ECBOT 5 Year T-Note Future March 2019
| Trading Metrics calculated at close of trading on 22-Feb-2019 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Feb-2019 |
22-Feb-2019 |
Change |
Change % |
Previous Week |
| Open |
114-213 |
114-145 |
-0-068 |
-0.2% |
114-175 |
| High |
114-218 |
114-235 |
0-018 |
0.0% |
114-238 |
| Low |
114-133 |
114-142 |
0-010 |
0.0% |
114-133 |
| Close |
114-150 |
114-213 |
0-062 |
0.2% |
114-213 |
| Range |
0-085 |
0-093 |
0-008 |
8.8% |
0-105 |
| ATR |
0-082 |
0-083 |
0-001 |
0.9% |
0-000 |
| Volume |
2,111,210 |
1,538,101 |
-573,109 |
-27.1% |
5,581,695 |
|
| Daily Pivots for day following 22-Feb-2019 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
115-154 |
115-116 |
114-263 |
|
| R3 |
115-062 |
115-023 |
114-238 |
|
| R2 |
114-289 |
114-289 |
114-229 |
|
| R1 |
114-251 |
114-251 |
114-221 |
114-270 |
| PP |
114-197 |
114-197 |
114-197 |
114-206 |
| S1 |
114-158 |
114-158 |
114-204 |
114-178 |
| S2 |
114-104 |
114-104 |
114-196 |
|
| S3 |
114-012 |
114-066 |
114-187 |
|
| S4 |
113-239 |
113-293 |
114-162 |
|
|
| Weekly Pivots for week ending 22-Feb-2019 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
115-189 |
115-146 |
114-270 |
|
| R3 |
115-084 |
115-041 |
114-241 |
|
| R2 |
114-299 |
114-299 |
114-232 |
|
| R1 |
114-256 |
114-256 |
114-222 |
114-278 |
| PP |
114-194 |
114-194 |
114-194 |
114-205 |
| S1 |
114-151 |
114-151 |
114-203 |
114-173 |
| S2 |
114-089 |
114-089 |
114-193 |
|
| S3 |
113-304 |
114-046 |
114-184 |
|
| S4 |
113-199 |
113-261 |
114-155 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
114-238 |
114-133 |
0-105 |
0.3% |
0-071 |
0.2% |
76% |
False |
False |
1,247,451 |
| 10 |
114-282 |
114-115 |
0-167 |
0.5% |
0-073 |
0.2% |
58% |
False |
False |
1,011,896 |
| 20 |
114-300 |
114-030 |
0-270 |
0.7% |
0-080 |
0.2% |
68% |
False |
False |
994,252 |
| 40 |
115-122 |
113-305 |
1-138 |
1.2% |
0-096 |
0.3% |
50% |
False |
False |
970,688 |
| 60 |
115-122 |
112-230 |
2-212 |
2.3% |
0-092 |
0.3% |
73% |
False |
False |
1,032,619 |
| 80 |
115-122 |
111-242 |
3-200 |
3.2% |
0-088 |
0.2% |
80% |
False |
False |
813,953 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
115-308 |
|
2.618 |
115-157 |
|
1.618 |
115-065 |
|
1.000 |
115-008 |
|
0.618 |
114-292 |
|
HIGH |
114-235 |
|
0.618 |
114-200 |
|
0.500 |
114-189 |
|
0.382 |
114-178 |
|
LOW |
114-142 |
|
0.618 |
114-085 |
|
1.000 |
114-050 |
|
1.618 |
113-313 |
|
2.618 |
113-220 |
|
4.250 |
113-069 |
|
|
| Fisher Pivots for day following 22-Feb-2019 |
| Pivot |
1 day |
3 day |
| R1 |
114-205 |
114-203 |
| PP |
114-197 |
114-194 |
| S1 |
114-189 |
114-185 |
|