ECBOT 5 Year T-Note Future March 2019
| Trading Metrics calculated at close of trading on 23-Jan-2019 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Jan-2019 |
23-Jan-2019 |
Change |
Change % |
Previous Week |
| Open |
114-015 |
114-078 |
0-062 |
0.2% |
114-165 |
| High |
114-105 |
114-090 |
-0-015 |
0.0% |
114-238 |
| Low |
114-013 |
114-030 |
0-018 |
0.0% |
113-315 |
| Close |
114-095 |
114-060 |
-0-035 |
-0.1% |
114-018 |
| Range |
0-092 |
0-060 |
-0-032 |
-35.1% |
0-242 |
| ATR |
0-104 |
0-101 |
-0-003 |
-2.7% |
0-000 |
| Volume |
964,895 |
802,380 |
-162,515 |
-16.8% |
4,501,844 |
|
| Daily Pivots for day following 23-Jan-2019 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
114-240 |
114-210 |
114-093 |
|
| R3 |
114-180 |
114-150 |
114-076 |
|
| R2 |
114-120 |
114-120 |
114-071 |
|
| R1 |
114-090 |
114-090 |
114-066 |
114-075 |
| PP |
114-060 |
114-060 |
114-060 |
114-053 |
| S1 |
114-030 |
114-030 |
114-054 |
114-015 |
| S2 |
114-000 |
114-000 |
114-049 |
|
| S3 |
113-260 |
113-290 |
114-044 |
|
| S4 |
113-200 |
113-230 |
114-027 |
|
|
| 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 |
114-185 |
113-315 |
0-190 |
0.5% |
0-086 |
0.2% |
34% |
False |
False |
887,145 |
| 10 |
114-238 |
113-315 |
0-242 |
0.7% |
0-088 |
0.2% |
27% |
False |
False |
906,287 |
| 20 |
115-122 |
113-305 |
1-138 |
1.3% |
0-114 |
0.3% |
16% |
False |
False |
925,595 |
| 40 |
115-122 |
112-222 |
2-220 |
2.4% |
0-098 |
0.3% |
56% |
False |
False |
1,063,645 |
| 60 |
115-122 |
111-242 |
3-200 |
3.2% |
0-092 |
0.3% |
67% |
False |
False |
740,173 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
115-025 |
|
2.618 |
114-247 |
|
1.618 |
114-187 |
|
1.000 |
114-150 |
|
0.618 |
114-127 |
|
HIGH |
114-090 |
|
0.618 |
114-067 |
|
0.500 |
114-060 |
|
0.382 |
114-053 |
|
LOW |
114-030 |
|
0.618 |
113-313 |
|
1.000 |
113-290 |
|
1.618 |
113-253 |
|
2.618 |
113-193 |
|
4.250 |
113-095 |
|
|
| Fisher Pivots for day following 23-Jan-2019 |
| Pivot |
1 day |
3 day |
| R1 |
114-060 |
114-057 |
| PP |
114-060 |
114-053 |
| S1 |
114-060 |
114-050 |
|