH |
114-105 |
|
0.618 |
114-063 |
|
0.500 |
114-050 |
|
0.382 |
114-037 |
|
LOW |
113-315 |
|
0.618 |
113-247 |
|
1.000 |
113-205 |
|
1.618 |
113-137 |
|
2.618 |
113-027 |
|
4.250 |
112-168 |
|
|
| Fisher Pivots for day following 18-Jan-2019 |
| Pivot |
1 day |
3 day |
| R1 |
114-050 |
114-090 |
| PP |
114-039 |
114-066 |
| S1 |
114-028 |
114-042 |
|