ECBOT 5 Year T-Note Future March 2019
| Trading Metrics calculated at close of trading on 20-Feb-2019 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Feb-2019 |
20-Feb-2019 |
Change |
Change % |
Previous Week |
| Open |
114-175 |
114-227 |
0-052 |
0.1% |
114-253 |
| High |
114-230 |
114-238 |
0-007 |
0.0% |
114-260 |
| Low |
114-155 |
114-198 |
0-042 |
0.1% |
114-115 |
| Close |
114-213 |
114-202 |
-0-010 |
0.0% |
114-175 |
| Range |
0-075 |
0-040 |
-0-035 |
-46.7% |
0-145 |
| ATR |
0-085 |
0-082 |
-0-003 |
-3.8% |
0-000 |
| Volume |
952,887 |
979,497 |
26,610 |
2.8% |
3,843,592 |
|
| Daily Pivots for day following 20-Feb-2019 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
115-013 |
114-307 |
114-224 |
|
| R3 |
114-293 |
114-267 |
114-213 |
|
| R2 |
114-253 |
114-253 |
114-210 |
|
| R1 |
114-227 |
114-227 |
114-206 |
114-220 |
| PP |
114-213 |
114-213 |
114-213 |
114-209 |
| S1 |
114-187 |
114-187 |
114-199 |
114-180 |
| S2 |
114-173 |
114-173 |
114-195 |
|
| S3 |
114-133 |
114-147 |
114-191 |
|
| S4 |
114-093 |
114-107 |
114-180 |
|
|
| 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% |
0-072 |
0.2% |
71% |
True |
False |
894,337 |
| 10 |
114-282 |
114-115 |
0-167 |
0.5% |
0-068 |
0.2% |
52% |
False |
False |
814,135 |
| 20 |
114-300 |
114-030 |
0-270 |
0.7% |
0-078 |
0.2% |
64% |
False |
False |
893,984 |
| 40 |
115-122 |
113-250 |
1-192 |
1.4% |
0-097 |
0.3% |
53% |
False |
False |
913,187 |
| 60 |
115-122 |
112-222 |
2-220 |
2.3% |
0-091 |
0.2% |
72% |
False |
False |
999,484 |
| 80 |
115-122 |
111-242 |
3-200 |
3.2% |
0-089 |
0.2% |
79% |
False |
False |
768,678 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
115-088 |
|
2.618 |
115-022 |
|
1.618 |
114-302 |
|
1.000 |
114-278 |
|
0.618 |
114-262 |
|
HIGH |
114-238 |
|
0.618 |
114-222 |
|
0.500 |
114-218 |
|
0.382 |
114-213 |
|
LOW |
114-198 |
|
0.618 |
114-173 |
|
1.000 |
114-158 |
|
1.618 |
114-133 |
|
2.618 |
114-093 |
|
4.250 |
114-028 |
|
|
| Fisher Pivots for day following 20-Feb-2019 |
| Pivot |
1 day |
3 day |
| R1 |
114-218 |
114-200 |
| PP |
114-213 |
114-198 |
| S1 |
114-207 |
114-196 |
|