ECBOT 5 Year T-Note Future March 2019
| Trading Metrics calculated at close of trading on 15-Feb-2019 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Feb-2019 |
15-Feb-2019 |
Change |
Change % |
Previous Week |
| Open |
114-138 |
114-205 |
0-067 |
0.2% |
114-253 |
| High |
114-238 |
114-218 |
-0-020 |
-0.1% |
114-260 |
| Low |
114-118 |
114-158 |
0-040 |
0.1% |
114-115 |
| Close |
114-210 |
114-175 |
-0-035 |
-0.1% |
114-175 |
| Range |
0-120 |
0-060 |
-0-060 |
-50.0% |
0-145 |
| ATR |
0-088 |
0-086 |
-0-002 |
-2.3% |
0-000 |
| Volume |
1,049,123 |
655,562 |
-393,561 |
-37.5% |
3,843,592 |
|
| Daily Pivots for day following 15-Feb-2019 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
115-043 |
115-009 |
114-208 |
|
| R3 |
114-303 |
114-269 |
114-192 |
|
| R2 |
114-243 |
114-243 |
114-186 |
|
| R1 |
114-209 |
114-209 |
114-181 |
114-196 |
| PP |
114-183 |
114-183 |
114-183 |
114-177 |
| S1 |
114-149 |
114-149 |
114-170 |
114-136 |
| S2 |
114-123 |
114-123 |
114-164 |
|
| S3 |
114-063 |
114-089 |
114-159 |
|
| S4 |
114-003 |
114-029 |
114-142 |
|
|
| Weekly Pivots for week ending 15-Feb-2019 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
115-298 |
115-222 |
114-255 |
|
| R3 |
115-153 |
115-077 |
114-215 |
|
| R2 |
115-008 |
115-008 |
114-202 |
|
| R1 |
114-252 |
114-252 |
114-188 |
114-218 |
| PP |
114-183 |
114-183 |
114-183 |
114-166 |
| S1 |
114-107 |
114-107 |
114-162 |
114-073 |
| S2 |
114-038 |
114-038 |
114-148 |
|
| S3 |
113-213 |
113-282 |
114-135 |
|
| S4 |
113-068 |
113-137 |
114-095 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
114-260 |
114-115 |
0-145 |
0.4% |
0-075 |
0.2% |
41% |
False |
False |
768,718 |
| 10 |
114-282 |
114-105 |
0-178 |
0.5% |
0-070 |
0.2% |
39% |
False |
False |
769,641 |
| 20 |
114-300 |
113-315 |
0-305 |
0.8% |
0-082 |
0.2% |
59% |
False |
False |
894,863 |
| 40 |
115-122 |
113-222 |
1-220 |
1.5% |
0-099 |
0.3% |
50% |
False |
False |
937,503 |
| 60 |
115-122 |
112-200 |
2-242 |
2.4% |
0-091 |
0.2% |
70% |
False |
False |
978,419 |
| 80 |
115-122 |
111-242 |
3-200 |
3.2% |
0-090 |
0.2% |
77% |
False |
False |
745,274 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
115-153 |
|
2.618 |
115-055 |
|
1.618 |
114-315 |
|
1.000 |
114-278 |
|
0.618 |
114-255 |
|
HIGH |
114-218 |
|
0.618 |
114-195 |
|
0.500 |
114-188 |
|
0.382 |
114-180 |
|
LOW |
114-158 |
|
0.618 |
114-120 |
|
1.000 |
114-098 |
|
1.618 |
114-060 |
|
2.618 |
114-000 |
|
4.250 |
113-223 |
|
|
| Fisher Pivots for day following 15-Feb-2019 |
| Pivot |
1 day |
3 day |
| R1 |
114-188 |
114-176 |
| PP |
114-183 |
114-176 |
| S1 |
114-179 |
114-175 |
|