ECBOT 5 Year T-Note Future March 2019
| Trading Metrics calculated at close of trading on 28-Jan-2019 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Jan-2019 |
28-Jan-2019 |
Change |
Change % |
Previous Week |
| Open |
114-120 |
114-047 |
-0-073 |
-0.2% |
114-015 |
| High |
114-130 |
114-095 |
-0-035 |
-0.1% |
114-145 |
| Low |
114-040 |
114-030 |
-0-010 |
0.0% |
114-013 |
| Close |
114-060 |
114-075 |
0-015 |
0.0% |
114-060 |
| Range |
0-090 |
0-065 |
-0-025 |
-27.8% |
0-132 |
| ATR |
0-099 |
0-097 |
-0-002 |
-2.5% |
0-000 |
| Volume |
847,492 |
915,488 |
67,996 |
8.0% |
3,456,338 |
|
| Daily Pivots for day following 28-Jan-2019 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
114-262 |
114-233 |
114-111 |
|
| R3 |
114-197 |
114-168 |
114-093 |
|
| R2 |
114-132 |
114-132 |
114-087 |
|
| R1 |
114-103 |
114-103 |
114-081 |
114-118 |
| PP |
114-067 |
114-067 |
114-067 |
114-074 |
| S1 |
114-038 |
114-038 |
114-069 |
114-053 |
| S2 |
114-002 |
114-002 |
114-063 |
|
| S3 |
113-257 |
113-293 |
114-057 |
|
| S4 |
113-192 |
113-228 |
114-039 |
|
|
| 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 |
114-013 |
0-132 |
0.4% |
0-077 |
0.2% |
47% |
False |
False |
874,365 |
| 10 |
114-238 |
113-315 |
0-242 |
0.7% |
0-083 |
0.2% |
33% |
False |
False |
887,367 |
| 20 |
115-122 |
113-315 |
1-127 |
1.2% |
0-106 |
0.3% |
18% |
False |
False |
954,045 |
| 40 |
115-122 |
112-245 |
2-198 |
2.3% |
0-100 |
0.3% |
56% |
False |
False |
979,200 |
| 60 |
115-122 |
111-242 |
3-200 |
3.2% |
0-091 |
0.2% |
68% |
False |
False |
782,579 |
| 80 |
115-122 |
111-210 |
3-232 |
3.3% |
0-088 |
0.2% |
69% |
False |
False |
589,185 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
115-051 |
|
2.618 |
114-265 |
|
1.618 |
114-200 |
|
1.000 |
114-160 |
|
0.618 |
114-135 |
|
HIGH |
114-095 |
|
0.618 |
114-070 |
|
0.500 |
114-063 |
|
0.382 |
114-055 |
|
LOW |
114-030 |
|
0.618 |
113-310 |
|
1.000 |
113-285 |
|
1.618 |
113-245 |
|
2.618 |
113-180 |
|
4.250 |
113-074 |
|
|
| Fisher Pivots for day following 28-Jan-2019 |
| Pivot |
1 day |
3 day |
| R1 |
114-071 |
114-088 |
| PP |
114-067 |
114-083 |
| S1 |
114-063 |
114-079 |
|