ECBOT 5 Year T-Note Future March 2019
| Trading Metrics calculated at close of trading on 04-Feb-2019 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Feb-2019 |
04-Feb-2019 |
Change |
Change % |
Previous Week |
| Open |
114-275 |
114-173 |
-0-102 |
-0.3% |
114-047 |
| High |
114-287 |
114-178 |
-0-110 |
-0.3% |
114-300 |
| Low |
114-153 |
114-115 |
-0-038 |
-0.1% |
114-030 |
| Close |
114-170 |
114-130 |
-0-040 |
-0.1% |
114-170 |
| Range |
0-135 |
0-062 |
-0-072 |
-53.7% |
0-270 |
| ATR |
0-102 |
0-099 |
-0-003 |
-2.7% |
0-000 |
| Volume |
1,431,263 |
759,614 |
-671,649 |
-46.9% |
5,759,437 |
|
| Daily Pivots for day following 04-Feb-2019 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
115-008 |
114-292 |
114-164 |
|
| R3 |
114-266 |
114-229 |
114-147 |
|
| R2 |
114-203 |
114-203 |
114-141 |
|
| R1 |
114-167 |
114-167 |
114-136 |
114-154 |
| PP |
114-141 |
114-141 |
114-141 |
114-134 |
| S1 |
114-104 |
114-104 |
114-124 |
114-091 |
| S2 |
114-078 |
114-078 |
114-119 |
|
| S3 |
114-016 |
114-042 |
114-113 |
|
| S4 |
113-273 |
113-299 |
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 |
114-067 |
0-233 |
0.6% |
0-101 |
0.3% |
27% |
False |
False |
1,120,712 |
| 10 |
114-300 |
114-013 |
0-287 |
0.8% |
0-089 |
0.2% |
41% |
False |
False |
997,538 |
| 20 |
114-300 |
113-315 |
0-305 |
0.8% |
0-092 |
0.3% |
44% |
False |
False |
952,504 |
| 40 |
115-122 |
113-045 |
2-078 |
2.0% |
0-104 |
0.3% |
56% |
False |
False |
1,022,448 |
| 60 |
115-122 |
111-242 |
3-200 |
3.2% |
0-094 |
0.3% |
73% |
False |
False |
874,100 |
| 80 |
115-122 |
111-230 |
3-212 |
3.2% |
0-089 |
0.2% |
73% |
False |
False |
659,096 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
115-123 |
|
2.618 |
115-021 |
|
1.618 |
114-279 |
|
1.000 |
114-240 |
|
0.618 |
114-216 |
|
HIGH |
114-178 |
|
0.618 |
114-154 |
|
0.500 |
114-146 |
|
0.382 |
114-139 |
|
LOW |
114-115 |
|
0.618 |
114-076 |
|
1.000 |
114-053 |
|
1.618 |
114-014 |
|
2.618 |
113-271 |
|
4.250 |
113-169 |
|
|
| Fisher Pivots for day following 04-Feb-2019 |
| Pivot |
1 day |
3 day |
| R1 |
114-146 |
114-208 |
| PP |
114-141 |
114-182 |
| S1 |
114-135 |
114-156 |
|