ECBOT 5 Year T-Note Future March 2019
| Trading Metrics calculated at close of trading on 29-Jan-2019 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Jan-2019 |
29-Jan-2019 |
Change |
Change % |
Previous Week |
| Open |
114-047 |
114-070 |
0-023 |
0.1% |
114-015 |
| High |
114-095 |
114-133 |
0-038 |
0.1% |
114-145 |
| Low |
114-030 |
114-067 |
0-037 |
0.1% |
114-013 |
| Close |
114-075 |
114-122 |
0-047 |
0.1% |
114-060 |
| Range |
0-065 |
0-065 |
0-000 |
0.0% |
0-132 |
| ATR |
0-097 |
0-094 |
-0-002 |
-2.3% |
0-000 |
| Volume |
915,488 |
792,013 |
-123,475 |
-13.5% |
3,456,338 |
|
| Daily Pivots for day following 29-Jan-2019 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
114-303 |
114-278 |
114-158 |
|
| R3 |
114-238 |
114-213 |
114-140 |
|
| R2 |
114-173 |
114-173 |
114-134 |
|
| R1 |
114-148 |
114-148 |
114-128 |
114-160 |
| PP |
114-107 |
114-107 |
114-107 |
114-114 |
| S1 |
114-082 |
114-082 |
114-117 |
114-095 |
| S2 |
114-042 |
114-042 |
114-111 |
|
| S3 |
113-297 |
114-017 |
114-105 |
|
| S4 |
113-232 |
113-272 |
114-087 |
|
|
| 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 |
114-030 |
0-115 |
0.3% |
0-072 |
0.2% |
80% |
False |
False |
839,788 |
| 10 |
114-225 |
113-315 |
0-230 |
0.6% |
0-081 |
0.2% |
55% |
False |
False |
893,694 |
| 20 |
115-122 |
113-315 |
1-127 |
1.2% |
0-104 |
0.3% |
28% |
False |
False |
954,125 |
| 40 |
115-122 |
112-245 |
2-198 |
2.3% |
0-099 |
0.3% |
62% |
False |
False |
954,166 |
| 60 |
115-122 |
111-242 |
3-200 |
3.2% |
0-091 |
0.2% |
72% |
False |
False |
795,395 |
| 80 |
115-122 |
111-210 |
3-232 |
3.3% |
0-087 |
0.2% |
73% |
False |
False |
599,084 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
115-089 |
|
2.618 |
114-303 |
|
1.618 |
114-238 |
|
1.000 |
114-198 |
|
0.618 |
114-173 |
|
HIGH |
114-133 |
|
0.618 |
114-108 |
|
0.500 |
114-100 |
|
0.382 |
114-092 |
|
LOW |
114-067 |
|
0.618 |
114-027 |
|
1.000 |
114-002 |
|
1.618 |
113-282 |
|
2.618 |
113-217 |
|
4.250 |
113-111 |
|
|
| Fisher Pivots for day following 29-Jan-2019 |
| Pivot |
1 day |
3 day |
| R1 |
114-115 |
114-109 |
| PP |
114-107 |
114-095 |
| S1 |
114-100 |
114-081 |
|