ECBOT 5 Year T-Note Future March 2019
| Trading Metrics calculated at close of trading on 12-Feb-2019 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Feb-2019 |
12-Feb-2019 |
Change |
Change % |
Previous Week |
| Open |
114-253 |
114-218 |
-0-035 |
-0.1% |
114-173 |
| High |
114-260 |
114-222 |
-0-038 |
-0.1% |
114-282 |
| Low |
114-193 |
114-162 |
-0-030 |
-0.1% |
114-105 |
| Close |
114-205 |
114-185 |
-0-020 |
-0.1% |
114-260 |
| Range |
0-067 |
0-060 |
-0-007 |
-11.1% |
0-178 |
| ATR |
0-089 |
0-087 |
-0-002 |
-2.3% |
0-000 |
| Volume |
646,348 |
657,941 |
11,593 |
1.8% |
3,852,827 |
|
| Daily Pivots for day following 12-Feb-2019 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
115-050 |
115-017 |
114-218 |
|
| R3 |
114-310 |
114-277 |
114-201 |
|
| R2 |
114-250 |
114-250 |
114-196 |
|
| R1 |
114-217 |
114-217 |
114-190 |
114-204 |
| PP |
114-190 |
114-190 |
114-190 |
114-183 |
| S1 |
114-157 |
114-157 |
114-179 |
114-144 |
| S2 |
114-130 |
114-130 |
114-174 |
|
| S3 |
114-070 |
114-097 |
114-168 |
|
| S4 |
114-010 |
114-037 |
114-152 |
|
|
| Weekly Pivots for week ending 08-Feb-2019 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
116-108 |
116-042 |
115-038 |
|
| R3 |
115-251 |
115-184 |
114-309 |
|
| R2 |
115-073 |
115-073 |
114-293 |
|
| R1 |
115-007 |
115-007 |
114-276 |
115-040 |
| PP |
114-216 |
114-216 |
114-216 |
114-232 |
| S1 |
114-149 |
114-149 |
114-244 |
114-182 |
| S2 |
114-038 |
114-038 |
114-227 |
|
| S3 |
113-181 |
113-292 |
114-211 |
|
| S4 |
113-003 |
113-114 |
114-162 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
114-282 |
114-150 |
0-132 |
0.4% |
0-064 |
0.2% |
26% |
False |
False |
733,933 |
| 10 |
114-300 |
114-080 |
0-220 |
0.6% |
0-083 |
0.2% |
48% |
False |
False |
920,905 |
| 20 |
114-300 |
113-315 |
0-305 |
0.8% |
0-082 |
0.2% |
62% |
False |
False |
907,299 |
| 40 |
115-122 |
113-135 |
1-307 |
1.7% |
0-099 |
0.3% |
59% |
False |
False |
937,918 |
| 60 |
115-122 |
112-122 |
3-000 |
2.6% |
0-092 |
0.3% |
73% |
False |
False |
941,942 |
| 80 |
115-122 |
111-242 |
3-200 |
3.2% |
0-090 |
0.2% |
78% |
False |
False |
713,796 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
115-157 |
|
2.618 |
115-060 |
|
1.618 |
115-000 |
|
1.000 |
114-282 |
|
0.618 |
114-260 |
|
HIGH |
114-222 |
|
0.618 |
114-200 |
|
0.500 |
114-192 |
|
0.382 |
114-185 |
|
LOW |
114-162 |
|
0.618 |
114-125 |
|
1.000 |
114-102 |
|
1.618 |
114-065 |
|
2.618 |
114-005 |
|
4.250 |
113-227 |
|
|
| Fisher Pivots for day following 12-Feb-2019 |
| Pivot |
1 day |
3 day |
| R1 |
114-192 |
114-222 |
| PP |
114-190 |
114-210 |
| S1 |
114-187 |
114-197 |
|