ECBOT 5 Year T-Note Future March 2019
| Trading Metrics calculated at close of trading on 07-Feb-2019 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Feb-2019 |
07-Feb-2019 |
Change |
Change % |
Previous Week |
| Open |
114-160 |
114-167 |
0-007 |
0.0% |
114-047 |
| High |
114-205 |
114-242 |
0-038 |
0.1% |
114-300 |
| Low |
114-150 |
114-165 |
0-015 |
0.0% |
114-030 |
| Close |
114-165 |
114-240 |
0-075 |
0.2% |
114-170 |
| Range |
0-055 |
0-078 |
0-023 |
41.0% |
0-270 |
| ATR |
0-094 |
0-093 |
-0-001 |
-1.2% |
0-000 |
| Volume |
746,354 |
925,346 |
178,992 |
24.0% |
5,759,437 |
|
| Daily Pivots for day following 07-Feb-2019 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
115-128 |
115-102 |
114-283 |
|
| R3 |
115-051 |
115-024 |
114-261 |
|
| R2 |
114-293 |
114-293 |
114-254 |
|
| R1 |
114-267 |
114-267 |
114-247 |
114-280 |
| PP |
114-216 |
114-216 |
114-216 |
114-222 |
| S1 |
114-189 |
114-189 |
114-233 |
114-202 |
| S2 |
114-138 |
114-138 |
114-226 |
|
| S3 |
114-061 |
114-112 |
114-219 |
|
| S4 |
113-303 |
114-034 |
114-197 |
|
|
| 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 |
114-287 |
114-105 |
0-182 |
0.5% |
0-080 |
0.2% |
74% |
False |
False |
918,082 |
| 10 |
114-300 |
114-030 |
0-270 |
0.7% |
0-086 |
0.2% |
78% |
False |
False |
976,607 |
| 20 |
114-300 |
113-315 |
0-305 |
0.8% |
0-087 |
0.2% |
80% |
False |
False |
934,500 |
| 40 |
115-122 |
113-113 |
2-010 |
1.8% |
0-099 |
0.3% |
69% |
False |
False |
962,874 |
| 60 |
115-122 |
112-013 |
3-110 |
2.9% |
0-093 |
0.3% |
81% |
False |
False |
911,459 |
| 80 |
115-122 |
111-242 |
3-200 |
3.2% |
0-089 |
0.2% |
83% |
False |
False |
689,079 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
115-252 |
|
2.618 |
115-125 |
|
1.618 |
115-048 |
|
1.000 |
115-000 |
|
0.618 |
114-290 |
|
HIGH |
114-242 |
|
0.618 |
114-213 |
|
0.500 |
114-204 |
|
0.382 |
114-195 |
|
LOW |
114-165 |
|
0.618 |
114-117 |
|
1.000 |
114-087 |
|
1.618 |
114-040 |
|
2.618 |
113-282 |
|
4.250 |
113-156 |
|
|
| Fisher Pivots for day following 07-Feb-2019 |
| Pivot |
1 day |
3 day |
| R1 |
114-228 |
114-218 |
| PP |
114-216 |
114-196 |
| S1 |
114-204 |
114-174 |
|