ECBOT 5 Year T-Note Future March 2019
| Trading Metrics calculated at close of trading on 22-Jan-2019 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Jan-2019 |
22-Jan-2019 |
Change |
Change % |
Previous Week |
| Open |
114-093 |
114-015 |
-0-078 |
-0.2% |
114-165 |
| High |
114-105 |
114-105 |
0-000 |
0.0% |
114-238 |
| Low |
113-315 |
114-013 |
0-018 |
0.0% |
113-315 |
| Close |
114-018 |
114-095 |
0-078 |
0.2% |
114-018 |
| Range |
0-110 |
0-092 |
-0-018 |
-15.9% |
0-242 |
| ATR |
0-105 |
0-104 |
-0-001 |
-0.8% |
0-000 |
| Volume |
985,070 |
964,895 |
-20,175 |
-2.0% |
4,501,844 |
|
| Daily Pivots for day following 22-Jan-2019 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
115-028 |
114-314 |
114-146 |
|
| R3 |
114-256 |
114-222 |
114-120 |
|
| R2 |
114-163 |
114-163 |
114-112 |
|
| R1 |
114-129 |
114-129 |
114-103 |
114-146 |
| PP |
114-071 |
114-071 |
114-071 |
114-079 |
| S1 |
114-037 |
114-037 |
114-087 |
114-054 |
| S2 |
113-298 |
113-298 |
114-078 |
|
| S3 |
113-206 |
113-264 |
114-070 |
|
| S4 |
113-113 |
113-172 |
114-044 |
|
|
| 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 |
114-225 |
113-315 |
0-230 |
0.6% |
0-090 |
0.2% |
43% |
False |
False |
947,599 |
| 10 |
114-238 |
113-315 |
0-242 |
0.7% |
0-091 |
0.2% |
41% |
False |
False |
908,290 |
| 20 |
115-122 |
113-250 |
1-192 |
1.4% |
0-115 |
0.3% |
32% |
False |
False |
932,391 |
| 40 |
115-122 |
112-222 |
2-220 |
2.4% |
0-098 |
0.3% |
60% |
False |
False |
1,052,234 |
| 60 |
115-122 |
111-242 |
3-200 |
3.2% |
0-092 |
0.3% |
70% |
False |
False |
726,909 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
115-178 |
|
2.618 |
115-027 |
|
1.618 |
114-255 |
|
1.000 |
114-197 |
|
0.618 |
114-162 |
|
HIGH |
114-105 |
|
0.618 |
114-070 |
|
0.500 |
114-059 |
|
0.382 |
114-048 |
|
LOW |
114-013 |
|
0.618 |
113-275 |
|
1.000 |
113-240 |
|
1.618 |
113-183 |
|
2.618 |
113-090 |
|
4.250 |
112-259 |
|
|
| Fisher Pivots for day following 22-Jan-2019 |
| Pivot |
1 day |
3 day |
| R1 |
114-083 |
114-093 |
| PP |
114-071 |
114-092 |
| S1 |
114-059 |
114-090 |
|