ECBOT 5 Year T-Note Future March 2019
| Trading Metrics calculated at close of trading on 01-Feb-2019 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
31-Jan-2019 |
01-Feb-2019 |
Change |
Change % |
Previous Week |
| Open |
114-210 |
114-275 |
0-065 |
0.2% |
114-047 |
| High |
114-300 |
114-287 |
-0-013 |
0.0% |
114-300 |
| Low |
114-200 |
114-153 |
-0-047 |
-0.1% |
114-030 |
| Close |
114-275 |
114-170 |
-0-105 |
-0.3% |
114-170 |
| Range |
0-100 |
0-135 |
0-035 |
35.0% |
0-270 |
| ATR |
0-099 |
0-102 |
0-003 |
2.6% |
0-000 |
| Volume |
1,379,359 |
1,431,263 |
51,904 |
3.8% |
5,759,437 |
|
| Daily Pivots for day following 01-Feb-2019 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
115-288 |
115-204 |
114-244 |
|
| R3 |
115-153 |
115-069 |
114-207 |
|
| R2 |
115-018 |
115-018 |
114-195 |
|
| R1 |
114-254 |
114-254 |
114-182 |
114-229 |
| PP |
114-203 |
114-203 |
114-203 |
114-191 |
| S1 |
114-119 |
114-119 |
114-158 |
114-094 |
| S2 |
114-068 |
114-068 |
114-145 |
|
| S3 |
113-253 |
113-304 |
114-133 |
|
| S4 |
113-118 |
113-169 |
114-096 |
|
|
| Weekly Pivots for week ending 01-Feb-2019 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
117-017 |
116-203 |
114-319 |
|
| R3 |
116-067 |
115-253 |
114-244 |
|
| R2 |
115-117 |
115-117 |
114-220 |
|
| R1 |
114-303 |
114-303 |
114-195 |
115-050 |
| PP |
114-167 |
114-167 |
114-167 |
114-200 |
| S1 |
114-033 |
114-033 |
114-145 |
114-100 |
| S2 |
113-217 |
113-217 |
114-121 |
|
| S3 |
112-267 |
113-083 |
114-096 |
|
| S4 |
111-317 |
112-133 |
114-022 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
114-300 |
114-030 |
0-270 |
0.7% |
0-101 |
0.3% |
52% |
False |
False |
1,151,887 |
| 10 |
114-300 |
113-315 |
0-305 |
0.8% |
0-094 |
0.3% |
57% |
False |
False |
1,020,084 |
| 20 |
115-115 |
113-315 |
1-120 |
1.2% |
0-100 |
0.3% |
40% |
False |
False |
987,734 |
| 40 |
115-122 |
113-045 |
2-078 |
2.0% |
0-102 |
0.3% |
62% |
False |
False |
1,003,511 |
| 60 |
115-122 |
111-242 |
3-200 |
3.2% |
0-094 |
0.3% |
77% |
False |
False |
861,711 |
| 80 |
115-122 |
111-230 |
3-212 |
3.2% |
0-089 |
0.2% |
77% |
False |
False |
649,696 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
116-221 |
|
2.618 |
116-001 |
|
1.618 |
115-186 |
|
1.000 |
115-102 |
|
0.618 |
115-051 |
|
HIGH |
114-287 |
|
0.618 |
114-236 |
|
0.500 |
114-220 |
|
0.382 |
114-204 |
|
LOW |
114-153 |
|
0.618 |
114-069 |
|
1.000 |
114-018 |
|
1.618 |
113-254 |
|
2.618 |
113-119 |
|
4.250 |
112-219 |
|
|
| Fisher Pivots for day following 01-Feb-2019 |
| Pivot |
1 day |
3 day |
| R1 |
114-220 |
114-190 |
| PP |
114-203 |
114-183 |
| S1 |
114-187 |
114-177 |
|