ECBOT 5 Year T-Note Future March 2019
| Trading Metrics calculated at close of trading on 25-Jan-2019 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Jan-2019 |
25-Jan-2019 |
Change |
Change % |
Previous Week |
| Open |
114-080 |
114-120 |
0-040 |
0.1% |
114-015 |
| High |
114-145 |
114-130 |
-0-015 |
0.0% |
114-145 |
| Low |
114-065 |
114-040 |
-0-025 |
-0.1% |
114-013 |
| Close |
114-127 |
114-060 |
-0-067 |
-0.2% |
114-060 |
| Range |
0-080 |
0-090 |
0-010 |
12.5% |
0-132 |
| ATR |
0-100 |
0-099 |
-0-001 |
-0.7% |
0-000 |
| Volume |
841,571 |
847,492 |
5,921 |
0.7% |
3,456,338 |
|
| Daily Pivots for day following 25-Jan-2019 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
115-027 |
114-293 |
114-110 |
|
| R3 |
114-257 |
114-203 |
114-085 |
|
| R2 |
114-167 |
114-167 |
114-077 |
|
| R1 |
114-113 |
114-113 |
114-068 |
114-095 |
| PP |
114-077 |
114-077 |
114-077 |
114-068 |
| S1 |
114-023 |
114-023 |
114-052 |
114-005 |
| S2 |
113-307 |
113-307 |
114-043 |
|
| S3 |
113-217 |
113-253 |
114-035 |
|
| S4 |
113-127 |
113-163 |
114-010 |
|
|
| Weekly Pivots for week ending 25-Jan-2019 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
115-150 |
115-077 |
114-133 |
|
| R3 |
115-017 |
114-265 |
114-096 |
|
| R2 |
114-205 |
114-205 |
114-084 |
|
| R1 |
114-132 |
114-132 |
114-072 |
114-169 |
| PP |
114-073 |
114-073 |
114-073 |
114-091 |
| S1 |
114-000 |
114-000 |
114-048 |
114-036 |
| S2 |
113-260 |
113-260 |
114-036 |
|
| S3 |
113-128 |
113-188 |
114-024 |
|
| S4 |
112-315 |
113-055 |
113-307 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
114-145 |
113-315 |
0-150 |
0.4% |
0-086 |
0.2% |
43% |
False |
False |
888,281 |
| 10 |
114-238 |
113-315 |
0-242 |
0.7% |
0-086 |
0.2% |
27% |
False |
False |
878,199 |
| 20 |
115-122 |
113-315 |
1-127 |
1.2% |
0-110 |
0.3% |
15% |
False |
False |
952,939 |
| 40 |
115-122 |
112-230 |
2-212 |
2.3% |
0-100 |
0.3% |
55% |
False |
False |
1,018,059 |
| 60 |
115-122 |
111-242 |
3-200 |
3.2% |
0-091 |
0.2% |
67% |
False |
False |
767,571 |
| 80 |
115-122 |
111-210 |
3-232 |
3.3% |
0-087 |
0.2% |
68% |
False |
False |
577,757 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
115-193 |
|
2.618 |
115-046 |
|
1.618 |
114-276 |
|
1.000 |
114-220 |
|
0.618 |
114-186 |
|
HIGH |
114-130 |
|
0.618 |
114-096 |
|
0.500 |
114-085 |
|
0.382 |
114-074 |
|
LOW |
114-040 |
|
0.618 |
113-304 |
|
1.000 |
113-270 |
|
1.618 |
113-214 |
|
2.618 |
113-124 |
|
4.250 |
112-297 |
|
|
| Fisher Pivots for day following 25-Jan-2019 |
| Pivot |
1 day |
3 day |
| R1 |
114-085 |
114-088 |
| PP |
114-077 |
114-078 |
| S1 |
114-068 |
114-069 |
|