ECBOT 5 Year T-Note Future March 2019
| Trading Metrics calculated at close of trading on 14-Feb-2019 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Feb-2019 |
14-Feb-2019 |
Change |
Change % |
Previous Week |
| Open |
114-178 |
114-138 |
-0-040 |
-0.1% |
114-173 |
| High |
114-182 |
114-238 |
0-055 |
0.2% |
114-282 |
| Low |
114-115 |
114-118 |
0-002 |
0.0% |
114-105 |
| Close |
114-130 |
114-210 |
0-080 |
0.2% |
114-260 |
| Range |
0-067 |
0-120 |
0-053 |
77.8% |
0-178 |
| ATR |
0-086 |
0-088 |
0-002 |
2.9% |
0-000 |
| Volume |
834,618 |
1,049,123 |
214,505 |
25.7% |
3,852,827 |
|
| Daily Pivots for day following 14-Feb-2019 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
115-228 |
115-179 |
114-276 |
|
| R3 |
115-108 |
115-059 |
114-243 |
|
| R2 |
114-308 |
114-308 |
114-232 |
|
| R1 |
114-259 |
114-259 |
114-221 |
114-284 |
| PP |
114-188 |
114-188 |
114-188 |
114-201 |
| S1 |
114-139 |
114-139 |
114-199 |
114-164 |
| S2 |
114-068 |
114-068 |
114-188 |
|
| S3 |
113-268 |
114-019 |
114-177 |
|
| S4 |
113-148 |
113-219 |
114-144 |
|
|
| 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 |
114-115 |
0-167 |
0.5% |
0-075 |
0.2% |
57% |
False |
False |
776,341 |
| 10 |
114-287 |
114-105 |
0-182 |
0.5% |
0-078 |
0.2% |
58% |
False |
False |
847,212 |
| 20 |
114-300 |
113-315 |
0-305 |
0.8% |
0-085 |
0.2% |
70% |
False |
False |
907,006 |
| 40 |
115-122 |
113-220 |
1-222 |
1.5% |
0-099 |
0.3% |
57% |
False |
False |
947,019 |
| 60 |
115-122 |
112-200 |
2-242 |
2.4% |
0-092 |
0.2% |
74% |
False |
False |
970,342 |
| 80 |
115-122 |
111-242 |
3-200 |
3.2% |
0-090 |
0.2% |
80% |
False |
False |
737,130 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
116-108 |
|
2.618 |
115-232 |
|
1.618 |
115-112 |
|
1.000 |
115-038 |
|
0.618 |
114-312 |
|
HIGH |
114-238 |
|
0.618 |
114-192 |
|
0.500 |
114-178 |
|
0.382 |
114-163 |
|
LOW |
114-118 |
|
0.618 |
114-043 |
|
1.000 |
113-318 |
|
1.618 |
113-243 |
|
2.618 |
113-123 |
|
4.250 |
112-248 |
|
|
| Fisher Pivots for day following 14-Feb-2019 |
| Pivot |
1 day |
3 day |
| R1 |
114-199 |
114-199 |
| PP |
114-188 |
114-188 |
| S1 |
114-178 |
114-176 |
|