ECBOT 5 Year T-Note Future March 2019
| Trading Metrics calculated at close of trading on 19-Feb-2019 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Feb-2019 |
19-Feb-2019 |
Change |
Change % |
Previous Week |
| Open |
114-205 |
114-175 |
-0-030 |
-0.1% |
114-253 |
| High |
114-218 |
114-230 |
0-013 |
0.0% |
114-260 |
| Low |
114-158 |
114-155 |
-0-002 |
0.0% |
114-115 |
| Close |
114-175 |
114-213 |
0-038 |
0.1% |
114-175 |
| Range |
0-060 |
0-075 |
0-015 |
25.0% |
0-145 |
| ATR |
0-086 |
0-085 |
-0-001 |
-0.9% |
0-000 |
| Volume |
655,562 |
952,887 |
297,325 |
45.4% |
3,843,592 |
|
| Daily Pivots for day following 19-Feb-2019 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
115-104 |
115-073 |
114-254 |
|
| R3 |
115-029 |
114-318 |
114-233 |
|
| R2 |
114-274 |
114-274 |
114-226 |
|
| R1 |
114-243 |
114-243 |
114-219 |
114-259 |
| PP |
114-199 |
114-199 |
114-199 |
114-207 |
| S1 |
114-168 |
114-168 |
114-206 |
114-184 |
| S2 |
114-124 |
114-124 |
114-199 |
|
| S3 |
114-049 |
114-093 |
114-192 |
|
| S4 |
113-294 |
114-018 |
114-171 |
|
|
| 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 |
114-238 |
114-115 |
0-122 |
0.3% |
0-076 |
0.2% |
80% |
False |
False |
830,026 |
| 10 |
114-282 |
114-105 |
0-178 |
0.5% |
0-072 |
0.2% |
61% |
False |
False |
788,969 |
| 20 |
114-300 |
114-013 |
0-287 |
0.8% |
0-080 |
0.2% |
70% |
False |
False |
893,254 |
| 40 |
115-122 |
113-250 |
1-192 |
1.4% |
0-097 |
0.3% |
55% |
False |
False |
924,524 |
| 60 |
115-122 |
112-200 |
2-242 |
2.4% |
0-092 |
0.2% |
74% |
False |
False |
990,737 |
| 80 |
115-122 |
111-242 |
3-200 |
3.2% |
0-090 |
0.2% |
80% |
False |
False |
756,862 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
115-229 |
|
2.618 |
115-106 |
|
1.618 |
115-031 |
|
1.000 |
114-305 |
|
0.618 |
114-276 |
|
HIGH |
114-230 |
|
0.618 |
114-201 |
|
0.500 |
114-193 |
|
0.382 |
114-184 |
|
LOW |
114-155 |
|
0.618 |
114-109 |
|
1.000 |
114-080 |
|
1.618 |
114-034 |
|
2.618 |
113-279 |
|
4.250 |
113-156 |
|
|
| Fisher Pivots for day following 19-Feb-2019 |
| Pivot |
1 day |
3 day |
| R1 |
114-206 |
114-201 |
| PP |
114-199 |
114-189 |
| S1 |
114-193 |
114-178 |
|