ECBOT 5 Year T-Note Future March 2019
| Trading Metrics calculated at close of trading on 05-Feb-2019 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Feb-2019 |
05-Feb-2019 |
Change |
Change % |
Previous Week |
| Open |
114-173 |
114-127 |
-0-045 |
-0.1% |
114-047 |
| High |
114-178 |
114-178 |
0-000 |
0.0% |
114-300 |
| Low |
114-115 |
114-105 |
-0-010 |
0.0% |
114-030 |
| Close |
114-130 |
114-160 |
0-030 |
0.1% |
114-170 |
| Range |
0-062 |
0-073 |
0-010 |
16.0% |
0-270 |
| ATR |
0-099 |
0-097 |
-0-002 |
-1.9% |
0-000 |
| Volume |
759,614 |
727,835 |
-31,779 |
-4.2% |
5,759,437 |
|
| Daily Pivots for day following 05-Feb-2019 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
115-045 |
115-015 |
114-200 |
|
| R3 |
114-293 |
114-263 |
114-180 |
|
| R2 |
114-220 |
114-220 |
114-173 |
|
| R1 |
114-190 |
114-190 |
114-167 |
114-205 |
| PP |
114-147 |
114-147 |
114-147 |
114-155 |
| S1 |
114-117 |
114-117 |
114-153 |
114-132 |
| S2 |
114-075 |
114-075 |
114-147 |
|
| S3 |
114-002 |
114-045 |
114-140 |
|
| S4 |
113-250 |
113-292 |
114-120 |
|
|
| 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 |
114-080 |
0-220 |
0.6% |
0-102 |
0.3% |
36% |
False |
False |
1,107,877 |
| 10 |
114-300 |
114-030 |
0-270 |
0.7% |
0-087 |
0.2% |
48% |
False |
False |
973,832 |
| 20 |
114-300 |
113-315 |
0-305 |
0.8% |
0-089 |
0.2% |
54% |
False |
False |
941,061 |
| 40 |
115-122 |
113-110 |
2-012 |
1.8% |
0-100 |
0.3% |
57% |
False |
False |
990,744 |
| 60 |
115-122 |
111-242 |
3-200 |
3.2% |
0-093 |
0.3% |
76% |
False |
False |
885,703 |
| 80 |
115-122 |
111-242 |
3-200 |
3.2% |
0-089 |
0.2% |
76% |
False |
False |
668,190 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
115-166 |
|
2.618 |
115-047 |
|
1.618 |
114-295 |
|
1.000 |
114-250 |
|
0.618 |
114-222 |
|
HIGH |
114-178 |
|
0.618 |
114-150 |
|
0.500 |
114-141 |
|
0.382 |
114-133 |
|
LOW |
114-105 |
|
0.618 |
114-060 |
|
1.000 |
114-032 |
|
1.618 |
113-308 |
|
2.618 |
113-235 |
|
4.250 |
113-117 |
|
|
| Fisher Pivots for day following 05-Feb-2019 |
| Pivot |
1 day |
3 day |
| R1 |
114-154 |
114-196 |
| PP |
114-147 |
114-184 |
| S1 |
114-141 |
114-172 |
|